A NEW METHOD FOR FAST CALCULATION OF JACOBIAN MATRICES - AUTOMATIC DIFFERENTIATION FOR POWER-SYSTEM SIMULATION

Many numerical methods used in power system simulation require the com putation of Jacobian matrices. This being particularly true for implic it integration algorithms, and not for explicit ones. These computatio ns often take a significant proportion of the overall CPU time. This p aper presents an application of the automatic differentiation method w hich results in large savings in the computation of Jacobian matrices. An original application of this method is in a software which simulat es power systems dynamics. As the program enables the users to introdu ce their own models, automatic differentiation becomes particularly ef ficient. In comparison with numerical differentiation, it leads to a s aving of 80% of the time required for the computation of the Jacobian matrices and up to 28% of the total CPU time. Automatic differentiatio n is a very efficient method which should be valuable to other power s ystem software, in particular those which offer users the possibility of defining their own models.