Rolling type stochastic projection integration method suitable for dynamic simulation of active power distribution networks
A technology of random projection and dynamic simulation, applied in electrical digital data processing, special data processing applications, instruments, etc., can solve the problem of deterministic methods ignoring random characteristics, achieve strong convergence and weak convergence, and improve simulation calculation efficiency Effect
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[0080] The numerical integration method of stochastic differential equations can be described by two kinds of convergence: strong convergence and weak convergence, where the strong convergence indicates the accuracy of the numerical method to estimate the stochastic process trajectory itself. Let η n for t n The exact solution of the stochastic differential equation η(t n ), the algorithm is said to be γ-order strong convergence. The necessary and sufficient condition is that there is a constant C such that
[0081] E|η n -η(t n )|≤Ch γ (5)
[0082] In the formula, h is the step size and is small enough. This example is based on the numerical calculation method to analyze the strong convergence of a rolling random projection integration method suitable for active distribution network dynamic simulation of the present invention, and the linear stochastic differential equation shown in the following formula is used as the test equation:
[0083] dη(t)=λη(t)dt+μη(t)dW(t), ...
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