Large-deviations of the basin stability of power grids · Large-deviations of the Basin Stability...

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Large-deviations of the Basin Stability of power grids Yannick Feld 1, a) and Alexander K. Hartmann 1, b) Institut f¨ ur Physik, Carl von Ossietzky Universit¨ at Oldenburg, 26111 Oldenburg, Germany (Dated: September 30, 2019) Energy grids play an important role for modern society. In recent years there was a shift from using few central power sources to using many small power sources, due to efforts to increase the percentage of renewable energies. Therefore the properties of extremely stable and unstable networks are of interest. In this paper distributions of the basin stability, a nonlinear measure to quantify the ability of a power grid to recover from perturbations, and its correlations with other measurable quantities, namely diameter, flow backup capacity, power-sign ratio, universal order parameter, biconnected component, clustering coefficient, two core, and leafs are studied. The energy grids are modeled by an Erd˝ os-R´ enyi random graph ensemble and a small-world graph ensemble, where the latter is defined in such a way, that it does not exhibit dead ends. Using large deviation techniques, we reach very improbable power grids that are extremely stable as well as ones that are extremely unstable, respectively. The 1/t-algorithm, a variation of Wang-Landau, which does not suffer from error saturation, and additional entropic sampling is used to achieve good precision even for very small probabilities ranging over eight decades. Power grids, and therefore their stability, are of utmost importance for our modern society. A possible way to characterize the stability of power grids against perturbations is the nonlinear basin stability that was introduced in recent years. We now use a large deviation approach to investi- gate the probability density function of the basin stability, even for very small probabilities, for two different network ensembles. We are able to investigate the significance of static measurable quantities on the dynamic stability by measuring their correlations to the basin stability even for very improbable realizations of grids. I. INTRODUCTION Stability of complex systems 1,2 is an ubiquitous phe- nomenon which is an essential property of many natu- ral and engineered systems on various length and time scales like the solar system, 3 ecological communities, 4,5 or gene networks. 6 Technological networks are crucial for the functioning of modern societies. Here one is inter- ested in designing them in order to, first, fulfill the de- sired task in the standard case, but also such that they are resilient against fluctuations and failures. Thus, in contrast to natural systems, which are shaped by biolog- ical and physical evolution, technological networks can and have to be engineered to reach an optimum behav- ior. During recent years in particular energy grids came into the focus of research in engineering, computer sci- ence and statistical physics because of the ongoing change of the composition of the energy sources. Due to ongoing a) Electronic mail: [email protected]; www.yfeld.de b) Electronic mail: [email protected]; www.compphys.uni-oldenburg.de/en/ climate change, carbon-based energy resources have to be decreased. 7,8 Thus, more and more decentralized re- newable energy sources become part of the grid, replac- ing centralized power generation of fossil fuel or nuclear power plants. This leads to a lot of challenges concern- ing grid topology and stability. 9 Instabilities, even orig- inating on a small scale, can lead to failures and even cascading failures, i.e., large scale blackouts. 10 Several different approaches to model power grids 11 ex- ists. Viewed in an abstract way, a power grid is a general transport model, where some capacity for transporting the entity of interest has to be provided. 12–15 If one is not interested in the dynamics of power grids, one can just use Kirchoffs equations and study the power flow in the steady state. 16 Here one can study networks with re- spect to the (static) so called N -1 stability, which means that the electrical grid should provide enough transport capacity to compensate single line (or node) failures. 17 If one is also interested in studying dynamic proper- ties, e.g., resilience against fluctuations in time, one has to consider more elaborate models. By generalizing the swing equation 11,18 of a synchronous machine to small networks, Filatrella, Nielsen and Pedersen arrived 19 at a model similar to the Kuramoto model. 20 The dynamics of the oscillators i is here governed by the phase angles θ i and influenced through the couplings of the oscillators. This model stimulated many studies in the field of power grids. In Ref. 21 the synchronization of this dynamical model on the topology of the power grid of the United Kingdom (UK) is investigated. Also in Refs. 22 and 23 this Kuramoto-like model was analyzed with respect to its application for power grids. These studies motivated further investigations of this model. 24–27 Recently an extension of the model was proposed, 28 which not only includes the phase angles but also the voltage amplitudes. In a subsequent study, in particular the influence of non-Gaussian and intermittent statistics of the fluctuations of the power transfer was considered. 29 This is the author’s peer reviewed, accepted manuscript. However, the online version of record will be different from this version once it has been copyedited and typeset. PLEASE CITE THIS ARTICLE AS DOI: 10.1063/1.5121415

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Page 1: Large-deviations of the basin stability of power grids · Large-deviations of the Basin Stability of power grids Yannick Feld 1,a) and Alexander K. Hartmann b) Institut fur Physik,

Large-deviations of the Basin Stability of power gridsYannick Feld1, a) and Alexander K. Hartmann1, b)

Institut fur Physik, Carl von Ossietzky Universitat Oldenburg, 26111 Oldenburg,Germany

(Dated: September 30, 2019)

Energy grids play an important role for modern society. In recent years there was a shift from using fewcentral power sources to using many small power sources, due to efforts to increase the percentage of renewableenergies. Therefore the properties of extremely stable and unstable networks are of interest.

In this paper distributions of the basin stability, a nonlinear measure to quantify the ability of a power gridto recover from perturbations, and its correlations with other measurable quantities, namely diameter, flowbackup capacity, power-sign ratio, universal order parameter, biconnected component, clustering coefficient,two core, and leafs are studied. The energy grids are modeled by an Erdos-Renyi random graph ensemble anda small-world graph ensemble, where the latter is defined in such a way, that it does not exhibit dead ends.Using large deviation techniques, we reach very improbable power grids that are extremely stable as well asones that are extremely unstable, respectively. The 1/t-algorithm, a variation of Wang-Landau, which doesnot suffer from error saturation, and additional entropic sampling is used to achieve good precision even forvery small probabilities ranging over eight decades.

Power grids, and therefore their stability, areof utmost importance for our modern society. Apossible way to characterize the stability of powergrids against perturbations is the nonlinear basinstability that was introduced in recent years. Wenow use a large deviation approach to investi-gate the probability density function of the basinstability, even for very small probabilities, fortwo different network ensembles. We are able toinvestigate the significance of static measurablequantities on the dynamic stability by measuringtheir correlations to the basin stability even forvery improbable realizations of grids.

I. INTRODUCTION

Stability of complex systems1,2 is an ubiquitous phe-nomenon which is an essential property of many natu-ral and engineered systems on various length and timescales like the solar system,3 ecological communities,4,5

or gene networks.6 Technological networks are crucial forthe functioning of modern societies. Here one is inter-ested in designing them in order to, first, fulfill the de-sired task in the standard case, but also such that theyare resilient against fluctuations and failures. Thus, incontrast to natural systems, which are shaped by biolog-ical and physical evolution, technological networks canand have to be engineered to reach an optimum behav-ior. During recent years in particular energy grids cameinto the focus of research in engineering, computer sci-ence and statistical physics because of the ongoing changeof the composition of the energy sources. Due to ongoing

a)Electronic mail: [email protected]; www.yfeld.deb)Electronic mail: [email protected];www.compphys.uni-oldenburg.de/en/

climate change, carbon-based energy resources have tobe decreased.7,8 Thus, more and more decentralized re-newable energy sources become part of the grid, replac-ing centralized power generation of fossil fuel or nuclearpower plants. This leads to a lot of challenges concern-ing grid topology and stability.9 Instabilities, even orig-inating on a small scale, can lead to failures and evencascading failures, i.e., large scale blackouts.10

Several different approaches to model power grids11 ex-ists. Viewed in an abstract way, a power grid is a generaltransport model, where some capacity for transportingthe entity of interest has to be provided.12–15 If one isnot interested in the dynamics of power grids, one canjust use Kirchoffs equations and study the power flow inthe steady state.16 Here one can study networks with re-spect to the (static) so called N−1 stability, which meansthat the electrical grid should provide enough transportcapacity to compensate single line (or node) failures.17

If one is also interested in studying dynamic proper-ties, e.g., resilience against fluctuations in time, one hasto consider more elaborate models. By generalizing theswing equation11,18 of a synchronous machine to smallnetworks, Filatrella, Nielsen and Pedersen arrived19 at amodel similar to the Kuramoto model.20 The dynamicsof the oscillators i is here governed by the phase angles θiand influenced through the couplings of the oscillators.This model stimulated many studies in the field of powergrids. In Ref. 21 the synchronization of this dynamicalmodel on the topology of the power grid of the UnitedKingdom (UK) is investigated. Also in Refs. 22 and 23this Kuramoto-like model was analyzed with respect toits application for power grids. These studies motivatedfurther investigations of this model.24–27

Recently an extension of the model was proposed,28

which not only includes the phase angles but also thevoltage amplitudes. In a subsequent study, in particularthe influence of non-Gaussian and intermittent statisticsof the fluctuations of the power transfer was considered.29

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Previous studies on stability of power grids mainly con-sidered either very small networks, like two coupled os-cillators, or the analysis of medium-scale grids inspiredby existing real-word transmission grids. If one wants togo beyond existing, engineering-like knowledge of how toconstruct very stable networks, a feasible approach couldbe to generate many random networks, evaluate the cor-responding stabilities and try to identify the propertiesof the most (and least) stable ones. This could lead todesign principles of which properties to seek and which toavoid. One basic finding in a previous study25 was that“dead ends”, i.e. nodes connected just to one other node(a leaf in graph theoretical language) should be avoided.In this study, 1000 randomly generated networks fromthe Erdos-Reny ensemble30 were considered and eachtime the reaction of the network to node disturbancesstudied. Nevertheless, by sampling networks in this way,only typical networks with respect to the original ensem-ble will be generated. To understand better the origins orconditions of stability (or instability), one would ratherlike to sample extremely stable or unstable networks. Forthis reason recently large-deviation approaches31,32 havebeen applied to study the distribution of the N − 1 re-silience for general transport networks15 and for power-flow models.17 This allowed the authors to reach ex-tremely stable grids which by chance occur only withvery small probabilities like 10−100. By measuring otherquantities of these networks, it was found out that oftenincreasing the connectivity enhances stability, but this isa rather trivial effect (and costly in practice). Further-more it was found15,17 that networks exhibiting a smalldiameter33 foster the stability of the grids. The large-deviation study of Ref. 17 also showed that on average apower-sign ratio smaller than 0.5 should be avoided forthe creation of stable grids. Note that for the Kuramotomodel a large sign ratio correlates with high synchronic-ity of the oscillators.34,35

To the knowledge of the authors, such a large-deviationstudy has not been performed for a dynamic power gridmodel. Thus, it is the purpose of the present work to in-vestigate a dynamic stability of the Kuramoto-like modelin a similar fashion.

To classify the stability of a synchronous (fixed) pointof a power grid, we use basin stability.25,36 It goes be-yond nonlinear stability in the following way: A stablesystem is perturbed several times and it is measured howoften the system returns to the stable point. Thus, thevolume of the basin of attraction of the fixed point is esti-mated. Basin stability was studied in recent years severaltimes25,27,36–38 including the application to power grids.

We present the results of our study of the basin sta-bility of the model by Filatrella et al.19 for the ensem-ble of Erdos-Renyi (ER)30 and small-world (SW)39 net-works. We investigated the probability distribution ofthe basin stability as well as correlations between stabil-ity and other properties of power grids or networks ingeneral. We applied a large-deviation approach, in par-ticular the 1/t-algorithm,40 which is an extension to the

original Wang-Landau algorithm,41 and subsequently en-tropic sampling.42 In this way we were not only able toinvestigate the tails of the distribution, e.g., the proba-bilities of occurrence of particular stable grids, but alsothe properties of these grids by measuring the mentionedcorrelations to other quantities like number of leafs, net-work diameter or static stability measures.

The paper is organized as follows. Next, we present thedetails of the Kuromato-like model and the definitions ofthe network ensembles. In the third section, we explainthe algorithms we have used and the quantities we havemeasured. In Sec. IV we present our results, followed bya summary and an outlook.

II. MODEL

A. Kuramoto-like model

The Kuramoto-like model, as derived by Filatrella etal.,19 describes a set of N coupled oscillators i with phaseθi(t). Their dynamic is defined by a system of coupleddifferential equations:

θi = Wi − αθi +K∑j 6=i

Aji sin(θj − θi) (1)

All parameters correspond to the renormalized param-eter of the original work.19 That means a phase velocityof θi = 0 corresponds to a node i, which is synchronizedwith the grid frequency of, e.g., 50Hz. K is the (global)coupling, α the (global) dampening and Wi is the powersource (input/output) of oscillator i. A negative or posi-tive power source corresponds to a consumer or generatorrespectively. The connectivity of the network is repre-sented in the adjacency matrix A as

Aij =

1 if i, j connected

0 otherwise. (2)

Note that the degree ki of a node i is given by ki =∑j Aij . Hence, within our model, an instance of an en-

ergy grid G is given by its underlying network, as definedby A and the distribution of power sources Wi.

For the purpose of this paper we used a binary distri-bution of the power sources, i.e.,

Wi ∈ −1, 1 and∑i

Wi = 0. (3)

That means, every generator is equal as is every con-sumer. Also there are as many generators as there areconsumers. This ensures an overall power balance. Thevalues of the other parameters are stated in Sec. IV A 1and Sec. IV B 1.

B. Network ensembles

We investigated two ensembles, Erdos-Renyi30 net-works and small-world networks.39,43,44

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Erdos-Renyi networks are constructed as follows. Firstgenerate N nodes with labels i.

Now, for each possible pair of nodes use an independentrandom number such that with probability

p =c

N − 1(4)

an edge is create between this pair, where c is the param-eter determining the mean degree.

Our implementation of small-world networks consistsof N nodes i = 0, . . . , N − 1, initially arranged in a ring.All nodes i are connected by edges (i, i+ 1) and (i, i+ 2)to their next and second-next neighbors (where nodesN and N + 1 are identified with nodes 0 and 1). Nextsome edges are made “long-range”, i.e., each edge (i, j)j ∈ i+ 1, i+ 2 is, with probability p, rewired as (i, j′)with a randomly selected node j′ 6= i. Here we usedp = 0.1.

For any network type, depth first search is used toverify whether the constructed network is connected, i.e.,there exists a path of edges between any pair of nodes.If not, the created network does not represent a validenergy network, so the whole network is discarded andthe aforementioned construction process is restarted untila connected network is created. Finally, to complete agrid realization, for all nodes the corresponding values ofWi are drawn according to Eq. (3).

III. METHODS

Next, we present the approach we used to measure thedynamical stability of a given network using the basinstability. A natural approach to sample many networks,to explore the distribution of the stability, is simple sam-pling, which we explain in Sec. III B. To obtain the prob-ability distribution down to very small probabilities, weuse a Markov-chain based Monte Carlo approach, whichwe detail in Sec. III C to Sec. III E. Finally, we define theadditional quantities we use to characterize the networks.

A. Basin stability

The basin stability was introduced by Menck et al.36

as a simple however nonlinear way to characterize thestability of a desirable state against small or large pertur-bations. For any given grid G which is in a fixed point,stability here means the likelihood of returning to thisfixed point after a perturbation. Therefore grids whichare stable in this sense are resilient against fluctuationsof the oscillators or of the environment.

The basic idea is to estimate the volume of the basinof attraction and use the relative size of this volume toquantify the stability of the current stable state. Thestability measure turned out to be well suited for powergrids modeled by the Kuramoto-like model.25

Basin stability can be implemented in different ways,e.g., one can perturb single or multiple nodes. Multiple-node (m-node) basin stability, as proposed by Mitra etal.,37 is particularly suited to measure the stability of agrid as whole. Calculating the m-node basin stability(m ≥ 1) works as follows:

Let the grid G be in its fixed point at some time t0:θi(t0) = θfix

i for all nodes i. Note that Eq. (1) dependsonly on differences of phase angles, thus any global shiftof the angles has no influence. In practice we normalizeall angles by subtracting θ0. We only consider those fixedpoints which are at least stable in the sense of a linearstability analysis (see Sec. III E). Now draw L randomsets Bj each consisting of m distinct nodes. For eachdrawn set Bj perturb the nodes i′ ∈ Bj in the set by uni-formly drawing random initial conditions θi′ ∈ [−π, π] forall these nodes. Let the system continue its evolution ac-cording to Eq. (1) and determine whether the run returnsto the initial fixed point. This is repeated U times foreach set. Fj is the number of runs returning to the initialfixed point for set Bj . Then, the stability Sm(G) of thegrid G, is the set-averaged fraction of runs returning tothe initial fixed point given by

Sm ≡ SL,m(G) =1

L

L∑j=1

FjU. (5)

Note that we will omit L and G whenever the meaning isclear. For the purpose of this study we chose U = 1 runsper set, L different sets each exhibiting m nodes. Notethat Sm can only assume L + 1 different values due tothe chosen parameters.

To determine whether an evolution is returning to theinitial fixed point, a Runge-Kutta of 5th order with timestep ∆t = 0.07 is used to integrate the system for tf timeunits (see Sec. III E). We consider the phase angle θi ofa grid G to be returned if it deviates finally less than athreshold value θth from its fixed point θfix

i ≡ θfixi (G):

∆θi(t) := θfixi − θi(t) (6)

if |∆θi(tf )| < θth ∀i → stableotherwise → unstable

(7)

A run is counted as stable if condition Eq. (7) holds forall nodes i. In this paper we use θth = 0.05.

In Fig. 1 an example for such a run is shown. This runis counted as unstable, since Eq. (7) does not hold forall i.

B. Simple sampling

To measure the probability density function (pdf) ofthe stability S with simple sampling, one has to create agrid for each sample independently. Then one can createa histogram H(S) counting the occurrences of each sta-bility. Let there be 10k samples. Then the probability is

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−π

−π2

0

π2

π

0 0.2 0.4 0.6 0.8 1∆θ

t/tf

stableunstable

θth

Figure 1. Example phase dynamics for a stable (light blue)and an unstable (dark red) oscillator of a run. The dashedlines indicate the magnitude of the threshold.

estimated as

p(S) ≈ H(S) · 10−k . (8)

That means, to resolve a probability of 10−k one hasto have at least 10k samples.

C. Large-deviation Sampling

If one is interested in obtaining a probability distri-bution over a large range of the support, down to verysmall probabilities, specific large-deviation algorithmscan be applied.32 First application of such algorithmsdate back to the 1950 under the name of variance-reduction techniques.45 In physics, these techniques be-came better known, e.g., via the application of transition-path sampling46 to study dynamics of molecules. Instatistical physics the approach was used, among otherapplications, to investigate the statistics of sequencealignment,47 the properties of random networks48–51 orof non-equilibrium processes.52–54

The approach we applied here is based on the Wang-Landau (WL) algorithm.41 The basic idea of the algo-rithm is as follows: Let g(S) be a non-normalized esti-mate for the density of states for the stabilities S, whichis determined by the ensemble of random grids G andtheir corresponding stabilities S = S(G). Clearly, g(S)is the target quantity and not known beforehand. Thus,the WL algorithm starts with an unbiased guess g(S) = 1∀S and the basic aim is to determine the correct densityg(S). This works by performing a random walk in gridspace, i.e., creating a Markov chain of states, which arerealizations of grids here. As usual each visited state isonly dependent on the previous state and transition ratesbetween states.

Let Gn be the grid at step n of the Markov chain andSn = S(Gn) its basin stability Eq. (5). Now, a trial gridG′ is generated from Gn, by changing edges and gen-erators slightly, for details see Sec. III D. This trial grid

exhibits a stability S′ = S(G′). WL tells us to accept thetrial grid, i.e., use Gn+1 = G′ with a Metropolis-Hastingsprobability

pacc = min

(g(Sn)

g(S′), 1

). (9)

If the trial grid is not accepted, the current grid is kept,i.e., Gn+1 = Gn.

The estimate g(S) is updated at S = S(Gn+1) witha multiplicative factor f > 1, i.e., g(S(Gn+1)) → f ·g(S(Gn+1)), each step during the simulation, which isintended to converge to the sought-after pdf. At the be-ginning f is rather large, like f = e ≈ 2.71 and reducedtowards 1 during the simulation.

The original algorithm has problems with the satura-tion of the final error as pointed out originally by Ref. 55(see also Refs. 40, 56, and 57). To circumvent the prob-lem, Belardinelli and Pereyra introduced an algorithm,40

which is based on Wang-Landau but f is updated differ-ently, mainly log(f) ∝ 1/n, where n is again the Markovtime. It was shown, that the this algorithm does notsuffer from error saturation.56

Since the WL algorithm and its variants suffer from thelack of detailed balance, we perform entropic sampling42

afterwards. This means, we start with the estimate g(S)as computed by WL. We again perform a Markov chainof states, i.e., grids, according to the Metropolis-Hastingsprobability Eq. (9). The only difference to WL is that thedensity estimate g is not updated any more.

Instead, a histogram of visited stabilites H(S) is main-tained. As the last step of the simulation, the probabilitydensity P (S) is calculated. First, from a non-normalizedcombination of g(S) and H(S):

P (S) =

g(S) if H(S) = 0

g(S) ·H(S) otherwise(10)

and finally normalizing P (S) = P (S)/∫SP (S)dS. For

our simulations, the entropic sampling used the samenumber of steps as the WL sampling. We also verifiedthat the case H(S) = 0 did not occur.

To make the calculation of the probability densityfunction over the whole stability regime more feasible,we split the stability range into multiple overlappingintervals.58,59 For each interval we performed a WL plusan entropic sampling simulation. To obtain a full pdf,we finally merged the resulting pdfs, which can be done,since the pdfs of the overlapping regions have to match,at least within statistical fluctuations.41,47 This was alsoused as stopping criterion for the WL algorithm by termi-nating when the overlapping regions match sufficiently.

We chose to investigate a global stability measure be-cause there are no special nodes, as all nodes are treatedthe same in the ensembles. If, however, one had an en-semble where nodes are distinguishable, for example ifone would look at a specific grid topology and was in-terested in the influence of the placement or the output

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Wi of the power sources, the described large-deviationtechniques could also be applied to investigate a localstability measure instead.

D. Change move

The Markov chain simulation is build on a basic changemove to generate trial grids allowing to perform the ran-dom walk in the ensemble of power grids. The changemove we used works as follows.

For the Erdos-Renyi ensemble: Draw a pair i, j ofnodes. Remove the edge i, j connecting the drawn nodepair if it exists. Create an edge between the nodes withprobability p (see Sec. II B).

For the small-world ensemble: Draw an edge (i, j).With probability 1 − p the edge is reset to its originalstate in the ring. Otherwise it is rewired with a randomnode j′, i.e. (i, j)→ (i, j′).

Repeat this τ times. This τ determines the change sizein each step. Finally, draw another pair i, j and exchangethe values Wi ↔Wj .

If the resulting trial network is not connected the trialgrid will be rejected immediately in the Markov Chain.Otherwise the trial grid is accepted with the probabilitydepending on the basin stability of the two power grids(see Sec. III C Eq. (9)).

In order to achieve an efficient change step, the changesize τ is not a fixed value, but will be chosen for eachstep randomly as explained below:

The basic idea is to gather statistics on how the em-pirical acceptance frequencies depend on the change size.Thus, two histograms are created, one Hr(τ) for count-ing rejected moves and Ha(τ) one for counting acceptedmoves. We assume that an empirical acceptance of 0.5is good, but allow for change sizes exhibiting similar ac-ceptance frequencies.

Initially, or when the value of f is changed, we startbuilding new acceptance statistics. Then, we chose amaximum change size τmax. Now, each possible changesize τ ∈ 1, . . . , τmax used during the WL simulationsis tried l = 50 times, in random order. Technically weused a list of l · τmax change sizes, from which one changesize is taken randomly and used whenever a change moveis performed. This is used to build up initial statisticsHr(τ) and Ha(τ).

Using these statistics, we obtain an empirical τ -

depended acceptance rate facc(τ) = Ha(τ)Ha(τ)+Hr(τ) . Next,

we construct a subset Mτ = τ | 0.5 − ∆f ≤ facc(τ) ≤0.5 + ∆f of change sizes such that they exhibit em-pirical acceptance rates in a window of size 2∆f = 0.3around the desirable acceptance rate 0.5. If the set Mτ

is too small, e.g., smaller than 7, we add iteratively thosechanges sizes which exhibit an acceptance rate closest to0.5 until the set size 7 is reached. During the WL andentropic sampling simulations, unless the statistics arerebuild as explained above, we always draw the changesize randomly and uniformly from the set Mτ . Anyway,

the acceptance histograms Hr(τ) and Ha(τ) are updatedduring the remainder of the simulation and the set Mτ

of change sizes is occasionally adapted.Note that this adaptive approach is rather independent

of the Monte Carlo algorithm used and of the probleminvestigated and might be useful for other types of MonteCarlo simulations.

E. Technicalities

For the Monte Carlo simulations we want to always getthe same stability for the same network. We therefore fixthe seeds of the random number generator for the pertur-bances to always draw the same L sets of nodes Bj (seeSec. III A) and to always get the same values θi i ∈ Bjfor the initial conditions. Note that the initial distanceto the fixed point ∆θi(0) of the nodes i ∈ Bj varies, sincethe fixed point is dependent on the grid realization.

To find the fixed point of Eq. (1), we use a Newton-Raphson algorithm (modified version from Ref. 60). Tocheck if a stable61,62 fixed point was found, we then checkif all eigenvalues are smaller than 0. If not, we try dif-ferent starting points for Newton-Raphson. For examplethe solution of the linearized equations or by using a fewRunge-Kutta steps. If no fixed point could be found usingthis method, the corresponding network was discarded,since the basin stability could not be calculated.

To integrate the equations, we use a Runge-Kutta60,63–67 algorithm of fifth order with step size ∆t =0.07. At the end, one calculates the fraction of trajecto-ries, which are sufficiently close to the fixed point after afixed amount of time tf .

F. Measurable quantities for correlation

Since we are interested in finding properties of ex-tremely stable or unstable networks, we measure alsoother properties of the grids we encounter during thelarge-deviation simulations, i.e., each time we wrote Smto a file, we also wrote the values for all other quantities.We are interested in those properties which correlate withthe stability (or instability). They could also serve as de-sign guidelines to create stable networks. Next we giveshort, where necessary also more detailed, definitions ofthe quantities we have investigated.

1. Diameter

For two nodes i, j which are connected in a networkhaving N nodes and M edges, there exists at least one,possibly many, paths connecting them. The shortestamong them, measured in terms of number of edges, isthe shortest path, sometimes called geodesic path.33 It canbe obtained conveniently by breadth-first search, whichcan be done for a connected graph68 in time O(M). For

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a given network, the longest geodesic path among allpairs i, j is called the diameter d. Correspondingly, itcan be obtained by repeated breadth-first search, i.e., inO(NM).

2. Flow backup capacity

The backup capacity PF is a measurable quantity thatwas investigated in an earlier work on the stability of net-works with a power-flow model.17 The redundant capac-ity Kred

ab defined later on by Witthaut et al.24 is relatedto the backup capacity.

To define the backup capacity we transform Eq. (1)to the power-flow model, which describes the stationarystate. This is achieved by setting θi = θi = 0, with theargument of being interested only in the fixed points ofEq. (1). Together with a linearization of the sine, thatleads to

Wi = −K∑j

Aij (θj − θi) . (11)

Since only the phase differences are of interest, one canchoose one phase θ0 = 0. The linearized equations canbe solved for θi by standard Gaussian elimination.69

The power flow Kflowij between connected nodes can be

calculated as

Kflowij = |KAij sin (θj − θi)| . (12)

To simulate a failure, the transmission line with highestload Kflow

ij is removed and the resulting new power flows

Kflowij are calculated.The backup capacity is defined as a N − 1 stability

measure, i.e., the grid should provide enough additionalcapacity to take care of the increased flow

PF = maxi,j

(Kflowij −Kflow

ij

). (13)

If the removal of the line with highest load discon-nected the network PF =∞.

3. Power-sign ratio

The power-sign ratio υ± is a measurable quantity thatwas investigated in an earlier work on the stability ofnetworks with a power-flow model.17 It is defined as thefraction of edges that connect Wi with opposite signs andthe total number of edges in the network.

4. Universal order parameter

The universal order parameter70 runi describes thephase coherence of the oscillators,

runi =1∑i ki

∑i,j

Aij 〈cos (θi − θj)〉t (14)

where 〈. . .〉t denotes a suitable time average. We are

interested in the fixed points of the grid, where θi = θi =0. We therefore simplify the equation

runi =1∑i ki

∑i,j

Aij cos(θfixi − θfix

j

). (15)

This order parameter is closely related to the complexorder parameter r(t) exp(iΨ(t)) = N−1

∑j exp(iθj) for

the Kuramoto model.20,71,72

5. Biconnected component

The biconnected component (bicomponent) of a net-work is defined as the maximal subset of nodes, where ev-ery node can be reached by at least two node-independentpaths from each other node of the subset.33 Large-deviation properties of the biconnected component forthe ensemble of Erdos-Renyi random graphs were stud-ied in Ref. 51 We investigate the size Nbi, measured interms of the number of nodes, of the largest biconnectedcomponent.

“Algorithm 447” is an efficient73 way to calculate thebiconnected component and thus used in this study.

6. Transitivity and clustering coefficient

The transitivity CT is a standard property measuredfor graphs and describes the relative abundance of tri-angles74 (small loops) in a graph. It is defined as thenumber of closed paths of length three divided by thetotal number of paths of length two.33

The transitivity was proposed by Newman, Watts andStrogatz75 in 2002, though it seems they thought itwas just an alternative description for the average lo-cal clustering coefficient Cl that was defined by Wattsand Strogatz39 in 1998. However CT and Cl are differentquantities,76,77 although they are very similar.

7. Two core

The two core K2 of a graph, see e.g., Ref. 78, is thesubset of nodes which is obtained by iteratively remov-ing all nodes i which have a degree ki smaller than two.Note that through removal of a node another node willdecrease its degree such that it may become eligible forremoval as well. Hence, the iteration stops if all nodeshave degree two or more.

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8. Degree count

The number of nodes Nk with degree k can easily beobtained by

Nk =∑i

δki,k . (16)

IV. RESULTS

Next, we present the results of our simulations. First,we show the results of an Erdos-Renyi ensemble and sec-ond for a small world ensemble.

A. Erdos-Renyi

The Erdos-Renyi model is the most simple model forrandom networks because it makes no assumption aboutthe topology except the average number of neighbors.Therefore, it serves as a useful null model for any inves-tigation of networks.

1. Simulation details

For the Erdos-Renyi grids we chose K = 8, N = 50,and c = 2.7 in Eq. (4) restricted to the subset of con-nected networks, i.e., which exhibit just one connectedcomponent. Furthermore, we chose α = 0.035 andWi = ±1. These are similar parameters to the ones usedin Ref. 25, though they used N = 100 and α = 0.1 in-stead. We have chosen to study a smaller value of thedampening α since for α = 0.1 most networks are stableand thus the results less interesting.

For the calculation of the basin stability we used L =200 different sets each exhibiting m = 5 nodes. Sincethis means, that the basin stability Sm can only assume201 values in this particular case, we will use these valuesto define the bins needed for the large-deviation simula-tions. For the Runge-Kutta algorithm we used a durationof tf = 180 time units (and the ∆t value mentioned inSec. III A.

As mentioned in Sec. III E, a given (trial) grid encoun-tered during simple sampling, the Wang-Landau simula-tion or the entropic sampling was discarded if no fixedpoint of Eq. (1) could be found. The frequency of notfinding the fixed point were 2.7 · 10−6 during the sim-ple sampling, 3.5 · 10−5 during WL and 2.5 · 10−5 duringentropic sampling.

For WL and entropic sampling four intervals covering80% of the support, i.e., Sm ∈ [0, 0.8], were used. Eachentropic sampling interval visited the left and right bor-der alternatingly for at least 12 times, which means thatthe simulation is well “equilibrated”.

2. Probability density function

The pdf for the basin stability of the ER grids is shownin Fig. 2. By using the large-deviation approach, we wereable to obtain the pdf over a large range of its support,extending over eight decades in probability. For compar-ison, we also show the simple sampling results of 3.75·105

independently generated grids. For the simple samplingto achieve a good statistics, a bin had to be visited atleast 100 times to be shown in the plot. This means,by applying the large-deviation approach, we were ableto observe P (S5) with good statistical quality over fivemore decades in probability as compared to simple sam-pling. For larger values of N , this advantage of the large-deviation algorithm would likely be even higher. Notethat we evaluated about 3.4 · 106 grids during the large-deviation simulations, i.e., roughly one decode as manygrids as we evaluated for the simple sampling approach.This means the computational advantage corresponds tofive minus one equals four decades.

10−7

10−6

10−5

10−4

10−3

10−2

10−1

100101102

0 0.2 0.4 0.6 0.8 1

P(S

5)

S5

entropicsimple

Figure 2. P (S5) for ER grids measured with entropic sam-pling and, for comparison, simple sampling.

As one can see, typical graphs exhibit a stability ofabout S5 ≈ 0.5 for these parameters. The most unlikelygrids are the most stable ones. Note that grids whichexhibit basin stability S5 = 0 appear with a probabilityof P (0) ≈ 10−2 far more often than grids which rareleybut sometimes find back to the fixed point.

3. Correlations

As mentioned above, we are interested in finding whichgrid properties are in particular determining the stabil-ity of the grid. Thus, we measured various quantities Qduring our sampling.

To analyze the results, we display two-dimensional“heatmaps” Q versus Sm, binned according to the valuesof Sm, with a color code which displays the probabil-ity p(Q|Sm) to find a certain value of Q conditioned toa value of Sm. Note that p(Q|S5) is normalized, i.e.,∫Qp(Q|S5)dQ = 1. The respective figure also shows the

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average Q(S5) :=∫QQ p(Q|S5)dQ for each bin.

For the analysis we always used the data set we ob-tained from entropic sampling. Furthermore, in additionto the heatmaps we always computed the linear corre-lation coefficient RQ = RQ,Sm between Q and Sm suchthat each bin contributes the same number of points aswell as the correlation RQ = RQ,Sm

between the aver-

age Q and Sm (which neglects fluctuations and leads tohigher values).

In Fig. 3 we show the heatmap for the number N1

of nodes with degree 1, also called leafs. For valuesSm > 0.3 a clear correspondence between a strong sta-bility and a small number of leafs is visible, while for lessstable grids no clear influence could be observed. This isreflected by the linear correlation coefficients RN1

= −0.8and RN1

= −0.94. Thus, the more stable the power gridis, the less leafs its network exhibits, although the leaststable grids cannot be explained by N1 alone. The gen-eral result supports the findings of Refs. 25 and 38, whoconcluded from a simple-sampling simulation, which isthe range with the strongest correlation for our resultsas well, that tree-shaped structures and dead-ends shouldbe avoided for the creation of stable grids.

0 0.2 0.4 0.6 0.8

S5

0

5

10

15

20

25

N1

0.0

0.1

0.2

0.3

0.4

p(N1|S5)simplesampling

N1

Figure 3. Heatmap indicating the probability p(N1|S5) fora power grid to exhibit N1 nodes with degree 1, i.e., leafs,conditioned to a stability S5. The average N1 as a functionof S5 is also shown. The range easily reachable with simplesampling is indicated by the bar above the figure.

These rules of thumb of Refs. 25 and 38. are even moresupported by the result for the size Nbi of the biggest bi-connected component, i.e., a structure of the graph whichis not tree like. The heatmap is shown in Fig. 4. Herethe correspondence between stability and component sizeseems to be even stronger than for the case of N1. Forvery small stabilities of S5 < 0.04 a smaller Nbi seems tocorrelate with a more stable grid, though this might bea finite-size effect.79 Generally speaking the more stablethe grid is, the larger is its largest biconnected compo-nent. Thus not only the leafs, but in particular the nodeswhich are located on single paths to the leafs are a majorreason for less-stable grids. We measured linear correla-tion coefficients of RNbi

= 0.85 and RNbi= 0.98.

We found a very similar pattern (not shown) for the

0 0.2 0.4 0.6 0.8

S5

0

10

20

30

40

50

Nbi

0.00

0.05

0.10

0.15

0.20

p(Nbi|S5)simplesampling

Nbi

Figure 4. Heatmap indicating the probability p(Nbi|S5)for the largest biconnected component Nbi of a power gridconditioned to a value S5. For reference the average Nbi as afunction of S5 is also shown. The range easily reachable withsimple sampling is indicated above.

two core, which is for ER random graphs very similar tothe biconnected component.51 Here we measured slightlysmaller linear correlation coefficients of RK2

= 0.83 andRK2

= 0.96.

In Fig. 5 we show the heatmap for the diameter d, forwhich in previous works15,17 of static grid models a no-table correlation was found. Here we also see that smallerdiameters lead to more stable grids. For small stabili-ties, however, there seems to be a reversal of this corre-lation. This might be a finite-size effect or it could bean occurrence of Braess’s paradox,80 i.e., adding an edgemight not decrease but instead increase the load on otheredges, which in turn can destabilize the system.81 Wemeasured linear correlation coefficients of Rd = −0.83and Rd = −0.97.

0 0.2 0.4 0.6 0.8

S5

5

10

15

20

25

d

0.0

0.2

0.4

0.6

p(d|S5)simplesampling

d

Figure 5. Heatmap indicating the conditional probabilityp(d|S5) for a grid with stability S5 to exhibit the diameter d.For reference the average d as a function of S5 is also shown.The range easily reachable with simple sampling is indicatedabove.

We also measured the stability measure used in Ref.17, the flow backup capacity PF and show the resultingheatmap in Fig. 6. We were able to observe a good cor-

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relation for S5 > 0.4. Here, especially for S5 < 0.4, ithappened frequently that the investigated networks wereconnected, as required, but the line with the highest loadwas not part of the biconnected component, which meansPF = ∞. Thus, we had to exclude these grids from ourstatistics. Overall this effected about half of the grids en-countered during the entropic sampling simulation, whichresulted in very bad statistics for S5 < 0.4 for this cor-relation. We measured the linear correlation coefficientsof RPF

= −0.83 and RPF= −0.94, though they are ef-

fected by the bad statistics. Nonetheless the correlationwith the basin stability indicates, that a low backup ca-pacity is preferable for the creation of stable grids.

So far we have used linear correlation coefficient toquantify the dependence between some parameters andthe basin stability. Nevertheless, as in particular visiblefor the flow backup capacity, the dependence sometimesdeviates considerably from the linear behavior. For thisreason we assume a more complicated dependency here.We used a heuristic approach to fit a curve through theaverage PF . It allows for a sigmoidal shape as well asnon-horizontal behavior in the left part (this is in par-ticular motivated by the result for the small-world gridsas shown in the next section). We therefore used a hy-perbolic tangent multiplied with a function approaching1 for large Sm and arrived at the function

h(Sm) = β1 (β2 + tanh(−β3(Sm + β4))) (1 + e−Smβ5) .(17)

The obtained fit parameters are β1 = 1.31(8), β2 =1.4(1), β3 = 5.9(5), β4 = −0.25(2) and β5 = 0.4(7). Vi-sually the fit works well, however the error for β5 is sig-nificantly large, probably due to bad statistics for smallvalues of S5.

0 0.2 0.4 0.6 0.8

S5

0

1

2

3

4

5

6

7

PF

0.0

0.1

0.2

0.3

p(PF |S5)simplesampling

PF

Figure 6. Heatmap indicating the conditional probabilityp(PF |S5) for a grid with stability S5 to exhibit the backupcapacity PF . For reference the average PF as a function of S5

is also shown. The yellow line was fitted to the average usingEq. (17). The range easily reachable with simple sampling isindicated above.

The measurement of the power-sign ratio υ± (notshown here), which in a past work17 exhibited a strongcorrelation to the static stability, resulted in linear cor-relation coefficients of Rυ± = 0.41 and Rυ± = 0.90. A

larger basin stability is correlated to a larger power-signratio, but it seems like, on average, a power-sign ratio ofabout υ± ≈ 0.5 is enough for the creation of very stablegrids and there seems no benefit in having a larger υ±,which is similar to the results17 for the static stabilitymeasure. Overall the correlation is visible, but not asstrong as in the study of the static grids.

We also looked at the transitivity CT and the localclustering coefficient Cl (no heatmaps shown here). Ingeneral we observed strong fluctuations, correspondingly,we found rather small linear correlation coefficients ofRCT

= 0.068 and RCl= 0.22. Thus, the transitivity

seems to be less correlated with the basin stability thanthe local clustering coefficient. The same can be seenfor the correlation coefficients of the averages where weobtained RCT

= 0.72 and RCl= 0.94. Overall small

triangles do not seem to matter much for the stability ofgrids from the Erdos-Renyi ensemble we investigated.

Finally, in Fig. 7 we show the heatmap for the universalorder parameter runi. Note that a small, but for the aver-age significant, amount of grids, e.g., 1.1% for S5 = 0.1,exhibits vastly smaller values runi ≤ 0.6. These valuesare not visible in the chosen range of the heatmap.

0 0.2 0.4 0.6 0.8

S5

0.90

0.95

1.00

r uni

0.00

0.05

0.10

p(runi|S5)simplesampling

runi

Figure 7. Heatmap indicating the probability p(runi|S5). Forreference the average runi as a function of S5 is also shown.The yellow line was fitted to the average using Eq. (18).The range easily reachable with simple sampling is indicatedabove.

The parameter runi does not change much for S5 > 0.4,though the correlation is clearly visible for S5 < 0.4. Wemeasured linear correlation coefficients of Rruni = 0.41and Rruni = 0.85. Anyway, over the measured range ofvalues of S5, the result for runi is rather large, indicat-ing the the grids in this ensemble are well synchronizedand S5 indeed is a qualitatively different measure of thebehavior, beyond the steady-state operation (which is ad-dressed by runi). Nevertheless, the fact that the universalorder parameter is in particular close to one for Sm > 0.4,indicates that high phase coherence is indeed necessaryfor the most stable grids regarding the basin of attrac-tion.

Looking at runi in Fig. 7 it seems like, excluding S5 = 0,one could describe the behavior of the average with a

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function like

f(Sm) = κ1 − κ2e−Smκ3 . (18)

We therefore used Eq. (18) to fit a curve through theaverage and show the results in the heatmap. The fitparameter were κ1 = 0.9984(2), κ2 = 0.0702(6) and κ3 =6.5(1).

B. Small-world

Secondly a widely studied model of networks is consid-ered here, the small-world (SW) ensemble.39,43,44 Thisensemble was found to represent the U.S. power gridwell.12,39,43 Due to the construction process of the small-world networks (see Sec. II B), every node i has at leastdegree k = 2. This means, that the examined ensembledoes not allow for dead ends or tree shaped structures,hence, as we have seen in the previous section and asit was shown in previous works25,38 a major source ofdynamic instability is avoided. We are therefore able toobserve better the correlation between basin stability andother measurable quantities independent from the impactof dead ends or trees.

1. Simulation details

For the small-world grids we chose the same parame-ter as used for the ER ensemble, i.e., K = 8, N = 50,α = 0.035 and Wi = ±1. For the calculation of the basinstability we used L = 200 different sets each exhibit-ing m = 5 nodes. For Runge-Kutta we used a durationof tf = 180 time units (and the ∆t value mentioned inSec. III A).

As for the ER networks, a given grid was discardedif no fixed point could be found. The fractions of notfinding the fixed point were 2.3 · 10−5 during the simplesampling, 3.9 · 10−5 during WL and 1.6 · 10−5 duringentropic sampling.

For WL and entropic sampling we performed the simu-lations for 8 intervals covering the range of Sm ∈ [0, 0.81].Entropic sampling visited the left and right border alter-natingly at least 10 times, which means that the simula-tion is well enough “equilibrated”.

2. Probability density function

The measured pdf P (Sm) of the basin stability for thesmall-world ensemble can be found in Fig. 8. For the sim-ple sampling, which is included for comparison, we mea-sured about 3 · 105 independent grids. To achieve goodstatistics every bin had to be visited at least 100 timesto be used in the plot. This covers about 40% of the sup-port, i.e., Sm ∈ [0.4, 0.8]. By using the large-deviationapproach, we are able to double this range, allowing us to

study very stable and very unstable grids, which are oth-erwise out of reach. Note that during the large-deviationsampling we evaluated about 3.2 · 106 grids, i.e., roughlyten times as much as during our simple sampling. Sincethe large-deviation sampling allowed us to study P (Sm)over five more decades in probability, this results in acomputaional advantage of four decades.

10−6

10−5

10−4

10−3

10−2

10−1

100101102

0 0.2 0.4 0.6 0.8 1

P(S

5)

S5

entropicsimple

Figure 8. P (S5) for small-world graphs with N = 50 nodesand 4 neighbors on average, measured with entropic samplingand, for comparison, simple sampling.

In comparison to the result for ER graphs shown inFig. 2, the most probable grids exhibit a slightly largerstability. This was expected, because networks from thesmall-world ensemble do not exhibit leafs and have ahigher number of neighbors (4) on average compared tothe ER case. The correlations between the basin stabilitySm and other measurable quantities Q are also differenthere to some extend.

3. Correlations

Trivially, since the small-world networks exhibit onlynodes with degree at least two, it does not make (much)sense to study the correlation of Sm with the number ofdegree-one nodes, the size of the two-core or the size ofthe largest biconnected component.

Thus, we proceed with the diameter d. In Fig. 9 weshow the heatmap p(d|Sm) for the SW ensemble. Aspreviously, the grids exhibiting the largest stability comewith the smallest diameter. We measured linear corre-lation coefficients of Rd = −0.6 and Rd = −0.83. Com-pared to the correlations observed in Fig. 5 this is notonly significantly less, but we also observe a partial re-versal of the behavior. Although for values Sm > 0.36 weobserve that a smaller diameter correlates with a morestable power grid, for stabilites Sm < 0.36 the reverseseems to be true, on a smaller scale. This might have todo with the fact that the SW ensemble does not exhibitleafs here and therefore a larger diameter does not leadto more leafs, which would have a high impact on the sta-bility. Thus, here the influence of other grid propertieson the stability come into play.

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0 0.2 0.4 0.6 0.8

S5

5

10

15

20

d0.0

0.2

0.4

0.6

p(d|S5)simplesampling

d

Figure 9. Heatmap indicating the probability p(d|S5) for agrid with stability S5 to exhibit the Diameter d. For referencethe average d as a function of S5 is also shown. The rangeeasily reachable with simple sampling is indicated above.

In Fig. 10 we show the heatmap for the universal orderparameter runi. Note that here in the range Sm < 0.4a small but significant fraction of grids exhibit rathersmall values runi ≤ 0.6 (not visible in the plot with thechosen range). For this reason the average runi is herelocated slightly below the most probable values of theorder parameter. The behavior is similar to the behav-ior seen in Fig. 7. We measured linear correlation coeffi-cients of Rruni

= 0.27 and Rruni= 0.95. The dependency

is monotonous and the grids exhibiting the smallest sta-bilities go along with the on average smallest values forruni. Thus, although the correlation, i.e., the influence ofthis order parameter on the stability, is in general weakerthan the influence of the diameter, it is more importantto explain the behavior of the very unstable grids exhibit-ing Sm < 0.1.

0 0.2 0.4 0.6 0.8

S5

0.94

0.96

0.98

1.00

r uni

0.00

0.05

0.10

p(runi|S5)simplesampling

runi

Figure 10. Heatmap indicating the probability p(runi|S5).For reference the average runi as a function of S5 is also shown.The yellow line was fitted to the average using Eq. (18).The range easily reachable with simple sampling is indicatedabove.

Since we used Eq. (18) to fit a curve to the averageruni for the ER ensemble, we used the same fit here. Thefit parameter were κ1 = 1.009(2), κ2 = 0.041(3) and

κ3 = 2.0(2). This time the fit does not work well, but atleast captures somehow the linear dependency for smallstability values followed by a decrease of slope.

Next, we compare the (dynamic) basin stability withthe (static) N −1 stability criterion of the backup capac-ity. Since the SW ensemble exhibits usually biconnectedgraphs, the case PF =∞ is not as problematic as beforeand we can obtain the correlations with good statisticsusing the large-deviation approach everywhere. In Fig. 11we show the heatmap for the backup capacity PF . Wemeasured linear correlation coefficients of RPF

= −0.9and RPF

= −0.95. We see a clear and strong correlationespecially for the unstable grids. This is particularly in-teresting since the backup capacity was already studiedwith a large-deviation approach.17 Evidently for the wellconnected SW ensemble static and dynamic stability gowell along with each other.

Again we investigated the correspondence going be-yond linear correlations by fitting to Eq. (17). The ob-tained fit parameter corresponding to Fig. 11 are β1 =0.800(3), β2 = 1.62(1), β3 = 18.9(5), β4 = −0.4089(8)and β5 = 1.65(5).

0 0.2 0.4 0.6 0.8

S5

0

2

4

6

PF

0.0

0.1

0.2

0.3

p(PF |S5)simplesampling

PF

Figure 11. Heatmap indicating the probability p(PF |S5)for a grid with stability S5 to exhibit the backup capacityPF . For reference the average of PF as a function of S5 isalso shown. The yellow line was fitted to the average usingEq. (17). The range easily reachable with simple sampling isindicated above.

For the case of the static N−1 stability concerning thepower flow a very strong correlation between the backupcapacity PF and the power-sign ratio υ± was found.17

Thus, we show here in Fig. 12 the heatmap for υ±. Avery clear correspondence is visible. We measured linearcorrelation coefficients of Rυ± = 0.71 and Rυ± = 0.95.Thus, as a rule of thump, attempting a power-sign ra-tio of υ± ≈ 0.5 seems to be preferable for the construc-tion of dynamically stable grids. In particular, as theresults from range Sm < 0.5 show, which we obtainedonly through the large-deviation approach, low power-sign rations smaller than 0.5 should be avoided.

Finally, we tried to investigate whether the presence ofsmall loops, i.e., triangles, has an influence. In Fig. 13 weshow the heatmap for the transitivity CT . A significant

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0 0.2 0.4 0.6 0.8

S5

0.2

0.3

0.4

0.5

0.6

0.7

υ±

0.00

0.05

0.10

0.15

p(υ±|S5)simplesampling

υ±

Figure 12. Heatmap for the probability p(υ±|S5) for a gridconditioned to the stability S5 to exhibit the power-sign ratioυ±. For reference the average υ± as a function of S5 is alsoshown. The range easily reachable with simple sampling isindicated above.

negative correlation is visible. We measured linear corre-lation coefficients of RCT

= −0.60 and RCT= −0.92. In-

terestingly we measured the same correlation coefficientsfor the clustering coefficient Cl (no heatmap shown), i.e.,RCl

= −0.60 and RCl= −0.92.

0 0.2 0.4 0.6 0.8

S5

0.2

0.3

0.4

0.5

CT

0.0

0.1

0.2

p(CT |S5)simplesampling

CT

Figure 13. Heatmap showing the probability p(CT |S5) toexhibit the transitivity CT for a grid conditioned to the sta-bility S5. For reference the average CT as a function of S5 isalso shown. The range easily reachable with simple samplingis indicated above.

The correlation is surprising, considering we noticed nonoteworthy correlation for the Erdos-Renyi ensemble. Itshould be noted that the underlying regular ring networkof the SW ensemble exhibits many triangles. Thus, thererouting of links to create long-range connections, whichleads to smaller diameter and thus more stable grids,will inevitably reduce the fraction of triangles. Thus, itappears likely to us, that the correlation we observe hereis rather an indirect result of the appearance of manylong-range links for grids exhibiting a high basin stability.

V. SUMMARY

We investigated the basin stability Sm, which mea-sures the dynamic resilience of oscillator networks againstrandom perturbations, for a dynamic oscillator model ofenergy grids. In particular we considered for the topol-ogy the two ensembles Erdos-Renyi and small world net-works. By using large-deviation methods we were able tomeasure the distribution of Sm over large ranges of thesupport, down to small probabilities, which are more dif-ficult or even impossible to access using standard simplesampling, i.e., just repeated simulations. To learn aboutconditions for high stability, in particular we investigatedhow Sm correlates with other measurable quantities ofpower grids or networks.

We found, that for a stable network, a smaller diameteris very preferable, but for smaller stabilities the correla-tion is not too strong and might be even influenced bythe occurrence of the Braess paradox. Also we found thatthe number of leafs anticorrelates well with a high sta-bility, which corresponds also to the correlation of thesize of the two core and of the size of largest bicon-nected component. Thus tree-like structures should beavoided to create stable grids. Also the universal or-der parameter, describing the degree of synchronization,should be large and correlates strongly in the range ofinstable power grids. Furthermore the backup capacityand the power-sign ratio correlate well with the basinstability, supporting the results obtained previously us-ing a large-deviation approach for a static power-flow gridmodel by investigating the N − 1 stability.

On the other hand, for the transitivity, we did not finda notable correlation for ER networks and the observedhigh correlation for SW networks is probably only due toa side effect created by the existence of many long-rangelinks. This leads to small diameters, i.e. high stabilities.The creation of long-range links decreases the numberof triangles, which is naturally high in SW networks forsmall values of the model parameter p.

For further studies, it could be interesting to treat morerealistic ensembles of networks, like networks based ontwo-dimensional real spaces. Furthermore, in the presentstudy only few small perturbations were used to measurethe stability. In real modern power grids, not only theconsumption, but also the energy productions does con-stantly and strongly fluctuate. Here, more refined sta-bility measures have to be used, and maybe even to bedeveloped. Also the growth of the importance of renew-able energies has to be accompanied by providing moreenergy storage in grids, which should be considered inmodels as well. Finally, the dynamic model used heredoes include only phases, but not amplitudes. Here, themodel introduced in Refs. 28 and 29, which is close tothe detailed modeling usually done in electrical engineer-ing, could be a good choice. For all these cases, again,by using a large-deviation approach for random ensem-bles, the most stable and most unstable grids can beexplored, to learn about conditions for stable networks.

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Finally, it could also be interesting to look at the datafrom a more mathematical viewpoint, by studying thescaling behavior for different system sizes and obtainingthe so called (finite-size) large-deviation rate function.31

If a covergence is observed, this would mean that the dis-tribution has a special finite-size dependence and followsthe large-deviation principle.

ACKNOWLEDGMENTS

We thank Hendrik Schawe for critically reading themanuscript and him and Hauke Fajen for their valuablediscussions. The simulations were performed at the HPCCluster CARL, located at the University of Oldenburg(Germany) and funded by the DFG through its MajorResearch Instrumentation Programme (INST 184/157-1FUGG) and the Ministry of Science and Culture (MWK)of the Lower Saxony State. We also thank the GWDGGottingen for providing computational resources.

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0 0.2 0.4 0.6 0.8

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0 0.2 0.4 0.6 0.8

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0 0.2 0.4 0.6 0.8

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0 0.2 0.4 0.6 0.8

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0 0.2 0.4 0.6 0.8

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0 0.2 0.4 0.6 0.8

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0 0.2 0.4 0.6 0.8

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