Multilevel Monte Carlo simulation applied to distribution systems reliability evaluation

Nazmul Huda, Rastko Zivanovic

Research output: Chapter in Book/Report/Conference proceedingsConference contribution

4 Citations (Scopus)


In this article, a novel multilevel Monte Carlo (MLMC) simulation approach is applied for large distribution systems reliability evaluation. Basic Monte Carlo simulation (MCS) can be effectively used in this purpose. However, main limitation of MCS is the huge computational cost when a large sample size is needed for a high accuracy. The MLMC method reduces the variance of MCS and speeds up its computational efficiency through combining simulations on multiple levels of resolution. The methodology is implemented through modelling the reliability indices using stochastic differential equations. The performance of the proposed method is analysed based on computation accuracy and time, and compared with analytical and MCS approaches. A benchmark distribution system of Roy Billinton Test System (RBTS) is used as test system. Discussions of the results obtained are presented in this paper.

Original languageEnglish
Title of host publication2017 IEEE Manchester PowerTech, Powertech 2017
ISBN (Electronic)9781509042371
Publication statusPublished - 13 Jul 2017
Event PowerTech, 2017 IEEE Manchester - Manchester, UK, United Kingdom
Duration: 18 Jun 201722 Jun 2017

Publication series

Name2017 IEEE Manchester PowerTech, Powertech 2017


Conference PowerTech, 2017 IEEE Manchester
Country/TerritoryUnited Kingdom
CityManchester, UK
Internet address


  • computational efficiency
  • distribution systems
  • Milstein discretisation
  • multilevel Monte Carlo
  • reliability


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