Rare Event Probability Estimation in Probabilistic Integrated Heat and Power Energy Flow: Sensitivity, Quantification, and Mitigation

In an integrated energy system (IES), fluctuations in coupled district heating networks and renewable energy sources pose risks to the power system’s operation. To effectively mitigate the risk of rare events, it is crucial to identify the key factors that influence their likelihood. Traditional global sensitivity analysis (GSA) assesses the sensitivity of full probability density functions (PDFs) of the system output to uncertain inputs. However, it fails to evaluate the sensitivity of rare event probabilities, which are at the tail of the PDF. It also neglects the uncertainties of the input PDFs, whose hyperparameters can heavily affect the rare event probabilities. To address these issues, we propose a novel framework called <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">rare-event-based global sensitivity analysis</i> (REGSA) that prioritizes the input PDF parameters that impact the risks of the operating state. We also improve the computational efficiency of this framework by quantifying rare event probabilities through subset simulation and using sparse polynomial chaos expansion (SPCE) in REGSA (hereafter referred to as SPCE-REGSA). The simulations reveal the excellent performance of the proposed method.