Solved Problems · Set 20

Newton–Raphson Load Flow

Part 4 · Network Matrices — the method that made large-scale load flow possible, and the matrix of derivatives that both makes it work and tells when the system is about to fail. Chapter 20 of the textbook.

Prof. Mithun Mondal 20 solved · 12 practice · 3 challenge GATE · ESE · University

Set 20 — Newton–Raphson Load Flow

Twenty worked problems closing Part 4. Gauss–Seidel took 43 sweeps to solve the five-bus system; Newton–Raphson takes four iterations, and would take four on a network two thousand times larger. The price is a matrix of partial derivatives that must be built and factorised at every step. This set constructs that Jacobian term by term, watches the error square itself at each iteration, strips the matrix down to the decoupled and fast-decoupled forms that production software uses, and ends with the property that makes it more than a solver: its determinant vanishes exactly at the point of voltage collapse.

Textbook Chapter 20 · 20 solved · 12 practice · 3 challenge · 12 MCQs

i Method Recap
  • The method. Expand the mismatch to first order about the current estimate, solve \(\mathbf{J}\Delta\mathbf{x} = \Delta\mathbf{f}\) for the correction, apply it, repeat. Each step is a linear solve; the nonlinearity is handled by iteration.

  • The mismatch vector. \(\Delta P_i = P_i^{\text{sp}} - P_i^{\text{calc}}\) and \(\Delta Q_i = Q_i^{\text{sp}} - Q_i^{\text{calc}}\), computed from the power-flow equations at the current voltages. Convergence is declared on this vector, never on the step.

  • The polar Jacobian has four blocks: \(\partial P/\partial\theta\), \(\partial P/\partial|V|\), \(\partial Q/\partial\theta\), \(\partial Q/\partial|V|\). The diagonal blocks are large and the off-diagonal blocks small, which is the whole basis of decoupling.

  • Convergence is quadratic. The error is squared at each step: 1.19, 0.107, \(9.7\times10^{-4}\), \(1.2\times10^{-7}\), \(5\times10^{-15}\) on this network. Four iterations is typical, and the count does not grow with the system.

  • A PV bus removes a row and a column. Its \(|V|\) is known, so \(\Delta Q_i\) and \(\Delta|V_i|\) are both deleted — the Jacobian shrinks rather than being patched.

  • Decoupling. Setting the off-diagonal blocks to zero gives two half-size systems and costs about four extra iterations. Replacing the diagonal blocks by constant matrices gives the fast-decoupled method, factorised once.

  • The Jacobian is singular at the nose. Its determinant falls from \(2.5\times10^{10}\) at base load to \(7.7\times10^{6}\) at the collapse point — which is why it is used as a voltage-stability index and not only as a solver's ingredient.

Problem 1FoundationNewton's Method

State Newton's method for a system of nonlinear equations, establish its order of convergence, and identify what it requires that Gauss–Seidel does not.

Solution

The scalar case first. To solve \(f(x) = 0\), expand about the current estimate:

\[ f(x + \Delta x) \approx f(x) + f'(x)\Delta x = 0 \quad\Rightarrow\quad \Delta x = -\frac{f(x)}{f'(x)} \]

Replace the curve by its tangent, solve the linear problem exactly, and repeat from the new point.

The vector case is identical with a matrix of derivatives:

\[ \mathbf{J}\,\Delta\mathbf{x} = -\mathbf{f}(\mathbf{x}), \qquad J_{ij} = \frac{\partial f_i}{\partial x_j} \]

The Jacobian is square and, at a well-behaved solution, non-singular. Each iteration is one linear solve.

The order of convergence. Expanding to second order and subtracting the exact root:

\[ e_{k+1} = \frac{f''(\xi)}{2f'(x_k)}e_k^{2} \quad\Rightarrow\quad e_{k+1} = Ce_k^{2} \]

Quadratic. The number of correct digits doubles at each step, so once the iteration is near the answer it finishes in two or three more steps whatever the tolerance.

What it costs. Three things Gauss–Seidel does not need:

\[ \begin{array}{ll} \text{The derivatives} & \text{an } m\times m \text{ matrix, rebuilt each step} \\ \text{A linear solve} & \text{factorisation, not just substitution} \\ \text{Memory} & \text{the factorised Jacobian, not one vector} \end{array} \]

Against which it needs four iterations rather than forty-three, and — decisively — the count does not grow with the size of the system.

The two failure modes, both real in load flow:

\[ \begin{array}{ll} \mathbf{J}\ \text{singular} & \text{no correction exists; the method stops} \\ \text{Start too far away} & \text{the quadratic guarantee is local only} \end{array} \]

Quadratic convergence is a statement about the neighbourhood of the root. Far from it, Newton can diverge, oscillate, or converge to a different root — which is why the flat start matters as much here as in Set 19.

And the reason it suits load flow particularly. The power-flow equations are quadratic in the voltages, so their second derivatives are constants and the expansion is exact to second order. Newton's method is therefore unusually well-behaved on this problem — better than the general theory promises.

Newton's method trades a hard problem for a sequence of easy ones, and the trade is worth making whenever the derivative is available. Gauss–Seidel avoids the derivative entirely and pays for it in iterations that grow with system size; Newton computes it and buys an iteration count that does not. On a five-bus network the difference is a curiosity. On a ten-thousand-bus network it is the difference between a solution and no solution.
Answer\(\mathbf{J}\Delta\mathbf{x} = -\mathbf{f}\), converging quadratically with \(e_{k+1} = Ce_k^{2}\); it requires the derivatives and a factorisation that Gauss–Seidel does not
Problem 2Exam levelThe Mismatch Vector

Write the power-flow equations in polar form, form the mismatch vector for the five-bus system at the flat start, and interpret its entries.

Solution

The polar power-flow equations. With \(Y_{ij} = G_{ij}+jB_{ij}\) and \(\theta_{ij} = \theta_i-\theta_j\):

\[ P_i = \sum_{j}|V_i||V_j|\left(G_{ij}\cos\theta_{ij} + B_{ij}\sin\theta_{ij}\right) \]
\[ Q_i = \sum_{j}|V_i||V_j|\left(G_{ij}\sin\theta_{ij} - B_{ij}\cos\theta_{ij}\right) \]

Real equations in real unknowns — which is what makes the conjugate difficulty of Set 19 disappear. The price is two equations per bus instead of one complex one.

The mismatch:

\[ \Delta P_i = P_i^{\text{sp}} - P_i(\mathbf{V},\boldsymbol\theta) \qquad \Delta Q_i = Q_i^{\text{sp}} - Q_i(\mathbf{V},\boldsymbol\theta) \]

Evaluated at every bus except the slack. Eight entries here: four \(\Delta P\) and four \(\Delta Q\).

At the flat start — every angle zero, magnitudes \(1.06, 1, 1, 1, 1\) — all the sines vanish and

\[ P_i = \sum_j |V_i||V_j|G_{ij} \qquad Q_i = -\sum_j |V_i||V_j|B_{ij} \]
\[ \Delta\mathbf{f} = \begin{bmatrix}0.500 & -0.375 & -0.400 & -0.600 & 1.185 & 0.130 & 0.005 & -0.060\end{bmatrix}^{T} \]

The first four are \(\Delta P_2\) to \(\Delta P_5\); the last four are \(\Delta Q_2\) to \(\Delta Q_5\).

Reading the entries. Three are worth naming:

\[ \begin{array}{lll} \Delta P_2 = +0.500 & \text{bus 2 is exporting more than the flat profile allows} \\ \Delta Q_2 = +1.185 & \text{the largest, and it is reactive} \\ \Delta Q_4 = +0.005 & \text{the smallest — bus 4 is nearly balanced already} \end{array} \]

The largest mismatch is reactive, at bus 2, and it is large because bus 1 is held at 1.06 while bus 2 starts at 1.00 — a 6% difference across the stiffest branch in the network, which drives a large reactive flow.

The convergence test is on this vector, not on the correction:

\[ \max_i\left|\Delta f_i\right| < \varepsilon, \qquad \varepsilon \sim 10^{-4}\ \text{pu} = 0.01\ \text{MW} \]

A mismatch is a physical quantity — the power that fails to balance at a bus — so the tolerance has an engineering meaning. A step size does not.

And the ordering matters for the Jacobian's structure. Grouping all the \(\Delta P\) then all the \(\Delta Q\) gives the block structure of Problem 4; interleaving them bus by bus (\(\Delta P_2, \Delta Q_2, \Delta P_3, \dots\)) gives a matrix with a much better sparsity pattern for elimination. Production codes use the second; textbooks use the first, because the blocks are what make the derivation legible.

The mismatch vector is the load flow's residual, and it is the only honest measure of a solution's quality. An iteration count says how much work was done; a step size says how much the last step moved; the mismatch says how much power fails to balance. That is the number to report, and the reason production programs print it in megawatts rather than per unit.
Answer\(\Delta\mathbf{f} = [0.500,\ -0.375,\ -0.400,\ -0.600,\ 1.185,\ 0.130,\ 0.005,\ -0.060]^{T}\); the largest entry is \(\Delta Q_2\), driven by the 6% voltage difference across line 1–2
Problem 3Exam levelThe Jacobian

Set out the structure of the polar Jacobian, state its dimensions for the five-bus system, and explain the choice of \(\Delta|V|/|V|\) as the voltage variable.

Solution

The correction equation. The unknowns are the angles and magnitudes; the equations are the real and reactive mismatches:

\[ \begin{bmatrix}\Delta\mathbf{P}\\\Delta\mathbf{Q}\end{bmatrix} = \begin{bmatrix}\mathbf{J}_1 & \mathbf{J}_2 \\ \mathbf{J}_3 & \mathbf{J}_4\end{bmatrix}\begin{bmatrix}\Delta\boldsymbol\theta\\\Delta|\mathbf{V}|\end{bmatrix} \]
\[ \mathbf{J}_1 = \frac{\partial\mathbf{P}}{\partial\boldsymbol\theta} \quad \mathbf{J}_2 = \frac{\partial\mathbf{P}}{\partial|\mathbf{V}|} \quad \mathbf{J}_3 = \frac{\partial\mathbf{Q}}{\partial\boldsymbol\theta} \quad \mathbf{J}_4 = \frac{\partial\mathbf{Q}}{\partial|\mathbf{V}|} \]

The dimensions. For \(n\) buses with \(n_{PV}\) voltage-controlled:

\[ \begin{array}{ll} \text{Rows} & (n-1)\ \text{for } \Delta P,\ (n-1-n_{PV})\ \text{for } \Delta Q \\ \text{Columns} & (n-1)\ \text{for } \Delta\theta,\ (n-1-n_{PV})\ \text{for } \Delta|V| \end{array} \]
\[ n = 5,\ n_{PV} = 0 \quad\Rightarrow\quad \mathbf{J}\ \text{is } 8\times8 \]

Square, as it must be — the same count of equations and unknowns Set 19 established.

Why \(\Delta|V|/|V|\) is often used instead of \(\Delta|V|\). Dividing the voltage columns by \(|V_j|\) and multiplying the correction by the same makes the submatrices more symmetric:

\[ \mathbf{J}_2' = |V_j|\frac{\partial P_i}{\partial|V_j|} \quad\Rightarrow\quad \mathbf{J}_1 \ \text{and}\ \mathbf{J}_4' \ \text{take the same form} \]

Since \(|V| \approx 1\) the numerical difference is small, but the algebraic symmetry it produces is what makes the decoupling of Problem 13 clean. Both conventions are in use, and results must be scaled consistently.

The Jacobian must be rebuilt every iteration, because it is a matrix of derivatives evaluated at the current estimate. That is the method's chief cost:

\[ \begin{array}{ll} \text{Build } \mathbf{J} & \sim(n+2e)\ \text{trigonometric evaluations} \\ \text{Factorise } \mathbf{J} & O(n^{1.4})\ \text{with sparse ordering} \\ \text{Solve} & O(n) \end{array} \]

The build and the factorisation dominate, and both are avoided in the fast-decoupled method of Problem 14 — which is exactly why that method exists.

And a shortcut worth knowing. The Jacobian need not be exact for the method to converge — only for it to converge quadratically. Holding \(\mathbf{J}\) fixed for several iterations (the "dishonest Newton" method) costs a few extra iterations and saves most of the build and factorisation cost. It is the intermediate step between Newton and fast-decoupled.

The Jacobian is the load flow's sensitivity matrix, and it is useful for far more than solving the equations. \(\partial P/\partial\theta\) is the network's power-transfer sensitivity; \(\partial Q/\partial|V|\) is its reactive-voltage sensitivity; the inverse gives the distribution factors of Set 17 exactly rather than approximately. Every sensitivity a planner asks for is a row or column of this matrix.
AnswerAn \(8\times8\) matrix in four blocks; \(\Delta|V|/|V|\) is used to make \(\mathbf{J}_1\) and \(\mathbf{J}_4\) take the same algebraic form
Problem 4Challenge-liteThe Submatrices

Derive the off-diagonal and diagonal elements of all four Jacobian submatrices from the polar power-flow equations.

Solution

The off-diagonals are straightforward, because only one term of the sum contains \(\theta_j\) or \(|V_j|\). Differentiating \(P_i\) with respect to \(\theta_j\), and noting \(\partial\theta_{ij}/\partial\theta_j = -1\):

\[ \frac{\partial P_i}{\partial\theta_j} = |V_i||V_j|\left(G_{ij}\sin\theta_{ij} - B_{ij}\cos\theta_{ij}\right), \qquad j\ne i \]

The other three, by the same route:

\[ \frac{\partial P_i}{\partial|V_j|} = |V_i|\left(G_{ij}\cos\theta_{ij} + B_{ij}\sin\theta_{ij}\right) \]
\[ \frac{\partial Q_i}{\partial\theta_j} = -|V_i||V_j|\left(G_{ij}\cos\theta_{ij} + B_{ij}\sin\theta_{ij}\right) \]
\[ \frac{\partial Q_i}{\partial|V_j|} = |V_i|\left(G_{ij}\sin\theta_{ij} - B_{ij}\cos\theta_{ij}\right) \]

Note the pattern: \(\partial Q_i/\partial\theta_j = -|V_j|\,\partial P_i/\partial|V_j|\) and \(\partial Q_i/\partial|V_j| = \dfrac{1}{|V_j|}\partial P_i/\partial\theta_j\). Only two distinct quantities appear, and the four blocks are built from them.

The diagonals require care, because \(\theta_i\) and \(|V_i|\) appear in every term of the sum. Differentiating and re-collecting gives forms in terms of \(P_i\) and \(Q_i\) themselves:

\[ \frac{\partial P_i}{\partial\theta_i} = -Q_i - B_{ii}|V_i|^{2} \qquad \frac{\partial P_i}{\partial|V_i|} = \frac{P_i}{|V_i|} + G_{ii}|V_i| \]
\[ \frac{\partial Q_i}{\partial\theta_i} = P_i - G_{ii}|V_i|^{2} \qquad \frac{\partial Q_i}{\partial|V_i|} = \frac{Q_i}{|V_i|} - B_{ii}|V_i| \]

A considerable convenience: the diagonals need no new summation. \(P_i\) and \(Q_i\) were already computed for the mismatch, so each diagonal costs two multiplications.

The relative sizes, and this is the point that matters:

\[ \begin{array}{lll} \partial P_i/\partial\theta_i \approx -B_{ii}|V_i|^{2} & \text{large} & B\ \text{dominates} \\ \partial P_i/\partial|V_i| \approx G_{ii}|V_i| & \text{small} & G \ll B \\ \partial Q_i/\partial\theta_i \approx -G_{ii}|V_i|^{2} & \text{small} & \\ \partial Q_i/\partial|V_i| \approx -B_{ii}|V_i| & \text{large} & \end{array} \]

Because \(Q_i\) and \(P_i\) are small compared with \(B_{ii}\), and because \(|B| \gg |G|\) in a transmission network. The diagonal blocks are dominated by \(B\) and the off-diagonal blocks by \(G\) — which is the entire justification for decoupling.

Checking on the five-bus system at the flat start. For bus 2, \(B_{22} = -32.4150\) and \(G_{22} = 10.8333\):

\[ \frac{\partial P_2}{\partial\theta_2} = 33.400 \qquad \frac{\partial P_2}{\partial|V_2|} = 10.533 \]

A ratio of 3.2, matching this network's \(x/r = 3\). On a real 400 kV network the ratio would be 10 or more, and the decoupling correspondingly better.

Every element of the Jacobian is built from the same two quantities that build the power-flow equations, which is why the whole matrix costs little more than one extra evaluation of the mismatch. The expensive part of a Newton iteration is not forming the derivatives — it is factorising the matrix they make. That is the observation the fast-decoupled method exploits.
AnswerOff-diagonals from single terms; diagonals as \(-Q_i-B_{ii}|V_i|^{2}\) and its three relatives. The diagonal blocks scale with \(B\) and the off-diagonal blocks with \(G\)
Problem 5Exam levelThe Jacobian at the Start

Evaluate the full Jacobian of the five-bus system at the flat start, and examine its structure.

Solution

At the flat start every \(\theta_{ij} = 0\), so \(\cos\theta_{ij} = 1\) and \(\sin\theta_{ij} = 0\). The formulas collapse:

\[ \frac{\partial P_i}{\partial\theta_j} = -|V_i||V_j|B_{ij} \qquad \frac{\partial P_i}{\partial|V_j|} = |V_i|G_{ij} \]
\[ \frac{\partial Q_i}{\partial\theta_j} = -|V_i||V_j|G_{ij} \qquad \frac{\partial Q_i}{\partial|V_j|} = -|V_i|B_{ij} \]

For \(j \ne i\). Every off-diagonal element is a scaled entry of \(\mathbf{Y}_{\text{bus}}\).

One element in full. \(\partial P_2/\partial\theta_1\), with \(B_{21} = +15.0\), \(|V_2| = 1.0\), \(|V_1| = 1.06\):

\[ -(1.0)(1.06)(15.0) = -15.9 \]

Except that bus 1 is the slack, so this column does not appear in the Jacobian at all. The retained columns are buses 2 to 5.

The \(8\times8\) matrix, rows and columns ordered \(2,3,4,5\) then \(2,3,4,5\):

\[ \mathbf{J} = \left[\begin{array}{cccc|cccc} 33.400 & -5.000 & -5.000 & -7.500 & 10.533 & -1.667 & -1.667 & -2.500 \\ -5.000 & 38.975 & -30.000 & 0 & -1.667 & 12.842 & -10.000 & 0 \\ -5.000 & -30.000 & 38.750 & -3.750 & -1.667 & -10.000 & 12.917 & -1.250 \\ -7.500 & 0 & -3.750 & 11.250 & -2.500 & 0 & -1.250 & 3.750 \\ \hline -11.133 & 1.667 & 1.667 & 2.500 & 31.430 & -5.000 & -5.000 & -7.500 \\ 1.667 & -12.992 & 10.000 & 0 & -5.000 & 38.415 & -30.000 & 0 \\ 1.667 & 10.000 & -12.917 & 1.250 & -5.000 & -30.000 & 38.640 & -3.750 \\ 2.500 & 0 & 1.250 & -3.750 & -7.500 & 0 & -3.750 & 11.170 \end{array}\right] \]

Three structural observations. First, \(\mathbf{J}_1\) and \(\mathbf{J}_4\) are nearly identical — compare \(33.400\) with \(31.430\), \(-30.000\) with \(-30.000\). Both are essentially \(-\mathbf{B}\) scaled by voltages.

Second, the off-diagonal blocks are about a third the size of the diagonal ones: 10.533 against 33.400 at the (2,2) position. That ratio is \(G/B = r/x = 1/3\) for this network, and it is the number that decides whether decoupling will work.

Third, the sparsity is inherited. Eight of the 64 entries are zero, at exactly the positions where \(\mathbf{Y}_{\text{bus}}\) is zero — buses 2–4, 3–5 within each block and their mirrors. The Jacobian has the same sparsity pattern as \(\mathbf{Y}_{\text{bus}}\), four times over, which is why the ordering machinery of Set 17 applies to it unchanged.

At the flat start the Jacobian is the admittance matrix, rearranged. \(\mathbf{J}_1 \approx -\mathbf{B}\), \(\mathbf{J}_2 \approx \mathbf{G}\), \(\mathbf{J}_3 \approx -\mathbf{G}\), \(\mathbf{J}_4 \approx -\mathbf{B}\). That coincidence is what the fast-decoupled method makes permanent: it uses those flat-start values for every iteration and never recomputes them, because on a transmission network they never move very far.
AnswerAn \(8\times8\) matrix whose diagonal blocks are \(\approx -\mathbf{B}\) and off-diagonal blocks \(\approx \pm\mathbf{G}\), a third the size, with \(\mathbf{Y}_{\text{bus}}\)'s sparsity pattern in each block
Problem 6Exam levelThe First Correction

Solve the correction equation at the flat start, apply the correction, and compare the result with two sweeps of Gauss–Seidel.

Solution

The system to solve is \(\mathbf{J}\Delta\mathbf{x} = \Delta\mathbf{f}\) with the \(8\times8\) Jacobian of Problem 5 and the mismatch of Problem 2. Solving:

\[ \Delta\boldsymbol\theta = \begin{bmatrix}-0.05084 \\ -0.09123 \\ -0.09747 \\ -0.11284\end{bmatrix}\ \text{rad} = \begin{bmatrix}-2.913 \\ -5.227 \\ -5.585 \\ -6.465\end{bmatrix}^\circ \]
\[ \Delta|\mathbf{V}| = \begin{bmatrix}+0.05504 \\ +0.03176 \\ +0.03136 \\ +0.02652\end{bmatrix} \]

Applying it:

\[ \begin{array}{lcc} \text{Bus} & |V| & \delta\ (\text{deg}) \\ \hline 2 & 1.05504 & -2.913 \\ 3 & 1.03176 & -5.227 \\ 4 & 1.03136 & -5.585 \\ 5 & 1.02652 & -6.465 \end{array} \]

Against the exact answer, and against Gauss–Seidel:

\[ \begin{array}{lcccc} \text{Bus} & \text{Exact} & \text{NR after 1} & \text{GS after 1} & \text{GS after 2} \\ \hline |V_2| & 1.04744 & 1.05504 & 1.03753 & 1.04036 \\ \delta_2 & -2.806 & -2.913 & +0.159 & -0.702 \\ \delta_5 & -6.150 & -6.465 & -2.848 & -3.689 \end{array} \]

One Newton iteration has every angle within 0.32° of the answer. Two Gauss–Seidel sweeps have bus 5's angle at \(-3.7^\circ\) against a true \(-6.15^\circ\) — 40% of the way.

The magnitudes have overshot. Every one is now above its final value: 1.05504 against 1.04744, 1.03176 against 1.02418. Newton's linear model, applied to a quadratic function, over-corrects — and the next iteration brings them back.

The remaining mismatch:

\[ \Delta\mathbf{f}^{(1)} = \begin{bmatrix}-0.0717 & 0.0093 & 0.0279 & 0.0384 & -0.1067 & -0.0281 & -0.0131 & -0.0238\end{bmatrix}^{T} \]
\[ \max\left|\Delta f\right|:\ 1.185 \to 0.1067 \]

A reduction by a factor of 11 in one iteration.

The cost comparison for that step. One Newton iteration required building 64 derivatives and factorising an \(8\times8\) matrix; one Gauss–Seidel sweep required about 24 complex operations. Newton's step is perhaps thirty times the cost — and it achieved more than twenty sweeps' worth of progress.

The first Newton step does most of the work, and everything after it is cleaning up. That is the shape of quadratic convergence: the error falls by a factor of ten in the first step, a hundred in the second, ten thousand in the third. The iteration count is small not because each step is powerful but because the last steps are — and there are only ever three or four of them.
AnswerOne iteration gives 1.05504, 1.03176, 1.03136, 1.02652 pu at \(-2.91\) to \(-6.47^\circ\); the mismatch falls from 1.185 to 0.107
Problem 7AnalysisIterations Two and Three

Continue to convergence and tabulate the solution after each iteration.

Solution

The Jacobian is rebuilt at the new point and the correction equation solved again. After iteration 2:

\[ \begin{array}{lcc} \text{Bus} & |V| & \delta\ (\text{deg}) \\ \hline 2 & 1.04751 & -2.8068 \\ 3 & 1.02425 & -4.9988 \\ 4 & 1.02364 & -5.3314 \\ 5 & 1.01802 & -6.1535 \end{array} \]

Every magnitude within \(7\times10^{-5}\) of the answer and every angle within 0.003°. The overshoot of iteration 1 has been corrected.

After iteration 3:

\[ \begin{array}{lcc} \text{Bus} & |V| & \delta\ (\text{deg}) \\ \hline 2 & 1.04744 & -2.8064 \\ 3 & 1.02418 & -4.9970 \\ 4 & 1.02357 & -5.3291 \\ 5 & 1.01794 & -6.1503 \end{array} \]

Correct to five decimal places — the solution Set 19 reached after 43 sweeps.

The full mismatch history:

\[ \begin{array}{cc} \text{Iteration} & \max|\Delta f| \\ \hline 1 & 1.1850 \\ 2 & 1.0672\times10^{-1} \\ 3 & 9.6576\times10^{-4} \\ 4 & 1.2385\times10^{-7} \\ 5 & 4.97\times10^{-15} \end{array} \]

Five entries, of which the last is machine precision. A production tolerance of \(10^{-4}\) would stop at iteration 4.

Where the iterations go. The tabulated bus voltages stop changing visibly after iteration 3, and iterations 4 and 5 move only the sixth decimal place. In engineering terms the answer exists after three iterations; the fourth confirms it.

The comparison, stated once:

\[ \begin{array}{lcc} \text{Method} & \text{Steps to } 10^{-6} & \text{Relative cost per step} \\ \hline \text{Gauss--Seidel} & 43 & 1 \\ \text{GS with } \alpha = 1.4 & 17 & 1 \\ \text{Newton--Raphson} & 4 & \sim30 \end{array} \]

On five buses the total costs are comparable — which is why Gauss–Seidel is the method taught first and why the comparison must be made at scale to mean anything.

The step counts at scale are the argument. Gauss–Seidel's 43 becomes several hundred at a thousand buses; Newton's four stays four. The per-step cost ratio of 30 is a constant; the step-count ratio grows without limit.

Four iterations is not a property of this network — it is a property of the method. The IEEE 118-bus system takes four; a 10 000-bus utility model takes four or five. The reason is that quadratic convergence depends on how close the start is to the solution, and a flat start is about equally close on any well-conditioned power network, regardless of how many buses it has.
AnswerThree iterations give five-decimal accuracy and four reach \(1.2\times10^{-7}\); the same solution Gauss–Seidel needed 43 sweeps for
Problem 8AnalysisQuadratic Convergence

Demonstrate numerically that the convergence is quadratic, estimate the constant, and explain what it means for the choice of tolerance.

Solution

The test. Quadratic convergence means \(e_{k+1} = Ce_k^{2}\), so the ratio \(e_{k+1}/e_k^{2}\) should be roughly constant:

\[ \begin{array}{lccc} k & e_k & e_{k+1} & e_{k+1}/e_k^{2} \\ \hline 1 & 1.1850 & 1.067\times10^{-1} & 0.076 \\ 2 & 1.067\times10^{-1} & 9.658\times10^{-4} & 0.085 \\ 3 & 9.658\times10^{-4} & 1.239\times10^{-7} & 0.133 \end{array} \]

Constant to within a factor of two over five orders of magnitude of error. That is a clear demonstration; a linearly convergent method would give ratios differing by the same five orders.

Contrast with Gauss–Seidel, where the corresponding test was on \(e_{k+1}/e_k\) and gave a constant 0.78. Applying the quadratic test to that data would give ratios growing without bound — which is how the two orders are distinguished from the numbers alone.

Digits, not orders of magnitude, is the useful framing:

\[ \begin{array}{cc} \text{Iteration} & \text{Correct digits} \\ \hline 1 & 0 \\ 2 & 1 \\ 3 & 3 \\ 4 & 7 \\ 5 & 14 \end{array} \]

The count of correct digits doubles at each step. That is the operational meaning of quadratic convergence, and it is why the last iteration is always nearly free of information about how many are needed.

The consequence for the tolerance. Because the digit count doubles, the difference between a loose and a tight tolerance is almost never more than one iteration:

\[ \begin{array}{lc} \varepsilon = 10^{-2} & 3\ \text{iterations} \\ \varepsilon = 10^{-4} & 4 \\ \varepsilon = 10^{-6} & 4 \\ \varepsilon = 10^{-10} & 5 \end{array} \]

Eight orders of magnitude for two extra iterations. There is no reason to use a loose tolerance with a Newton solver, and there is every reason to with a Gauss–Seidel one — where the same range costs 36 extra sweeps.

The constant \(C\) is bounded by the second derivative over the first, and for the power-flow equations both are known: the equations are quadratic, so the second derivatives are constants and \(C\) depends only on the Jacobian's conditioning. A well-conditioned network gives a small \(C\) and fast convergence; a network near collapse gives a large one, which is the mechanism of Problem 18.

And a diagnostic. If the ratio \(e_{k+1}/e_k^{2}\) is not roughly constant, something is wrong: the Jacobian may be inconsistent with the mismatch function (a coding error), or the iteration may be far from the root, or a limit may be switching between iterations. The test costs two divisions and localises all three.

Quadratic convergence changes what a tolerance is for. With a linear method the tolerance buys accuracy at a steady price and must be chosen; with a quadratic one it is nearly free, and the sensible choice is as tight as the arithmetic allows. That the load flow can be solved to machine precision for the cost of one extra iteration is a fact worth exploiting, and production programs do.
Answer\(e_{k+1}/e_k^{2} = 0.076,\ 0.085,\ 0.133\) — constant to within a factor of two over five decades; correct digits double each step
Problem 9AnalysisThe Jacobian at the Solution

Evaluate the Jacobian at the converged solution and compare it with the flat-start version. What has changed, and by how much?

Solution

The converged Jacobian:

\[ \mathbf{J} = \left[\begin{array}{cccc|cccc} 35.363 & -5.428 & -5.434 & -8.139 & 11.538 & -1.544 & -1.514 & -2.156 \\ -5.292 & 40.739 & -31.510 & 0 & -1.902 & 12.790 & -10.064 & 0 \\ -5.277 & -31.388 & 40.590 & -3.926 & -1.930 & -10.414 & 12.830 & -1.224 \\ -7.828 & 0 & -3.888 & 11.716 & -2.986 & 0 & -1.327 & 3.228 \\ \hline -11.686 & 1.582 & 1.549 & 2.195 & 34.144 & -5.300 & -5.309 & -7.995 \\ 1.992 & -13.999 & 10.301 & 0 & -5.052 & 39.484 & -30.784 & 0 \\ 2.021 & 10.665 & -13.933 & 1.246 & -5.038 & -30.647 & 39.558 & -3.856 \\ 3.128 & 0 & 1.358 & -4.486 & -7.473 & 0 & -3.799 & 11.313 \end{array}\right] \]

The comparison, element by element:

\[ \begin{array}{lccc} \text{Element} & \text{Flat start} & \text{Converged} & \text{change} \\ \hline J_1(2,2) & 33.400 & 35.363 & +5.9\% \\ J_1(3,4) & -30.000 & -31.510 & +5.0\% \\ J_4(2,2) & 31.430 & 34.144 & +8.6\% \\ J_2(2,2) & 10.533 & 11.538 & +9.5\% \\ J_3(2,2) & -11.133 & -11.686 & +5.0\% \end{array} \]

Every element has moved, and none by more than about 10%.

The symmetry has been lost. At the flat start \(J_1(3,4) = J_1(4,3) = -30.000\); at the solution they are \(-31.510\) and \(-31.388\). The Jacobian is not symmetric away from a flat profile, because the voltage magnitudes multiplying each element differ.

The sparsity is unchanged. The same eight zeros, at the same positions — they are set by the topology, which does not move. That is why the ordering computed once at the start remains valid for every iteration.

The 10% observation is the important one. If the Jacobian moves by only 10% over the whole solution, it need not be rebuilt every iteration:

\[ \begin{array}{lll} \text{Rebuild every iteration} & \text{4 iterations} & \text{quadratic} \\ \text{Rebuild every second} & \sim5\text{--}6 & \text{superlinear} \\ \text{Never rebuild} & \sim8 & \text{linear, but each step is cheap} \end{array} \]

The last is the "dishonest Newton" method, and it is the direct ancestor of the fast-decoupled load flow — which goes further and uses a Jacobian that was never correct at any iteration.

The determinant is the other useful output. Here it is \(2.47\times10^{10}\) and the condition number is 22.9 — a comfortably well-conditioned matrix. Problem 19 tracks both as the load rises, and they are what signals the approach of voltage collapse.

That the Jacobian barely moves is the single most exploited fact in load-flow computation. Every practical shortcut — dishonest Newton, decoupling, the constant \(\mathbf{B}'\) and \(\mathbf{B}''\) — rests on it, and it is true because power networks operate in a narrow band of voltages and angles by design. A system that wandered over a wide operating range would defeat all of them.
AnswerEvery element moves by 5–10%, the symmetry is lost, the sparsity is unchanged; \(\det\mathbf{J} = 2.47\times10^{10}\) and \(\kappa = 22.9\)
Problem 10Exam levelA PV Bus

Modify the formulation for a voltage-controlled bus, state what happens to the Jacobian, and contrast the treatment with Gauss–Seidel's.

Solution

The observation. At a PV bus, \(|V_i|\) is known — so \(\Delta|V_i|\) is not an unknown — and \(Q_i\) is not specified, so \(\Delta Q_i\) is not an equation.

The Jacobian shrinks. Delete the row for \(\Delta Q_i\) and the column for \(\Delta|V_i|\):

\[ \begin{array}{ll} \text{Before} & \left[2(n-1)\right]\times\left[2(n-1)\right] \\ \text{After} & \left[2(n-1)-n_{PV}\right]\times\left[2(n-1)-n_{PV}\right] \end{array} \]

For the five-bus system with bus 2 as PV: \(7\times7\) instead of \(8\times8\). One equation and one unknown removed together, so the system stays square.

That is the whole modification. No rescaling, no special case, no discarded information. The remaining equations are solved exactly as before, and the deleted \(Q_i\) is recovered afterwards from the converged voltages:

\[ Q_i = \sum_j |V_i||V_j|\left(G_{ij}\sin\theta_{ij} - B_{ij}\cos\theta_{ij}\right) \]

The contrast with Gauss–Seidel is instructive:

\[ \begin{array}{lll} & \text{Gauss--Seidel} & \text{Newton--Raphson} \\ \hline \text{Mechanism} & \text{compute } Q,\ \text{update, rescale} & \text{delete a row and column} \\ \text{Information} & \text{the magnitude correction is discarded} & \text{nothing discarded} \\ \text{Convergence} & \text{slows: 17} \to 34\ \text{sweeps} & \text{unaffected: 4 iterations} \\ \text{Extra work} & Q\ \text{recomputed each sweep} & \text{a smaller matrix — } \textit{less }\text{work} \end{array} \]

Newton handles the constraint by removing it from the problem; Gauss–Seidel handles it by violating and then projecting. The first is both faster and cheaper.

Why the difference. Gauss–Seidel solves each bus's equation in isolation and cannot express a constraint that couples the bus's \(Q\) to the rest of the network. Newton solves all the equations simultaneously, so a constraint is simply a smaller simultaneous system. Constraints are cheap in a simultaneous method and expensive in a sequential one — a general principle, and the reason tap changers, area interchange and other controls are all easier to add to Newton.

The practical consequence. A real network is 20–30% PV buses, so the Jacobian is 20–30% smaller than the worst case and the factorisation correspondingly cheaper. Adding voltage control to a Newton load flow makes it faster, which is the opposite of what one would expect.

Deleting a row and a column is the correct way to impose a constraint on a simultaneous system, and its elegance is not merely aesthetic. Every control a load flow must represent — voltage regulation, tap changers holding a remote bus, area interchange, HVDC set points — enters the same way: as a substitution of one specified quantity for another, changing which rows and columns appear. That uniformity is why Newton-based load flow absorbed forty years of added modelling without changing its structure.
AnswerDelete the \(\Delta Q_i\) row and the \(\Delta|V_i|\) column — a \(7\times7\) Jacobian, still four iterations, and less work than the PQ case
Problem 11DesignReactive Limits

Bus 2 is a PV bus holding 1.045 pu with reactive limits of 0 and 0.10 pu. Set out how Newton handles the limit, solve, and compare the convergence with Gauss–Seidel's treatment.

Solution

The unconstrained PV solution requires \(Q_2 = 0.15065\) pu, obtained in four iterations:

\[ \begin{array}{cc} \text{Iteration} & \max|\Delta f| \\ \hline 1 & 4.88\times10^{-1} \\ 2 & 3.33\times10^{-2} \\ 3 & 7.22\times10^{-5} \\ 4 & 5.13\times10^{-10} \end{array} \]

Still quadratic, still four iterations — the deleted row and column change nothing about the rate.

The limit binds, since 0.15065 exceeds 0.10. The bus must be converted:

\[ \begin{array}{ll} \text{Before} & \text{PV: no } \Delta Q_2 \text{ row, no } \Delta|V_2| \text{ column} \\ \text{After} & \text{PQ with } Q_2 = 0.10:\ \text{both restored} \end{array} \]

The Jacobian grows from \(7\times7\) back to \(8\times8\), and the specified \(Q_2\) becomes the limit value.

The limited solution:

\[ \begin{array}{lcc} \text{Bus} & |V| & \delta\ (\text{deg}) \\ \hline 2 & 1.04249 & -2.7279 \\ 3 & 1.02033 & -4.9572 \\ 4 & 1.01946 & -5.2880 \\ 5 & 1.01312 & -6.1073 \end{array} \]

Bus 2 settles at 1.0425 against its 1.045 target — the same answer Gauss–Seidel reached in Set 19, by a different route.

The structural change is the difficulty. Converting a bus between PV and PQ changes the Jacobian's dimensions, and therefore invalidates any factorisation and any ordering computed for the previous structure:

\[ \begin{array}{ll} \text{Gauss--Seidel} & \text{a limit change costs nothing structural} \\ \text{Newton--Raphson} & \text{a limit change costs a refactorisation} \end{array} \]

This is the one place where Gauss–Seidel's sequential structure is genuinely more convenient.

The standard remedies keep the dimensions fixed:

\[ \begin{array}{ll} \text{Keep the row, fix the value} & \text{treat as PQ throughout; set } Q \text{ each iteration} \\ \text{Check limits only after convergence} & \text{re-solve if any is violated} \\ \text{Soft limits} & \text{a steep penalty rather than a hard bound} \end{array} \]

The second is the most common: solve with all PV buses free, check the reactive outputs, convert the violators, and solve again. Two or three passes usually settle it, and each is only four iterations.

Limit oscillation afflicts Newton exactly as it does Gauss–Seidel: a bus that limits, drops in voltage, un-limits, rises, and limits again. Newton is if anything more vulnerable, because it converges so fast that the flip happens between successive full solutions rather than being averaged out over many sweeps. Hysteresis and latching are used for the same reasons.

Reactive limits are the load flow's only genuinely discrete feature, and every method handles them awkwardly. The equations are smooth; the limits are not. That mismatch between a continuous solver and a combinatorial constraint is why load-flow software contains more code for limit handling than for the Newton iteration itself, and why a case with many binding limits is harder than one with none regardless of its size.
AnswerThe bus converts from PV to PQ at \(Q = 0.10\) and settles at 1.0425; the Jacobian changes dimension, which costs a refactorisation Gauss–Seidel would not need
Problem 12AnalysisRectangular Coordinates

Formulate the same problem in rectangular coordinates, compare the two Jacobians, and say why polar is standard.

Solution

The rectangular form. Write \(V_i = e_i + jf_i\). Then

\[ P_i = \sum_j\left[e_i(e_jG_{ij}-f_jB_{ij}) + f_i(f_jG_{ij}+e_jB_{ij})\right] \]
\[ Q_i = \sum_j\left[f_i(e_jG_{ij}-f_jB_{ij}) - e_i(f_jG_{ij}+e_jB_{ij})\right] \]

No trigonometric functions anywhere — the equations are polynomials in \(e\) and \(f\).

The comparison:

\[ \begin{array}{lll} & \text{Polar} & \text{Rectangular} \\ \hline \text{Variables} & |V|,\ \theta & e,\ f \\ \text{Trig functions} & \text{yes, } \sim2e\ \text{per iteration} & \text{none} \\ \text{Second derivatives} & \text{not constant} & \textbf{constant} \\ \text{PV bus} & \text{delete a row and column} & \text{needs an extra equation} \\ \text{Physical meaning} & \text{direct} & \text{indirect} \end{array} \]

The rectangular form's advantage is real. The equations being exactly quadratic, the Taylor expansion terminates:

\[ f(\mathbf{x}+\Delta\mathbf{x}) = f(\mathbf{x}) + \mathbf{J}\Delta\mathbf{x} + \tfrac{1}{2}\Delta\mathbf{x}^{T}\mathbf{H}\Delta\mathbf{x} \]

exactly, with \(\mathbf{H}\) constant. Including the second-order term gives a method with cubic convergence, and the constant Hessian makes it affordable. This is the basis of several specialised solvers.

The PV bus is where it loses. A voltage magnitude constraint is \(e_i^{2}+f_i^{2} = |V_i^{\text{sp}}|^{2}\) — a nonlinear equation that must be added to the system, rather than a variable that can be deleted from it:

\[ \begin{array}{ll} \text{Polar, PV bus} & \text{system shrinks by one} \\ \text{Rectangular, PV bus} & \text{one equation swapped for another, nonlinear} \end{array} \]

Since a real network is 20–30% PV buses, this is not a marginal consideration.

And the second reason polar won: the decoupling of Problem 13. \(P\) depends chiefly on \(\theta\) and \(Q\) on \(|V|\) — a statement about polar variables that has no rectangular equivalent, because \(e\) and \(f\) both mix magnitude and angle. The fast-decoupled method exists only in polar coordinates, and it is what production software runs.

Where rectangular survives. In optimal power flow and state estimation, where the constant Hessian makes second-order methods practical and where PV buses are handled by other means anyway. It is a specialist's formulation rather than an obsolete one.

The choice of coordinates decided which approximations were available, and that mattered more than any property of the exact method. Polar coordinates are worse in every respect except one — they make \(P\)\(\theta\) and \(Q\)\(V\) decoupling expressible — and that one advantage produced the fast-decoupled load flow, which is faster than any exact method in either coordinate system.
AnswerRectangular avoids trigonometry and has a constant Hessian, but PV buses add a nonlinear constraint and no decoupling exists — so polar is standard
Problem 13Exam levelThe Decoupled Method

Set the off-diagonal Jacobian blocks to zero, solve the five-bus system, and quantify what the approximation costs.

Solution

The approximation. Problem 4 showed \(\mathbf{J}_2\) and \(\mathbf{J}_3\) scale with \(G\) and the diagonal blocks with \(B\). Setting the small blocks to zero:

\[ \begin{bmatrix}\Delta\mathbf{P}\\\Delta\mathbf{Q}\end{bmatrix} = \begin{bmatrix}\mathbf{J}_1 & \mathbf{0} \\ \mathbf{0} & \mathbf{J}_4\end{bmatrix}\begin{bmatrix}\Delta\boldsymbol\theta\\\Delta|\mathbf{V}|\end{bmatrix} \]
\[ \Rightarrow\quad \mathbf{J}_1\Delta\boldsymbol\theta = \Delta\mathbf{P} \qquad \mathbf{J}_4\Delta|\mathbf{V}| = \Delta\mathbf{Q} \]

Two independent half-size systems in place of one full one.

The immediate saving. Factorising two \(m/2\) systems costs a quarter of one \(m\) system for dense matrices and about half for sparse ones — plus the two off-diagonal blocks need never be formed at all.

The result on the five-bus system:

\[ \begin{array}{cc} \text{Iteration} & \max|\Delta f| \\ \hline 1 & 1.18 \\ 2 & 5.36\times10^{-1} \\ 3 & 8.30\times10^{-2} \\ 4 & 9.20\times10^{-3} \\ 5 & 9.18\times10^{-4} \\ 6 & 8.13\times10^{-5} \\ 7 & 6.01\times10^{-6} \\ 8 & 3.48\times10^{-7} \end{array} \]

Eight iterations against Newton's four — and the convergence is now linear, the ratio settling near 0.09.

The convergence order has changed, and that is the essential point. Newton's quadratic rate requires the exact Jacobian; an approximate one gives at best linear convergence. What is bought is a cheaper iteration; what is sold is the rate.

The trade, quantified for this network:

\[ \begin{array}{lccc} & \text{Iterations} & \text{Cost each} & \text{Total} \\ \hline \text{Full Newton} & 4 & 1.00 & 4.00 \\ \text{Decoupled} & 8 & \sim0.55 & 4.40 \end{array} \]

Roughly a wash on five buses. On a large sparse system the per-iteration saving is bigger and the decoupled method wins — but not by much, which is why the fast-decoupled refinement of Problem 14 was needed to make the idea worthwhile.

And the answer is identical to five decimals. Approximating the Jacobian changes how the iteration travels, not where it arrives — the fixed point is defined by the mismatch equations, which were not approximated. That distinction is the whole safety of the method: a wrong Jacobian slows convergence but cannot corrupt the answer.

The Jacobian only has to point in roughly the right direction. The solution is defined entirely by the mismatch function, and the Jacobian is a device for choosing the next guess — so it can be approximated, held constant, or replaced outright without any risk to correctness. Every practical load-flow method exploits that licence, and the fast-decoupled method exploits it to the limit.
AnswerEight iterations against four, with linear rather than quadratic convergence and an identical answer; the total cost is about the same on five buses
Problem 14Exam levelFast-Decoupled

Replace the diagonal blocks by the constant matrices \(\mathbf{B}'\) and \(\mathbf{B}''\) of Set 17, solve, and explain why the method is faster despite needing more iterations than Newton.

Solution

The further approximations, on top of decoupling. In \(\mathbf{J}_1\) take \(\cos\theta_{ij} \approx 1\), \(G_{ij}\sin\theta_{ij} \ll B_{ij}\), \(Q_i \ll B_{ii}|V_i|^{2}\):

\[ \frac{\partial P_i}{\partial\theta_j} \approx -|V_i||V_j|B_{ij} \quad\Rightarrow\quad \mathbf{B}'\Delta\boldsymbol\theta = \frac{\Delta\mathbf{P}}{|V|} \]
\[ \mathbf{B}''\Delta|\mathbf{V}| = \frac{\Delta\mathbf{Q}}{|V|} \]

With the voltage magnitudes divided out, both matrices become constant.

The two matrices differ, as Set 17 established:

\[ \begin{array}{ll} \mathbf{B}' & \text{uses } 1/x;\ \text{shunts and taps omitted} \\ \mathbf{B}'' & = -\operatorname{Im}(\mathbf{Y}_{\text{bus}});\ \text{shunts and taps retained} \end{array} \]

Because shunts and taps matter for voltage and not for angle. The asymmetry is empirical — Stott and Alsac found it worked and then justified it.

The result:

\[ \begin{array}{cc} \text{Iteration} & \max|\Delta f| \\ \hline 1 & 1.18 \\ 2 & 4.19\times10^{-1} \\ 3 & 2.67\times10^{-2} \\ 4 & 1.15\times10^{-3} \\ 5 & 6.33\times10^{-5} \\ 6 & 3.83\times10^{-6} \\ 7 & 1.95\times10^{-7} \end{array} \]

Seven iterations — fewer than the exact decoupled method's eight, which is at first sight absurd.

Why the cruder method converges faster. The exact decoupled Jacobian includes the \(Q_i\) and \(P_i\) terms in its diagonals, which move as the iteration proceeds and can overshoot. The constant \(\mathbf{B}'\) and \(\mathbf{B}''\) are smoother, and the fast-decoupled step happens to be better damped. This is not a general result — the two are usually within an iteration of each other — but it illustrates that a more accurate Jacobian is not automatically a better one.

The cost is where the method wins:

\[ \begin{array}{lccc} & \text{Iterations} & \text{Build + factorise} & \text{Per iteration} \\ \hline \text{Newton} & 4 & \text{every iteration} & 1.00 \\ \text{Decoupled} & 8 & \text{every iteration} & 0.55 \\ \text{Fast-decoupled} & 7 & \textbf{once, at the start} & \sim0.05 \end{array} \]

Two real matrices, factorised once, and every iteration thereafter is two forward-and-back substitutions. That is the whole method, and it is three to five times faster than full Newton on a large system.

The answer is identical to five decimals — 1.04744, 1.02418, 1.02357, 1.01794 pu at the same angles. Again: the Jacobian chooses the path, the mismatch defines the destination.

The fast-decoupled load flow discards almost everything that made Newton's method Newton's method and keeps the one thing that mattered — a simultaneous solve. The matrices are wrong, constant, and derived by neglecting terms that are not always negligible; the convergence is linear; and it is the algorithm the world's control rooms run, because factorising twice at the start and never again is worth more than any convergence rate.
AnswerSeven iterations, each about a twentieth of a Newton iteration, with the two constant matrices factorised once — and the same answer to five decimals
Problem 15AnalysisSparsity

Examine the Jacobian's sparsity, relate it to that of \(\mathbf{Y}_{\text{bus}}\), and state the consequences for ordering.

Solution

The pattern is inherited. Every Jacobian element for \(i \ne j\) contains \(G_{ij}\) or \(B_{ij}\) as a factor, so

\[ Y_{ij} = 0 \quad\Rightarrow\quad \text{all four Jacobian blocks are zero at } (i,j) \]

The Jacobian is \(\mathbf{Y}_{\text{bus}}\)'s sparsity pattern replicated four times — which is why eight of its 64 entries are zero, matching \(\mathbf{Y}_{\text{bus}}\)'s six zeros in the non-slack part.

The fill for a large network:

\[ \begin{array}{lccc} \text{Buses} & \mathbf{Y}_{\text{bus}}\ \text{non-zeros} & \mathbf{J}\ \text{size} & \mathbf{J}\ \text{fill} \\ \hline 5 & 19/25 & 8\times8 & 87.5\% \\ 1000 & 4000/10^{6} & 2000^{2} & 0.4\% \\ 10\,000 & 4\times10^{4}/10^{8} & 20\,000^{2} & 0.04\% \end{array} \]

The same \(4/n\) behaviour as \(\mathbf{Y}_{\text{bus}}\), on a matrix four times the area.

The ordering carries across unchanged. The elimination order computed for \(\mathbf{Y}_{\text{bus}}\) by the schemes of Set 17 minimises fill-in for the Jacobian too, because the graphs are the same. It is computed once when the network is read and re-used for every iteration of every case.

Which is why the interleaved ordering is preferred. Grouping the variables bus by bus — \(\Delta\theta_2, \Delta V_2, \Delta\theta_3, \Delta V_3, \dots\) — makes the Jacobian block-tridiagonal in \(2\times2\) blocks with exactly \(\mathbf{Y}_{\text{bus}}\)'s pattern:

\[ \begin{array}{ll} \text{Blocked } (P\text{'s then } Q\text{'s}) & \text{four copies of the pattern, scattered} \\ \text{Interleaved (bus by bus)} & \text{one pattern of } 2\times2 \text{ blocks} \end{array} \]

The second eliminates as if it were \(\mathbf{Y}_{\text{bus}}\) with scalar entries replaced by \(2\times2\) blocks — the same ordering, the same fill, and better cache behaviour.

The cost of a Newton iteration, assembled:

\[ \begin{array}{ll} \text{Compute } P,\ Q & O(n+e) \\ \text{Build } \mathbf{J} & O(n+e),\ \text{re-using } P \text{ and } Q \\ \text{Factorise} & O(n^{1.4})\ \text{with good ordering} \\ \text{Substitute} & O(n) \end{array} \]

The factorisation dominates, and its exponent is the reason Newton scales at all. Without sparse ordering it would be \(O(n^{3})\) and the method would be unusable above a few hundred buses.

And this is what the fast-decoupled method avoids. Its two constant matrices are factorised once, so the \(O(n^{1.4})\) term appears once in the whole solution rather than four times. That is where its speed comes from — not from the halved matrix size, which is a secondary effect.

The Jacobian's sparsity is not a numerical convenience but the same physical fact as \(\mathbf{Y}_{\text{bus}}\)'s — a bus has few neighbours, so the injection at a bus depends on few voltages. Because the dependency structure is the network's graph, every tool built for one matrix serves the other: the ordering, the storage scheme, the elimination code. That reuse is why sparse power-system software is written once and applied to load flow, faults, state estimation and optimal power flow alike.
AnswerThe Jacobian inherits \(\mathbf{Y}_{\text{bus}}\)'s pattern four times over, so the same ordering serves both; interleaving the variables bus by bus gives one \(2\times2\)-block pattern
Problem 16AnalysisCost per Iteration

Count the work in one Newton iteration, establish how the total scales with system size, and identify the dominant term.

Solution

The four stages:

\[ \begin{array}{lll} 1 & \text{Compute } P_i,\ Q_i & \sim4(n+2e)\ \text{multiply--adds} \\ 2 & \text{Build } \mathbf{J} & \sim8(n+2e),\ \text{re-using } P,\ Q \\ 3 & \text{Factorise } \mathbf{J} & O(n^{1.4})\text{--}O(n^{1.5}) \\ 4 & \text{Forward and back substitute} & \sim4\times\text{non-zeros in } \mathbf{L} \end{array} \]

Stages 1 and 2 also need \(2e\) sine and cosine evaluations, which on older hardware dominated everything and on modern hardware do not.

The dominant term is the factorisation, and its exponent depends entirely on the ordering:

\[ \begin{array}{ll} \text{No ordering} & O(n^{3}) \\ \text{Tinney scheme 2} & O(n^{1.4})\ \text{typical for power networks} \\ \text{Theoretical best (planar)} & O(n^{1.5})\ \text{worst case} \end{array} \]

Which is why Set 17's ordering discussion belongs to this set as much as to that one.

The totals, with the iteration count taken as 4 regardless of size:

\[ \begin{array}{lccc} \text{Buses} & \text{Per iteration} & \text{Iterations} & \text{Total, relative} \\ \hline 5 & 1 & 4 & 4 \\ 100 & 53 & 4 & 212 \\ 1000 & 1350 & 4 & 5400 \\ 10\,000 & 34\,000 & 4 & 136\,000 \end{array} \]

Taking the per-iteration cost as \(n^{1.4}\). The whole growth is in the iteration's cost; the count is flat.

Against Gauss–Seidel, whose per-sweep cost is \(O(n)\) but whose count grows:

\[ \begin{array}{lcccc} \text{Buses} & \text{GS sweeps} & \text{GS total} & \text{NR total} & \text{ratio} \\ \hline 5 & 43 & 43 & 120 & 0.36 \\ 100 & 150 & 3000 & 6400 & 0.47 \\ 1000 & 500 & 10^{5} & 1.6\times10^{5} & 0.63 \\ 10\,000 & \text{fails} & - & 4\times10^{6} & - \end{array} \]

Taking a Newton iteration as 30 Gauss–Seidel sweeps at five buses and scaling both. The ratio moves steadily in Newton's favour, and beyond about a thousand buses Gauss–Seidel simply stops converging — which is a discontinuity rather than a trend.

The memory comparison now favours nobody:

\[ \begin{array}{lcc} \text{Method} & \text{Storage} & 10\,000\ \text{buses} \\ \hline \text{Gauss--Seidel} & \text{one vector} & 0.16\ \text{MB} \\ \text{Newton, sparse} & \mathbf{J} \text{ and its factors} & \sim10\ \text{MB} \\ \text{Fast-decoupled} & \text{two constant factors} & \sim5\ \text{MB} \end{array} \]

All negligible on any modern machine, and all decisive in 1965 — which is the whole history of the subject in one table.

And the observation that ends the argument. A Newton load flow on a 10 000-bus system takes well under a second. The computational question was settled decades ago, and what remains difficult is everything around it: limit handling, ill-conditioned data, and cases that have no solution.

The interesting cost is no longer the arithmetic but the modelling. A modern load flow spends more time reading and validating the network data than solving it, and a study spends more time in judgement than in either. That the numerical problem was solved is why the subject's centre of gravity moved to optimisation, security and market clearing — all of which contain a load flow as an inner loop and none of which are limited by it.
AnswerThe factorisation dominates at \(O(n^{1.4})\); the iteration count stays at four, so the total is \(O(n^{1.4})\) against Gauss–Seidel's \(O(n^{1.5\text{--}2})\)
Problem 17AnalysisThe Four Methods

Compare all four load-flow methods on the same five-bus system and state where each belongs.

Solution

The measured results, all to a mismatch tolerance of \(10^{-6}\) and all giving the same answer to five decimals:

\[ \begin{array}{lccl} \text{Method} & \text{Steps} & \text{Order} & \text{Jacobian} \\ \hline \text{Gauss--Seidel} & 43 & \text{linear, } \mu = 0.78 & \text{none} \\ \text{GS, } \alpha = 1.4 & 17 & \text{linear, } \mu = 0.48 & \text{none} \\ \text{Fast-decoupled} & 7 & \text{linear} & \text{constant, factorised once} \\ \text{Decoupled Newton} & 8 & \text{linear} & \text{two half-size, each iteration} \\ \text{Newton--Raphson} & 4 & \text{quadratic} & \text{full, each iteration} \end{array} \]

The convergence ratios distinguish the three linear methods:

\[ \begin{array}{ll} \text{Gauss--Seidel} & \mu \approx 0.78 \\ \text{Decoupled} & \mu \approx 0.09 \\ \text{Fast-decoupled} & \mu \approx 0.06 \end{array} \]

All three are linear, and the difference between 0.78 and 0.06 is the difference between 43 iterations and 7. Being linear is not the same as being slow — the constant matters more than the order.

Where each belongs:

\[ \begin{array}{ll} \text{Gauss--Seidel} & \text{teaching; initialising a Newton solve} \\ \text{Fast-decoupled} & \text{production: contingency analysis, real-time} \\ \text{Newton--Raphson} & \text{difficult cases, final confirmation, OPF inner loop} \\ \text{DC power flow} & \text{screening, markets, planning — Set 17} \end{array} \]

A control room runs all four, at different points in the same workflow.

The one that is not on the list is the exact decoupled method. It is dominated on both counts — more iterations than Newton and a more expensive iteration than fast-decoupled — and exists chiefly as the intermediate step in the derivation.

The robustness ordering is different from the speed ordering:

\[ \begin{array}{ll} \text{Most robust} & \text{DC power flow — always converges, always wrong by 3\%} \\ & \text{Newton--Raphson — fails cleanly and diagnostically} \\ & \text{Fast-decoupled — degrades when } r/x \text{ is large} \\ \text{Least robust} & \text{Gauss--Seidel — fails before the system does} \end{array} \]

Which is why a heavily stressed case is confirmed with Newton even when fast-decoupled would be quicker.

And the historical sequence is worth noting, because it is not a sequence of better ideas but of different constraints: Gauss–Seidel in 1956 because memory was scarce; Newton in 1967 because sparse factorisation had been invented; fast-decoupled in 1974 because the physical decoupling was finally recognised and exploited. Each was the right answer to its decade's limitation.

Four methods, one answer, and a factor of ten in effort between the extremes. They differ only in how the next guess is chosen, and none of them can affect where the iteration ends — that is fixed by the mismatch equations. Choosing between them is therefore a pure engineering trade with no correctness risk, which is unusual and is why the field settled on a portfolio rather than a winner.
Answer43, 17, 8, 7 and 4 steps for GS, accelerated GS, decoupled, fast-decoupled and Newton; identical answers, and each method has a place in a real workflow
Problem 18Challenge-liteWhen Newton Fails

Scale the loads as in Set 19 and find where Newton fails. Compare the failure point and the failure mode with Gauss–Seidel's.

Solution

Scaling the loads at buses 3, 4 and 5:

\[ \begin{array}{lccc} k & \text{NR iterations} & |V_5| & \text{GS} \\ \hline 1.0 & 5 & 1.0179 & 24 \\ 2.0 & 6 & 0.9186 & 36 \\ 3.0 & 7 & 0.7240 & 86 \\ 3.16 & 11 & 0.6016 & \text{fails} \\ 3.20 & \text{fails} & - & \text{fails} \end{array} \]

Newton reaches \(k = 3.16\); Gauss–Seidel gave up at 3.0. And Set 19 established that no solution exists beyond 3.16.

So Newton fails where the system fails, and Gauss–Seidel fails earlier. That is the practically important difference: a Newton failure is evidence about the network, a Gauss–Seidel failure is not.

The failure mode is also different. At \(k = 3.2\) the Newton mismatch history is

\[ 1.92,\ 0.489,\ 0.156,\ 0.063,\ 0.041,\ \mathbf{0.570},\ 0.156,\ 0.055,\ \dots \]

It descends, stalls, and then jumps. The iterate has been thrown across the solution surface into a region where the linear model is meaningless — and the voltages it reports are \(-0.774\) and \(-0.415\) pu, which are not physical.

Compare the approach to the limit. At \(k = 3.16\) the mismatch falls as

\[ 1.90,\ 0.478,\ 0.143,\ 0.048,\ 0.0129,\ 0.00327,\ 0.00073,\ \dots \]

Linear, with a ratio near 0.25 — the quadratic convergence has been lost. That is the diagnostic: near the nose the Jacobian approaches singularity, the second-order term stops being negligible relative to the first, and Newton degrades to a linear method taking eleven iterations instead of four.

The three signatures of an approaching collapse, all visible in the solver:

\[ \begin{array}{ll} \text{Iteration count rising} & 5 \to 6 \to 7 \to 11 \\ \text{Convergence order degrading} & \text{quadratic} \to \text{linear} \\ \text{Jacobian determinant falling} & \text{Problem 19} \end{array} \]

A load flow that takes eleven iterations where it usually takes four is reporting something about the system, and it should be read that way.

The remedies, when a solution is believed to exist:

\[ \begin{array}{ll} \text{Step limiting} & \text{cap } |\Delta\theta| \text{ and } |\Delta V| \text{ per iteration} \\ \text{Line search} & \text{take } \lambda\Delta\mathbf{x} \text{ with } \lambda \text{ chosen to reduce the mismatch} \\ \text{Continuation} & \text{step the load up gradually, restarting from each solution} \\ \text{Better start} & \text{the previous case rather than a flat profile} \end{array} \]

The third is what a voltage-stability study does, and it is how the 3.16 figure was obtained — not by solving at 3.2 and failing, but by tracing the curve from 1.0 upward until no further step was possible.

Newton's failure is informative and Gauss–Seidel's is not, and that is a better reason to prefer it than the iteration count. A method that fails at the same point the system does turns a computational event into an engineering finding; one that fails earlier merely wastes the analyst's time deciding which kind of failure it was. Robustness in a solver is not only about succeeding more often — it is about failing in a way that means something.
AnswerNewton reaches \(k = 3.16\), the true collapse point, against Gauss–Seidel's 3.0; near the limit it degrades from quadratic to linear and takes 11 iterations instead of 4
Problem 19ChallengeThe Jacobian and Collapse

Track the Jacobian's determinant and condition number as the load rises, and explain why they are used as voltage-stability indices.

Solution

The measurements, taken at the converged solution for each load level:

\[ \begin{array}{lccc} k & |V_5| & \det\mathbf{J} & \kappa(\mathbf{J}) \\ \hline 1.0 & 1.0179 & 2.47\times10^{10} & 22.9 \\ 1.5 & 0.9734 & 1.56\times10^{10} & 24.6 \\ 2.0 & 0.9186 & 8.42\times10^{9} & 28.0 \\ 2.5 & 0.8460 & 3.42\times10^{9} & 35.0 \\ 3.0 & 0.7240 & 5.31\times10^{8} & 63.8 \\ 3.1 & 0.6753 & 1.98\times10^{8} & 99.5 \\ 3.16 & 0.6016 & 7.68\times10^{6} & 1079 \end{array} \]

The determinant falls by three and a half orders of magnitude and the condition number rises by a factor of 47.

Why the determinant vanishes at the nose. The nose is where two solution branches merge, so two roots of the system coincide. At a double root the function is tangent to zero rather than crossing it, and the derivative — the Jacobian — is singular:

\[ \frac{\partial P}{\partial V}\Big|_{\text{nose}} = 0 \quad\Rightarrow\quad \det\mathbf{J} = 0 \]

Exactly, not approximately. The point of voltage collapse and the point of Jacobian singularity are the same point.

The behaviour near the nose is not linear, which limits the determinant's usefulness:

\[ \begin{array}{lcc} \text{Load increase} & \det\ \text{falls by} & \\ 1.0 \to 2.0 & 2.9\times & \text{gradual} \\ 3.0 \to 3.16 & 69\times & \text{abrupt} \end{array} \]

The collapse of the determinant happens in the last 5% of the loading. A determinant at half its base value indicates nothing much; one at a thousandth indicates imminent trouble — but by then the margin is already small.

Better indices exist, for exactly this reason:

\[ \begin{array}{ll} \text{Minimum singular value of } \mathbf{J} & \text{falls more smoothly than the determinant} \\ \text{Loadability margin} & \text{by continuation; the most meaningful} \\ \text{The } Q\text{--}V \text{ curve at a bus} & \text{the reactive margin directly} \\ \text{Modal analysis of } \mathbf{J}_4 & \text{identifies } \textit{which }\text{buses are critical} \end{array} \]

The last is the practically useful one: the eigenvector of the smallest eigenvalue of the reduced \(\mathbf{J}_4\) shows which buses participate in the collapse mode, and therefore where to install the remedy.

The voltage at the nose is 0.60 pu, and no system would be operated within sight of it. A practical criterion stops far earlier:

\[ \begin{array}{ll} |V| \ge 0.95\ \text{pu} & k \approx 1.5 \\ \text{Nose} & k = 3.16 \end{array} \]

So the voltage criterion binds at less than half the collapse loading, and the margin to collapse is a stability measure rather than an operating one.

And the Jacobian's dual role is the point of this problem. The same matrix that makes the solver work also measures the system's distance from collapse — not by coincidence, but because both are statements about the sensitivity of the power-flow equations to a perturbation. A network is hard to solve for the same reason it is close to failing.

The load flow's Jacobian is the network's sensitivity matrix, and every question about how a power system responds to a change is a question about it. Transfer sensitivities, distribution factors, voltage-stability margins, optimal power flow's gradients and the state estimator's gain matrix are all built from it. Newton's method computes it as a means to an end; the rest of power system analysis wants it as the end.
Answer\(\det\mathbf{J}\) falls from \(2.5\times10^{10}\) to \(7.7\times10^{6}\) and \(\kappa\) rises from 23 to 1079 at the nose — but almost all of the change comes in the last 5% of loading
Problem 20ChallengeA Complete Comparison

Close Part 4 by bringing every method applied to the five-bus system into one account: what each computed, what each cost, and what each revealed that the others did not.

Solution

The five treatments of one network:

\[ \begin{array}{lllc} \text{Set} & \text{Matrix} & \text{Question answered} & \text{Cost} \\ \hline 16 & \mathbf{Y}_{\text{bus}} & \text{what is connected to what} & \text{one pass} \\ 17 & \mathbf{B} & \text{how does power divide} & \text{one factorisation} \\ 18 & \mathbf{Z}_{\text{bus}} & \text{what happens on a fault} & \text{nine steps} \\ 19 & \mathbf{Y}_{\text{bus}} & \text{what are the voltages} & \text{43 sweeps} \\ 20 & \mathbf{J} & \text{the same, and how close to failing} & \text{4 iterations} \end{array} \]

The results, side by side:

\[ \begin{array}{lccc} \text{Quantity} & \text{DC (Set 17)} & \text{AC (Sets 19, 20)} & \text{error} \\ \hline P_{1\text{--}2}\ (\text{MW}) & 85.4 & 88.9 & -3.9\% \\ P_{2\text{--}5}\ (\text{MW}) & 53.7 & 54.8 & -2.0\% \\ \delta_5\ (\text{deg}) & -6.63 & -6.15 & +7.8\% \\ \text{Losses (MW)} & 0 & 4.59 & - \\ |V_5|\ (\text{pu}) & \text{assumed } 1.0 & 1.0179 & - \end{array} \]

The linear model got the flows within 4% and the angles within 8%, for a fraction of a per cent of the effort — and told us nothing at all about voltages, losses or reactive power.

What each analysis alone revealed:

\[ \begin{array}{ll} \text{Set 16} & \text{buses 3 and 4 are joined by the network's stiffest branch} \\ \text{Set 17} & \text{the binding contingency is the loss of either circuit from bus 1} \\ \text{Set 18} & \text{fault levels 489--833 MVA; buses 3 and 4 collapse together} \\ \text{Set 19} & \text{losses 3.2\%; the network is a net var source} \\ \text{Set 20} & \text{the loadability margin is 3.16, and it is measurable from } \det\mathbf{J} \end{array} \]

Five findings, no two of which come from the same calculation.

And the one fact that appears in all five. The \(0.01+j0.03\) tie between buses 3 and 4 shows up as the largest off-diagonal in \(\mathbf{Y}_{\text{bus}}\), as a near-zero between-bus impedance in \(\mathbf{Z}_{\text{bus}}\), as a joint voltage collapse in the fault study, as two identical voltages in the load flow, and as the largest entries in the Jacobian. A single physical feature, visible in every representation — which is what one would expect, and a reassurance that the five calculations describe the same network.

The workflow, in the order a study would run it:

\[ \begin{array}{ll} 1 & \text{Build } \mathbf{Y}_{\text{bus}};\ \text{check the row sums} \\ 2 & \text{DC screen every contingency} \\ 3 & \text{AC load flow the base case and the flagged contingencies} \\ 4 & \text{Fault study on the intact network} \\ 5 & \text{Continuation to find the loadability margin} \end{array} \]

Each stage uses the previous stage's data structures, and each is cheaper than the one after it. That ordering is not a convention but an optimisation, and it is what a planning department's software does automatically.

The network, finally, in one paragraph. A five-bus 220 kV system carrying 145 MW with 4.6 MW of loss; voltages from 1.018 to 1.060 pu; the heaviest circuit at 89 MVA and the binding contingency the loss of either circuit from the slack bus; fault levels of 489 to 833 MVA; a net reactive surplus of 17 MVAr requiring the slack machine to run under-excited; and a margin of 3.16 times its present load before voltage collapse. Every number in that sentence came from one of the five sets, and none of them from the network data alone.

Part 4 has done one thing five times, and the point is that they are five different things. A network is not a single object with a single description — it is a set of questions, each of which selects a matrix, an approximation and a method. Learning power system analysis is learning which question is being asked, because the arithmetic follows from that and never precedes it.
AnswerFive matrices, five questions, one network: 4.6 MW of loss, 89 MVA on the critical circuit, 833 MVA of fault level, a 17 MVAr surplus and a loadability margin of 3.16
Practice

Practice Problems

Work each on paper before opening the answer. The answer is given so you can check yourself; the method is deliberately not.

  1. P1. Newton's method for \(f(x) = x^{2}-2\) from \(x_0 = 1\). Give three iterates.

    Show answer
    \(x_{k+1} = (x_k + 2/x_k)/2\): 1.5, 1.416667, 1.4142157. Correct digits 1, 3, 6 — doubling.
  2. P2. A 20-bus system has 4 PV buses. What size is the polar Jacobian?

    Show answer
    \(2(19) - 4 = \mathbf{34\times34}\).
  3. P3. Which Jacobian block is \(\partial\mathbf{Q}/\partial\boldsymbol\theta\), and is it large or small?

    Show answer
    \(\mathbf{J}_3\), and it is small — it scales with \(G\), which is a third to a fifteenth of \(B\). Problem 4.
  4. P4. Give the diagonal element \(\partial P_i/\partial\theta_i\).

    Show answer
    \(\mathbf{-Q_i - B_{ii}|V_i|^{2}}\) — no new summation needed, since \(Q_i\) was already computed for the mismatch.
  5. P5. At a flat start, what does \(\partial P_i/\partial\theta_j\) reduce to for \(j \ne i\)?

    Show answer
    \(\mathbf{-|V_i||V_j|B_{ij}}\) — a scaled entry of \(\mathbf{Y}_{\text{bus}}\). Problem 5.
  6. P6. An iteration's mismatches are 1.0, 0.08, 0.0005. Is it linear or quadratic?

    Show answer
    \(e_{k+1}/e_k^2 = 0.08\) and \(0.078\) — constant, so quadratic. A linear method would give a constant \(e_{k+1}/e_k\) instead.
  7. P7. How does a PV bus change the Jacobian?

    Show answer
    Delete the \(\Delta Q_i\) row and the \(\Delta|V_i|\) column. The system stays square and gets smaller. Problem 10.
  8. P8. Why is the decoupled approximation valid on transmission networks?

    Show answer
    The off-diagonal blocks scale with \(G\) and the diagonal blocks with \(B\), and \(|B| \gg |G|\) when \(x \gg r\). It fails on distribution feeders. Problem 13.
  9. P9. What does the fast-decoupled method gain over the exact decoupled one?

    Show answer
    Its matrices are constant, so they are built and factorised once instead of every iteration — an iteration about a tenth the cost. Problem 14.
  10. P10. Approximating the Jacobian — does it change the answer?

    Show answer
    No. The solution is defined by the mismatch equations; the Jacobian only chooses the path. It changes the convergence rate and nothing else. Problem 13.
  11. P11. A load flow that usually takes 4 iterations takes 12. What does that suggest?

    Show answer
    The Jacobian is near-singular — the system is approaching voltage collapse, and the convergence has degraded from quadratic to linear. Problem 18.
  12. P12. Why does \(\det\mathbf{J} = 0\) at the nose of the P–V curve?

    Show answer
    Two solution branches merge, so the root is double and the function is tangent to zero — which makes the derivative singular. Problem 19.
Challenge

Challenge Problems

Three problems about why the method behaves as it does, and about what a converged solution does and does not prove.

  1. C1 — What the decoupling assumption actually costs. The fast-decoupled method discards \(\partial P/\partial |V|\) and \(\partial Q/\partial \delta\) on the grounds that \(R \ll X\). Construct a small network on which that assumption fails badly, predict what the solver will do, and say what you would change to make it converge without abandoning decoupling altogether.

    Show answer

    Where it fails. Take an 11 kV distribution feeder with \(z = 0.54 + j0.35\ \Omega/\text{km}\), so \(R/X \approx 1.54\). The decoupling argument rests on the branch angle \(\theta_{ik}\) being near \(90^\circ\) so that \(\cos\theta_{ik} \to 0\); here \(\theta_{ik} = \tan^{-1}(0.35/0.54) = 33^\circ\) and \(\cos\theta_{ik} = 0.84\). The neglected coupling terms are larger than the retained ones.

    What the solver does. FDLF does not diverge dramatically — it stalls. Each half-iteration corrects one variable using a Jacobian that mis-attributes the coupling, so the P-step's angle correction disturbs the magnitudes more than the following Q-step repairs. The iteration count climbs from the usual 6–10 into the dozens, or the mismatch settles on a plateau above tolerance. This is why FDLF, entirely reliable on transmission networks, is a poor default on distribution feeders.

    The repair. Two routes. Rotate the problem: apply a complex per-unit transformation that makes the effective branch impedances predominantly reactive and run FDLF on the rotated network — the basis of the compensated FDLF variants. Or drop decoupling and use full Newton–Raphson, whose Jacobian carries the coupling honestly; the per-iteration cost rises but quadratic convergence returns. For a radial feeder specifically, a backward/forward sweep exploits the topology and beats both.

  2. C2 — A converged solution that is useless. Newton–Raphson converges quadratically to a solution with every bus voltage inside \(0.95 \le |V| \le 1.05\) pu and every mismatch below \(10^{-8}\). Give two distinct reasons why this may still be the wrong answer to the engineering question, and say how you would detect each.

    Show answer

    Reason 1 — the voltages say nothing about margin. The load-flow equations are quadratic and admit multiple solutions; Newton reaches whichever lies in its basin of attraction from the flat start. A converged, in-range answer carries no information about how much loadability remains to the nose of the P–V curve. A network at 0.96 pu with 3% margin and one at 0.96 pu with 60% margin produce identical load-flow reports. Detection: compute the minimum singular value of the Jacobian at the solution, or trace the P–V curve with a continuation load flow. A well-conditioned Jacobian is the reassurance the voltage magnitudes cannot give.

    Reason 2 — the reactive limits changed the problem. When a PV bus reaches its reactive limit it is converted to PQ and its voltage is released. If several buses switch, the solver can settle into a limit pattern that is self-consistent but not the one that would arise physically, and the switching logic can cycle — a bus converts to PQ, the voltage recovers, it converts back. The reported solution then depends on the order in which switches were tested. Detection: re-solve from a different flat start and with a different limit-enforcement order. If the converged limit pattern moves, the answer is an artefact of the logic rather than a property of the network.

    Both failures share a moral: a small mismatch proves the equations were solved, not that the right equations were solved.

  3. C3 — The cost of exactness. A utility solves a 4000-bus network every four seconds for real-time monitoring. Full Newton–Raphson needs 4 iterations, fast-decoupled needs 11, and DC load flow needs none, being a single linear solve. Argue which belongs in the real-time loop, being explicit about what each buys and what each discards.

    Show answer

    The arithmetic first. With sparse factorisation the dominant cost of a Newton iteration is forming and factorising a Jacobian of order \(\approx 2n\). FDLF factorises \(B'\) and \(B''\) once and reuses them, so its iterations cost perhaps a fifth as much. Eleven cheap iterations against four expensive ones is close to a wash on total work, and FDLF wins on memory traffic and on warm starting — in a real-time loop the state moves little in four seconds, so FDLF from the previous solution typically needs 3–4 iterations, not 11.

    What each discards. DC load flow throws away voltage magnitudes, reactive power and losses entirely. It answers "will this line overload" for an active-power contingency, quickly and without ever failing to converge, and it cannot say anything about voltage collapse — which is the mechanism that actually causes blackouts. Using it alone is the mistake.

    The engineering answer. Use both for different questions. DC load flow screens the thousands of N−1 contingencies, because it always converges and a non-convergent AC case is itself ambiguous — it may mean the case is insecure, or merely that the solver started badly. The handful DC flags, plus the base case, then go to warm-started FDLF for the voltage and reactive answers. Reserve full Newton for the base-case state estimate and for any case where FDLF struggles, since a genuinely ill-conditioned Jacobian is diagnostic information worth having rather than noise to be smoothed away.

Self-Test

Multiple-Choice Questions

  1. MCQ 1. Newton–Raphson converges:
    (a) linearly   (b) quadratically   (c) cubically   (d) in one step

    Show answer
    (b) — the correct digits double at each step. Problems 1 and 8.
  2. MCQ 2. The number of Newton iterations for a load flow:
    (a) grows with \(n\)   (b) grows with \(n^{2}\)   (c) is independent of \(n\)   (d) grows with the number of lines

    Show answer
    (c) — three to five, for five buses or ten thousand. This is the decisive property. Problem 7.
  3. MCQ 3. The mismatch vector contains:
    (a) voltage corrections   (b) specified minus calculated power   (c) the Jacobian's rows   (d) line flows

    Show answer
    (b). It is a physical quantity, which is why the tolerance is set on it and not on the step. Problem 2.
  4. MCQ 4. For a 10-bus system with 2 PV buses, the polar Jacobian is:
    (a) \(20\times20\)   (b) \(18\times18\)   (c) \(16\times16\)   (d) \(10\times10\)

    Show answer
    (c)\(2(9)-2 = 16\). Problem 3.
  5. MCQ 5. \(\partial P_i/\partial\theta_i\) equals:
    (a) \(P_i/|V_i|\)   (b) \(-Q_i - B_{ii}|V_i|^{2}\)   (c) \(G_{ii}|V_i|\)   (d) \(-B_{ii}|V_i|\)

    Show answer
    (b). Options (c) and (d) are two of the other three diagonals. Problem 4.
  6. MCQ 6. At a flat start the Jacobian's diagonal blocks are approximately:
    (a) \(\mathbf{G}\)   (b) \(-\mathbf{B}\)   (c) \(\mathbf{I}\)   (d) \(\mathbf{Y}_{\text{bus}}\)

    Show answer
    (b), scaled by voltages; the off-diagonal blocks are \(\pm\mathbf{G}\). Problem 5.
  7. MCQ 7. A PV bus is handled by:
    (a) rescaling the voltage   (b) deleting a row and a column   (c) adding a constraint   (d) fixing \(Q\)

    Show answer
    (b) in Newton; (a) is Gauss–Seidel's method and (c) is what rectangular coordinates require. Problems 10 and 12.
  8. MCQ 8. Rectangular coordinates are rarely used because:
    (a) they need trigonometry   (b) PV buses add a nonlinear constraint and no decoupling exists   (c) they are less accurate   (d) the Jacobian is dense

    Show answer
    (b). They avoid trigonometry and have a constant Hessian — both advantages — but lose on those two counts. Problem 12.
  9. MCQ 9. Decoupling the Jacobian changes:
    (a) the answer   (b) the convergence rate only   (c) the sparsity   (d) the bus types

    Show answer
    (b). The fixed point is set by the mismatch equations, which were not approximated. Problem 13.
  10. MCQ 10. In the fast-decoupled method, \(\mathbf{B}'\) and \(\mathbf{B}''\) are factorised:
    (a) every iteration   (b) every second iteration   (c) once   (d) never

    Show answer
    (c) — which is the entire source of its speed. Problem 14.
  11. MCQ 11. The Jacobian's sparsity pattern is:
    (a) unrelated to \(\mathbf{Y}_{\text{bus}}\)   (b) that of \(\mathbf{Y}_{\text{bus}}\), four times over   (c) dense   (d) tridiagonal

    Show answer
    (b), so the ordering computed for \(\mathbf{Y}_{\text{bus}}\) serves it unchanged. Problem 15.
  12. MCQ 12. As a system approaches voltage collapse, \(\det\mathbf{J}\):
    (a) grows   (b) tends to zero   (c) is unchanged   (d) becomes complex

    Show answer
    (b), exactly — the nose is a double root and the Jacobian is singular there. Problem 19.
Reference

Key Formulas

QuantityRelationNotes
Newton step\(\mathbf{J}\Delta\mathbf{x} = \Delta\mathbf{f}\)One linear solve per iteration
Convergence\(e_{k+1} = Ce_k^{2}\)Correct digits double
Polar \(P_i\)\(\sum_j |V_i||V_j|(G_{ij}\cos\theta_{ij}+B_{ij}\sin\theta_{ij})\)Real equation, real unknowns
Polar \(Q_i\)\(\sum_j |V_i||V_j|(G_{ij}\sin\theta_{ij}-B_{ij}\cos\theta_{ij})\)
\(J_1\) off-diagonal\(|V_i||V_j|(G_{ij}\sin\theta_{ij}-B_{ij}\cos\theta_{ij})\)Large; scales with \(B\)
\(J_2\) off-diagonal\(|V_i|(G_{ij}\cos\theta_{ij}+B_{ij}\sin\theta_{ij})\)Small; scales with \(G\)
\(J_3\) off-diagonal\(-|V_i||V_j|(G_{ij}\cos\theta_{ij}+B_{ij}\sin\theta_{ij})\)Small
\(J_4\) off-diagonal\(|V_i|(G_{ij}\sin\theta_{ij}-B_{ij}\cos\theta_{ij})\)Large
Diagonals\(-Q_i-B_{ii}|V_i|^{2}\), \(\dfrac{P_i}{|V_i|}+G_{ii}|V_i|\)And their two relatives
\(P_i - G_{ii}|V_i|^{2}\), \(\dfrac{Q_i}{|V_i|}-B_{ii}|V_i|\)No new summation needed
Jacobian size\(\left[2(n-1)-n_{PV}\right]^{2}\)PV buses shrink it
Decoupled\(\mathbf{J}_1\Delta\boldsymbol\theta = \Delta\mathbf{P}\), \(\mathbf{J}_4\Delta|\mathbf{V}| = \Delta\mathbf{Q}\)Linear convergence
Fast-decoupled\(\mathbf{B}'\Delta\boldsymbol\theta = \Delta\mathbf{P}/|V|\), \(\mathbf{B}''\Delta|\mathbf{V}| = \Delta\mathbf{Q}/|V|\)Constant; factorised once
Collapse condition\(\det\mathbf{J} = 0\)Exact at the P–V nose
Diagnostics

Common Mistakes

  1. Not rebuilding the Jacobian each iteration. The quadratic rate requires the exact derivatives at the current point; a stale Jacobian gives linear convergence — Problem 9.

  2. Testing convergence on the correction rather than the mismatch. The mismatch is physical and the step is not — Problem 2.

  3. Forgetting that \(\partial\theta_{ij}/\partial\theta_j = -1\). A sign error here corrupts every off-diagonal of \(\mathbf{J}_1\) and \(\mathbf{J}_3\) — Problem 4.

  4. Deriving the diagonals as ordinary off-diagonals. \(\theta_i\) and \(|V_i|\) appear in every term of the sum, so the diagonals are different in form — Problem 4.

  5. Mixing the \(\Delta|V|\) and \(\Delta|V|/|V|\) conventions. The Jacobian columns and the correction must be scaled consistently — Problem 3.

  6. Including the slack bus in the Jacobian. Its voltage and angle are both specified, so it contributes neither a row nor a column — Problem 5.

  7. Handling a PV bus by rescaling. That is Gauss–Seidel's technique and it discards information; Newton deletes the row and column — Problem 10.

  8. Applying the full correction near a limit or near collapse. Step limiting or a line search is needed once the linear model stops being reliable — Problem 18.

  9. Assuming an approximate Jacobian corrupts the answer. It changes the path, never the destination — Problem 13.

  10. Using the fast-decoupled method on a distribution feeder. With \(r/x \approx 1\) the decoupling assumption fails outright — Problem 13.

  11. Reporting a slow-converging case as merely slow. A rise from four iterations to twelve is a voltage-stability finding — Problems 18 and 19.

  12. Reading a determinant at half its base value as a warning. It falls by three orders of magnitude only in the last 5% of loading; the margin itself is the useful index — Problem 19.

Looking Ahead

Part 4 closes. The same five-bus network has been built as an admittance matrix, reduced and screened by a linear model, built again as an impedance matrix and faulted, and solved twice by different iterative schemes that agreed to five decimals. The Jacobian introduced here does double duty: it is the mechanism by which Newton's method converges in four steps regardless of system size, and it is the object whose singularity defines the point at which the network can no longer be operated at all.

Part 5 returns to faults, and to the case Set 18 could not treat: the unsymmetrical fault. A single line-to-earth fault destroys the three-phase symmetry that let a whole network be represented by one per-phase circuit, and the tool that restores it is the resolution of an unbalanced set of phasors into three balanced ones. Set 21 develops symmetrical components; Set 22 builds the sequence networks the five-bus system needs; Set 23 applies them to the four standard fault types — and the impedance matrix of Set 18 reappears three times over, one for each sequence.