4

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 33, NO. I , JANUARY 1988

On the Phase Portrait of a Class of Large

Nonlinear Dynamic Systems Such
as the-Power Svstem
JOHN ZABORSZKY, FELLOW,

IEEE,

GARNG HUANG, SENIOR MEMBER,

IEEE, BAOHUA ZHENG, STUDENT MEMBER, IEEE,
TIN-CHI LEUNG

Abstract-A thorough understanding of the phase portrait, or more

precisely the stability region and the stability boundary of a nonlinear
dynamic system is the foundation of all methods in stability studies for
testing the stability of an initial state, that is whether it is inside the
stability region. This paper presents quite complete results on the phase
portrait of a class of large nonlinear dynamic systems which includes the
power system. Also the connection between the constant energy surface
and the stability boundary of the power system is explored. This gives
valuable insight into classical stability tests which are based on the
constant energy surface. The approach to stability monitoring of the
power system deriving from these results is outlined.

I. INTRODUCTION

THE

stable equilibrium point of a nonlinear dynamic system is

surrounded by a stability region, or region of attraction.
Whether a given initial state is within this region is a fundamental
question underlying many engineering problems such as the
monitoring of electric power system stability. Yet to be able to
decide one has to first know the structure of the stability region
and its boundary. Such knowledge serves as the foundation of any
rigorous stability test.
For many years in power system stability studies, a clear
understanding of these features was lacking. Many methods for
stability tests, some of them quite ingenious, have been devised
[1]-[16], [20]. Most proposed methods imply some version of
Lyapunovs second method utilizing some form of the energy
function [2]-[4], [6]-[ll], [13]-[16]. The literature on Lyapunov
type methods is vast, only a few of the most significant items can
be listed here. And yet a stability test which is computationally
feasible, mathematically rigorous, and gives a tight decision on
stability still seems to be elusive. One of the reasons may be the
unavailability of a detailed, mathematically rigorous, and indepth
analysis of the stability region and its boundary for the power
system as a member of a more general class of large nonlinear
dynamic systems. In fact, early attempts [l], [12] of using
geometric features of the stability boundary instead of energy
concepts also suffered from a lack of fundamental analysis of this
geometry.
Nevertheless, fundamental studies have been progressing.
Bounds for the numbers of unstable equilibria were established
Manuscript received May 12, 1986; revised December 29, 1986 and June
15, 1987. Paper recommended by Associate Editor, J. H. Chow. This work
was supported by DOE Contract AC01-84CE76258 and by the National
Science Foundation under Grants INT-82-01554 and ECS-8421105,
J. Zaborszky, B. Zheng, and T.-C. h u n g are with the Department of
Systems Science and Mathematics, Washington University, St. Louis, MO
63130.
G. Huang is with the Department of Electrical Engineering, Texas A&M
University, College Station, TX 77843.
IEEE Log Number 8717539.

AND

[29]. On the analysis of the stability boundary the convergence of

bounded trajectories to equilibria within the boundary was
established [SI, [18], [19]. The geometry of the stable manifolds
of unstable equilibria on the stability boundary were analyzed
[20]-[28]. Some of these independently obtained early results also
share a common, basic error [20], [24]. In this paper an
alternative formulation eliminates the error [42] by defining a
quasi-stability boundary. The question of the number of equilibria
on the stability boundary is investigated in [45].
This paper is aimed at a complete comprehensive analysis of the
structure of the stability region and the stability boundary of a
general class of nonlinear dynamic systems which includes the
power system, and at the rigorous establishment of relations
between the constant energy surface and the stability boundary of
the power system.
The paper is organized as follows. In Section I1 definitions and
notations are given; in Section III some general properties of the
power system are explored to give motivation for the work; in
Section IV the structure of the stability region and its boundary are
systematicallyestablished for a general class of nonlinear dynamic
systems; in Section V the properties of the stability region and its
boundary are explored for the power system; in Section VI the
connection between the constant energy surface and the stability
boundary of the power system are analyzed; in Section VII the
center-stable manifold of the lossless system is established as the
limit of the stable manifold; in Section VI11 a rigorous, effective
stability test for the power system is outlined; while Section 1X
concludes the paper. Some of the more important results will now
be summarized.
It is shown that the quasi-stability boundary is the union of the
closures of stable manifolds associated with order N - 1 (index
1) equilibrium points in the stability boundary. A hierarchical
structure of all the unstable equilibria within the stability boundary
is established. A complete analysis of the geometry of unstable
equilibria and their stable and unstable manifolds within the
stability boundary is presented (Section IV). Then in Section V
these general results are used to establish specific geometric
properties on the phase portrait of the power system. Among the
more interesting findings it is shown that the intersection of the
region of attraction with any fixed velocity plane in the state space
of the power system is bounded (Theorem 5.4), the collection of
all stability regions of the power system is locally finite (Theorem
5.9). Section VI studies the relationships between energy and the
stability boundary. It is shown that the constant energy surface is
not smooth in the vicinity of order N - 1 unstable equilibria and a
component of it is locally inside the stability boundary (Theorem
6.3). Section VI1 studies the relationship between the stability
boundaries of lossy and lossless power system models. The belief
[12] is disproved (Theorems 7.2 and 7.3) that for the lossless
power system model the constant energy surface is the stability
boundary or that the stability boundary is a continuous deformation of the equal energy surface (N > 2). On the other hand, it is
proven in Appendix B that locally the phase portrait of the lossless

0018-9286/88/0100-0$01 .OO 0 1988 IEEE

ZABORSZKY et al.: PHASE PORTRAIT OF LARGE NONLINEAR DYNAMIC SYSTEMS

power system model is the limiting case of the lossy model when
damping is approaching zero. Section VIII finally summarizes the
practical applications of the results of the paper toward effective
testing or monitoring of the stability of the power system on line.
Details of these applications will be discussed in an invited CDC
1987 paper [43].
Five theorems and lemmas out of the total of 34 which are
introduced here, specifically Lemma 4.2 and Theorems 4.5, 4.6,
4.7, and 5.1 were also proved independently elsewhere [21]-[24].

if it is hyperbolic and there are exactly N - k eigenvalues of F

with negative real parts. Obviously, the order of an equilibrium
point of (2.1) is between 0 and N. An equilibrium point of order N
- k is denoted by xf-&. An order N equilibrium point is called a
stable equilibrium point. All the others are called unstable
equilibrium points. An order 0 equilibrium point is called a

source.
Definition 2.2: The stable manifold of a hyperbolic equilibrium point xo of (2.1) is defined as

II. DEFINITIONS
AND NOTATIONS
The nonlinear dynamic systems studied in this paper have the
general form
x= f ( x ) .

where +(t, x ) is the trajectory through point x . In particular, the

stability region, or region of attraction A(x;) of a stable

(2.1) equilibrium point x i is defined to be the stable manifold of xi,

i.e.&)
= Ws(x;).A(xi) denotes the closure of A(xi) and
intA(x;) denotes the interior of A(x",. Similarly, the unstable
manifold of xo is defined as

A very important practical example is the following simplified

electric power system model:

(2.7)

E;Ej .
J j 3 ; + b i u i = P j - xCQ--... sin (6i-Sj)=Gj(S)
j+;

Note: W " ( X . ~[respectively,

-~)
W . ( X ~ - ~of
) ] an order N - k
equilibrium point x f - &is an N - k-dimensional (respectively, ki = l , 2,
n-1 (2.2) dimensional) smooth manifold [34].
Definition 2.3: The stability boundary of the stability region
where the state is x = (6, U ) E RN, N = 2(n - 1) and n is the A(xS,)is aA(x;)).The quasi-stability
- boundary of the stability
number of generator buses. 6, is the reference angle. The system
is assumed to be very large and 6, located remotely [26]. Line region A@;) is defined as U(x",), i.e., the boundary ofA(x;).
reactance xQ, bus voltage E;, and damping b; are given positive This is a new concept introduced in this paper in connection with
constants. Pi is bus injection and C, is 0 or 1 depending on the main results developed
- in Section IV.
whether buses i and j are connected by a transmission line. When
Note: Clearly, U ( x ; ) is a subset
of aA(x;) and, in general,
bi = 0, v i , the model is called the lossless power system model. U
# aA(xS,).Furthermore, &l(xS,) = aA(xS,)0 i n t A m
Note that this is a much simplified dynamic model of the power = A(:;!.
system. It is used in this paper to moderate the complexity of the
Defznrtion 2.4: Let xs = (P,
0) be the operating point of the
presentation. It should be stated, however, that the theorems power system model (2.1). Suck a point (a load flow solution) is
presented in this paper were generalized for a realistic power always a stable equilibrium point. The energy function of the
system model which includes load buses, shunt branches, and power system is defined as
electromagnetic (voltage) dynamics [41].
An equilibrium point of (2.1) is a point such that
-

f (xo)= 0.

(2.3)

The Jacobian matrix of (2.1) at xo is

'-E
O C

E.E.

i<j

Xij

(cos (6;-6j)-cos (SS,,-SS,,)).

(2.8)

(2.4)
The Jacobian matrix of the power system model (2.2) at an
equilibrium point xo = (60, 0) has the form

Clearly, V(xS,) = 0. The constant energy surface passing

through a point xo E R is defined as E (xo) = { x E R N I V(x) =
V(xo)}.The set R(e) is defined to be the connected component
containing x i of the set { x E RNI V(x) < e } , where e > 0.

m.GENERALPROPERTIES OF THE POWER SYSTEM

In this section, some basic properties of the power system
where K = dG/aSI% is an N/2 x N/2 symmetric matrix and J,
b are N/2 x N/2 diagonal positive definite matrices. It is model (2.2) are established.
Theorem 3.1: The vector field of the power system model (2.2)
assumed throughout the paper that K is nonsingular and that there
is a unique stable equilibrium point and a finite number of unstable is complete.
Proof: Denote the vector field of the power system by Y . Let
equilibria of the power system model (2.2) in any 27r interval of
(6: + U:). Thenf:RN -+ R is C' and proper.
the angle coordinate 6. This is true for all combinations of f(x) = 1/2
parameters xjj, Ei, and Pi such that the system has a convergent ThereexistA, B L Osuchthat I Y ( f ) ( x ) l 5 AIf(x)l + B , Vx
load flow solution. Claims in the literature of multiple equilibria E RN. Then by Abraham [33, Proposition 2.1.201 Y is
#
[30] postulate very special and pathological cases for the lossless complete.
system. Accordingly, one stable equilibrium will be assumed in
Theorem 3.2: The phase portrait of the power system model
the paper for convenience. If more than one exist, the results of (2.2) is periodic with a period of 2a in 6;, v i , within any
the paper would still be applicable.
hyperplane of constant velocities L(w) = ((6, o ) l w = const.}.
Definition 2.1: Let xo be an equilibrium point of (2.1). xo is
Proof: Immediate from the equations describing the model
said to be hyperbolic if the Jacobian matrix F in (2.4) has no since within L(w) addition of any integer multiple of 27r to any 6;
#
eigenvalues on the imaginary axis. xo is said to be of order N - k leaves all relations equivalent.

Cz;

IEEE TRANSACTIONS ON AUTOMATIC CONTROL,

Theorem 3.3: There are no closed trajectories, hence no

periodic solutions, of the power system model (2.2) (Arapostathis [5, Theorem 5.11).
Theorem 3.4: The equilibria of the power system model (2.2)
are hyperbolic.
Proof: The Jacobian matrix F (2.5) is nonsingular if K is
nonsingular which is assumed. So F has no zero eigenvalues. F
has no pure imaginary eigenvalues either. Indeed, suppose X =
aj, a > 0 is an eigenvalue of F and v = [v v;] Titseigenvector,
then Fv = AV implies v2 = Xvl and

r,

(J-IK-X2I-Xb)~l=O

VOL. 33, NO. 1, JANUARY

inA(x;) which may be present. However, this is not included in

this paper because of space limitation and because the power
system model (2.2), which is the principal example, does not have
periodic solutions [5].
Note further that limit cycles ("hunting") can occur in a power
system when the model includes sufficiently large line resistances.
Theorem 4.1: The stability region A(xi) is open and contractable, and if there is no source on aA(xi)), then A(xi) is
unbounded.
Note: The power system model (2.2) has no source by
Theorem 3.5.
Proof: Openness follows from the definition of A(x",).
Construct a homotopy on A(x;) as follows. Define H(
=
[0, 11 x A ( x ~ ) A ( x ~ )by H(s, X) = 4(tan ?r/2 S, x), H(1, X)
= xi. Where +(-, .) is the flow of (2.1) which exists by
Assumption 1. H( * , is then continuous and H(0, .) = identity,
H(1,
= xi. Therefore, A(xi) is contractible.
To show that A(xi) is unbounded as long as there is no source
on aA(xi), suppose that it is not. Since there can be countably
many hyperbolic equilibria on dA(xS,), Baire's theorem [32]
renders that there must be an equilibrium point xo E dA(xi) with
dim Wu(xo) = N , i.e., xo is of order 0 or a source. A
contradiction.
#
The following lemmas and Theorems 4.2-4.6 establish important technical points; structural relations between the various
components such as stable unstable manifolds of equilibrium
points make up the stability boundary. The main results are
presented later in Theorems and Remarks 4.7-4.10 which spell
out how specifically the stability boundary is constructed and how
its various components interact.
Lemma 4.2: Let xo, yo be two equilibria inA(x",. Then yo E
a w x o ) * (WU(Y0)- Yo) flw"(x,) f 4.
a ,

or

1988

e )

-+

[ b - 1/2 J - l/2 ( K + a 2 J )

- 1/2 b - 1/ 2 - ajz]( J - 1/2 b - 1/ 2

= 0.

a )

Thus, aj is a pure imaginary eigenvalue of b - 1 / 2 J - L / 2 ( +

K
a 2 J ) J - 1 / 2 b - 1 which
/2
is symmetric and can have only real
#
eigenvalues. A contradiction.
Theorem 3.5: The order of the equilibria of the power system
model (2.2) is greater than or equal to N/2.
Proof: Let F be the Jacobian matrix (2.5) of the power
system. J - I K has nonzero real eigenvalues. Define a matrix
function b(a) = c r l + (1 - cr)b, a E [0, 13. Obviously, b(a)is
positive definite V a E [0, 11. From the proof of Theorem 3.4 the
eigenvalues of
F ( a )=

J-'K

-J-lb(a)

do not cross the imaginary axis, va E [0, 11. Therefore, the

number of eigenvalues of F(0) = F with positive real parts equal
that of

e )

Proof:

[ e ] Obviously since Ws(xo) is invariant.

[ *] Let B,(yo)be a small -ball at yo containing yo as the only
equilibrium point. Choose a sequence {z,} E BE( y o ) n Ws(xo)
such that limn+mz, = yo. Since limt+m4 (t, z,) = xo,4(t, z,) has
which by simple calculation can have at most N / 2 eigenvalues toexitB,(yo), say, aty,, E aB,(yo), V,. {y,) is bounded. Choose
# a subsequence if necessary. Suppose limn+my, = y E aB,(yo)
with positive real parts.
fl Ws(xo). Then by the continuity of local flow +(t, y )
yo as t
IV. STABILITY
REGION
AND BOUNDARY
OF NONLINEAR
DYNAMIC
- 03, i.e., y E W u ( y o )Obviously,
.
y it yo. S o y E (W"(y0)
SYSTEMS
- Yo) n w"0.
#
Note: Lemma 4.2 does not need Assumption 4.
This section contains the development of the main results on the
Lemma 4.3: Suppose x(t) is a trajectory inA(xi) connecting yo
stability region and its boundary for a class of nonlinear dynamic
to XO,i.e., limt+mx ( t ) = xo and lim,+-m x(t) = yo. Then the
systems.
order of yo is less than the order of xo.
Let xi be a stable equilibrium point of the nonlinear dynamic
#
Proof: Direct consequence of Assumption 4.
system (2.1). Let A(x;) be its stability region and aA(x;) the
Lemma 4.4: Let x:-~ be an order N - k equilibrium point in
stability boundary. Four basic assumptions on (2.1) below define A w Then all the equilibria on a W ( X ~ - are
~ ) of order N - k
the class of systems for which A(xi) and aA(xi) will be - 1 or below.
characterized.
Proof: Direct from Lemmas 4.2 and 4.3 and the fact that
Assumption 1: The vector field o f l ) is complete.
#
there is no stable equilibrium point on ~W"(X:-~).
Assumption 2: All equilibria inA(xi) are hyperbolic.
Theorem
4.5:
Let
xo,
yo
be
two
equilibria
inA(x;).
Then
yo
E
Assumption 3: Every trajectory in A(xi) converges to an
aws(x0) e w w 0 )n W ~ X , ) 4.
equilibrium point.
Proof:
A s s u m p t i o e The stable and unstable manifolds of the
[ e ] Obvious.
equilibria in A(xi) intersect transversally. (See [33] for a detailed
[*I Suppose xois of order N - k, i.e., xo = ~ f -By~Lemma
.
definition of transversality .)
Note: Assumptions 2 and 4 are generic properties of nonlinear 4.4 the order of yo is less than N - k. Apply induction on the
dynamic systems defined by (2.1) [33], i.e., they are satisfied by order of yo.
Clearly, the theorem is true by Lemmas 4.2 and 4.3 if yo is of
most systems; Assumption 1 seems true for most practical systems
and Assumption 3 is generally satisfied by practical systems order N - k - 1. Suppose the theorem is valid if yo is of order N
- k - 2, N - k - 3, . . - ,N - k - m
1. Letyo = y f - k - m
where a meaningful energy function can be found. Therefore,
systems satisfying these assumptions form a fairly large class. It be of order N - k - m. Again by Lemmas 4.2 and 4.3 there
connecting y:-k-m to an
will be shown in Section V that the power system model (2.2) falls exists a trajectory x ( t ) E
equilibrium point, say, x:-k-4 of order N - k - 2
into this class.
Note also that the equilibrium points are only one kind of the greater than N - k - m on a W . ( X ~ - ~ )In. the course of the
critical elements of a nonlinear dynamic system, another kind induction, it is now assumed that there exists a trajectory y ( t )
being periodic solutions [34]. The results developed in this section connecting xf-k-2to ~ f -Now
~ . W u ( y f - k - mis) transversal to
can be extended in parallel to accommodate any periodic solutions W ( X ~ - ~ - ~
One
) . can choose a k + 2-dimensional small
-+

ZABORSZKY et al.: PHASE PORTRAIT OF LARGE NONLINEAR DYNAMIC SYSTEMS

disk D' C W " ( X : - ~ - ~which

)
intersects y ( t ) and
~ - ~by)Palis
. [34, Lemma 7.21,
is transversal to W " ( X ~ -Then
given any 6 > 0, there exists a t > 0 such that 4(t, D")il
B , ( x : - ~ - ~ contains
)
a component D; which is close to
W " ( X ~ - ~ fl
- *B
) , ( x ~ - ~within
- ~ ) 6. Where
is the flow
of the system (2.1). W ; ( X : - ~ - f~l )B , ( x : ; ~ - ~has
) a point of
transversal intersection with W " ( X : - ~ )again by assumption. It
follows from the openness theorem in transversality theory [31]
that D"also has a point of transversal intersection with W " ( X : - ~ )
when b is sufficiently small. Note that D;C W " ( Y : - ~ -which
~)
is invariant. So Wu(yf-k-m)
has a point of transversal intersection with W ( X : - ~i.e.,
) , Wu(y:-k-m)n W " ( X : - ~ )# 4. #
Theorem 4.6: Let xo, yo be two equilibria inA(x",).Then yo E
awyx,) * W"(y,) c awyx,).

has led in the recent past to the incorrect result that dA(xi) =
UWS(xf-')[20]-[28]. On the other hand, any part of the stability
boundary which occurs, interior to A(X",) is a measure zero set.
An initial state in this i n t e b o u n d a r y set converges to an
equilibrium point in int A(xi). In o w w o r d s , no trajectories with initial -states in int A ( x i ) will leave int
A m . All states in intA ( x i ) , except a zero measure set, originate
trajectories which directly converge to the stable equilibrium
point. Trajectories from a zero measure set within int A ( x g may
converge to some unstable equilibrium point also within int
A(x;)).Even if this improbable event should occur, however, in a
practical setting the small perturbations always present in a
practical environment soon would perturb the state away from the
unstable equilibrium. A trajectory originating from this perturbed
state would then proceed to the s t a b l e i l i b r i u m . So at least in
Proof:
this sense all initial states within intA(xi) converge to x i . Thus,
[e]
Obvious.
A
mis a quasi-stability boundary and can serve as the stability
[*I Suppose xo = x:-*, yo = yf-"', m 2 k + I . By a
Theorem 4.5, there exists a trajectory x ( t ) connecting y t - " to boun8ary for practical purposes. This approach will be followed
x : - ~ . W ( X : - ~is)transversal to W"(y:-"). Choose a small N in the remainder of this paper. It should be mentioned that there
- m-dimensional disk Ds C W " ( X ~ intersecting
-~)
x(t) and may not be any internal sections of the stability boundary for a
transversal to W"(y:-"). Then by the same construction as in the specific system, such as the power system, although no proof of
proof of Theorem 4.5, but reverse the time, 4(t, D") n this exists at this time.
Some general relations characterizing the equilibria interior to
E,( yf-'") contains a component D: arbitrarily close to A
(
x i ) follow.
WS(y:-") f l B,(y:-m). But D; c W " ( X : - ~ )which is
Theorem 4.11: A(x;) = x A ( x ; ) * there is no unstable
invariant. So WS(y:-") n B,(yf;'-'") c W " ( X ~ - ~or) ,
WS(y:-m) r
l B , ( y f - m ) c ~ W " ( X : -since
~ ) stable manifolds equilibrium point interior to A (xi).
#
Proof: Direct from T h e o r c 4 . 7 and 4.9.
are disjoint. Finally, because of invariance of W ' ( X : - ~ ) ,
Theorem 4.12: x:-~ E intA(x;) o W . ( X ~ -C~i)n t A m .
WS(y,N-rn)c dW"(xf-k).
#
Proof:
Theorem 4.7: The stability boundary aA(xS,) = U,,,
W"(X,,,),
E W " ( X : - ~by
) definition.
[e]
Obviously since
, are all equilibria of any order in
where x,,,, m = 1, 2,
[ a ] W " ( X : - ~ fl
) B , ( X : - ~ )C i n t A 0 , where B , ( x ~ -is~a)
aA(x;).
Proof: Every point of aA(x;) is on the stable manifold of an sufficiently small e-bawntaining x:-~. The result follows
#
equilibrium point in aA(xi)by Assumption 3. Therefore, dA(xi) immediately since int A ( x i ) is invariant.
c U,,,
Ws(xm).On the other hand, by Theorem 4.6, U,,,
Ws(x,,,)
v. STABILITY REGION AND BOUNDARY
OF THE POWER SYSTEM
#
C aA(x",).Thus, ~ A ( x ;=
) U,,,W'(X,,,).
The following theorem is of significant practical importance. It
In this section the results established in the previous sections are
establishes that the quasi-stability boundary consists of the closure applied to the power system model (2.2). Certain additional
of the N - 1-dimensional stable manifold only.
important properties pertinent to the power system are also
Theorem 4.8: The quasi-stability boundary aA(xS,) = introduced here.
UhW s ( x f - ' )wherexf-I,
,
h = 1,2, * are all the orderN - 1
Let xi = (Si, 0) be the stable operating equilibrium point of the
equilibria on aA(xS,).
power system model (2.2). Let A(x;) be its stability region. Note
Proof: See Appendix A.
# that the stability region of the power system is periodically
Theorem 4.9: The stability boundary dA(xi) has the following repeated in R N by a period of 2 r in every angle coordinate.
structure:
Distinguish these other stability regions from A ( x i ) by different
subscripts and denote the collection of all the stability regions in
dA(Xs,) c aA(xg)
R N by M x " , } .
Note that while these alternate regions of attraction are
mathematically equivalent, there is an important engineering
difference. To get from one to the other requires pole slipping
which will cause high currents like a short circuit and may trigger
protective action. Note also that there is no periodic solution of the
power system model (2.2) [5] but limit cycles (hunting, subsynchronous resonance) are possible in more general models which
incorporates line resistance, shaft torsion, etc.
First it needs to be shown that the four basic assumptions of
...
...
Section IV which define the class of nonlinear dynamic systems
considered here are satisfied by the power system model (2.2).
By Theorems 3.1 and 3.4, Assumptions 1 and 2 are satisfied by
the power system model (2.2). Assumption 4 is generally difficult
to check but it is considered to be a generic property of nonlinear
E W ( x ~ ~ f +Vi,
' ) hi,
, and the right-hand side dynamic systems. So it will be simply assumed in the rest of the
where
paper. Finally, Assumption 3 is verified by the following
of the equations may be empty.
Proof: See Appendix A.
# theorem.
Theorem 5.1: Every trajectory in A(x",) converges to an
Remark 4.10: For the class of nonlinear dynamic systems
studiedhereincluding the power system, there exists a possibility equilibrium point for the power system model (2.2).
Proof: Let V(x) = V(6, a) be the energy function as in
that &l(x;) # dA(x;). This means t h a t a r t of the stability
b w r y dA ( x i ) is in the interior of A(x;). An example for Definition 2.8. Let x(t) be a trajectory in A m . Since v(x(t))=
aA(xi) # dA(xi) is given in [42]. Overlooking this possibility
b,wf I0 , v t 2 0 and V(x;) = 0, it follows from the
+(e,

a )

e ,

IEEE TRANSACTIONS ON AUTOMATIC CONTROL,

continuity of V(x) and of the flow of a complete vector field that 0

I V(x(t)) I V(x(O)), i.e., v(x(~))is bounded, Vt 2 0. Then
x(t) is bounded and converges to an equilibrium point by
Arapostathis [5, Theorem 5.2 and Proposition 5.21.
#
The next theorems establish the basic geometric properties of
the region of attraction and its boundary for the power system
model (2.2) such as its being open, contractible, unbounded, and
periodically repeated in R N , yet having bounded intersections
within constant velocity hyperplanes. It is developed that the
number of order N - 1 equilibria on dA(xi) is finite for the
power system model (2.2) and this number is generally decreasing
with decreasing damping b,. The concept of being locally finite,
which plays a role in these results is defined.
From Theorems 3.4 and 4.1, the following is immediate.
Theorem 5.2: The stability region A(xi) of the power system
model (2.2) is open, contractible, and unbounded.
The following definition is needed in preparation for stating
Theorem 5.4.
Definition 5.3: A collection {Am}of subsets of R Nis said to be
locallyyfinite if each point of R Nhas a neighborhood intersecting
only finitely many Am's.
Theorem 5.4: Let (A(xS,)} be the collection of all the stability
regions of the power system (2.2) and L(o) = ((6, u ) l w =
const.) be a constant velocity hyperplane in R N . If {A(x",} is
locally finite, then at any velocity level the cross section A,
A(x;) f l L(w)is bounded.
Note: Theorems 5.8 and 5.9 in the end of this section will give
necessary and sufficient conditions for locally finiteness.
Proof: Suppose A, is unbounded. Then one can choose a
sequence {@,, U ) } E A, such that
6, = 00 and ((6, mod
2a, w ) } converges, say, to (8, w ) E R N . By periodicity of the
phase portrait of the power system ((6, mod 2a, U ) } belongs to
infinitely many different stability regions in R N .Then clearly (8,
U ) is a point which violates the locally finiteness assumption. A
contradiction.
#
Theorem 5.5: Assume the same conditions as in Theorem 5.4.
Let x(t) = (6(t),w(t))be a trajectory in A(xi)). Suppose x ( t ) is
unbounded as t + - 0 3 . Then w(t) is unbounded as t + - 00.
Proof: Suppose o(t) is bounded, i.e., there exists an M > 0
such that Iw(t)l < M , Vt I0 . One can choose a time sequence
{ t , } such that lirnnzm t, = -00 and {(S(t,,)mod 2a, ~ ( t , ) ) }
converges, say, to (6, c;)) E R Nas n + - 00. Then by the same
argument as in the proof of Theorem 5.4, (6,0)is a point which
violates the locally finiteness assumption. Therefore, w(t)must be
unbounded as t .+ - 00.
#
Theorem 5.6: For the power system model (2.2) there are a
finite number of order N - 1 equilibria on the stability boundary
dA(x:). If, in addition, {A(x",}, the collection of all the regions
of attraction, is locally finite, then the number of all the equilibria
on dA(xi) is finite.
Proof: Let xr- * E dA (xi). There are exactly two trajectories in W"(xr-I) so two cases may occur, either both trajectories
go to x i or only one trajectory goes to xi. For the former case no
2a-shiftsofx~-'inany6,,i= 1 , 2 , - . . , N / 2 c a n b e o n d A ( x i ) .
For the latter case there can be at most one other equilibrium point
on dA(xi) which results from a 2a-shift of x t - ' along a 6,
coordinate, i = 1 , 2 ,
N/2. Both conclusions follow from the
periodicity of the phase portrait of the power system. But there is
a finite number of distinct equilibria modulo 2 a in RN,or a finite
number of equilibria in any 2 a interval of the angle coordinates 6,
of the power system as was assumed in defining the model. So the
number of order N - 1 equilibria on dA(x;) is finite.
The second part of the theorem follows from the facts just
mentioned and from the definition of locally finiteness.
#
Remark 5.7: It is indicated by simulation that the number of
equilibria on dA(x;) of the power system model (2.2) decreases
as the damping, i.e., 6, in (2.2), decreases. But there is at least
one order N - 1 equilibrium point on &l(xi) by Theorem 4.9
and the fact that for the power system A (xi) is not dense in RN.
a ,

VOL. 33, NO.

1, JANUARY 1988

Theorem 5.8: Let {A(x",} be the collection of all the stability

regions of the power system model (2.2). Then U,,.A(xL) is a
closed set e {A(x",} is locally finite.
Proof:
directly from Willard [35, Lemma 20.51.
Then there exists an x E R Nviolating locally
finiteness. One can choose a sequence {x,} which converges to x
such that x,, E A (x;), n = 1,2,
without loss of generality. x
has to be in U , , . A m which is closed by assumption. Suppose that
x E dA(x",) for some ko to avoid triviality. 4(t, x) converges to
an equilibrium point yo E dA(x",), say, of order N - k. Note
that yo also violates locally finiteness. Since +(t, x,) does not
terminate at yo, it exits B,(yo) at a pointy,,, vn, where BE(yo) is a
small -ball at yo. {y,,} is bounded. Let y be any of its limit points.
Then y is also a point violating locally finiteness and JJ E
U J m which is closed as given. Repeat the previous procedure
with y. Note that 4(t, y ) terminates at an equilibrium point of
order higher than N - k. Finally, one obtains an order N or
stable equilibrium point which violates locally finiteness. This is
false since the stability regions A(xL) are apparently disjoint. #
For the power system model (2.2), if the power injection, i.e.,
the Pi's in (2.2), is small enough, then every trajectory in the state
space converges to an equilibrium point by Arapostathis [5,
Theorem 5.31.
The next group of theorems sets necessary and sufficient
conditions for locally finiteness. Basically, locally finiteness will
occur when all trajectories converge which is true for the power
system at sufficiently light loads.
Theorem 5.9: Let { A(x",} be the collection of all the stability
regions of the power system model (2.2) with small enough power
injection such that every trajectory converges. Then {A(xS,)} is
locally finite.
Proof: Clearly then UJ (x;) = RN is a closed set. Apply
#
Theorem 5.8.
Theorems 4.7, 4.8, and 4.9 on the structure of the stability
boundary apply directly to the power system model (2.2).
However, because of Theorem 5.6, the quasi-stability boundary
of the power system model (2.2) consists of a finite number of
pieces of N - 1-dimensional stable manifolds. So a more
practical form of Theorem 4.8 exists as follows.
Theorem 5.10: For the power system model (2.2) the quasistability boundary
[ e ]Follows

[ a ]Suppose not.

a ,

U T =

m -

w"(x;-')

h= I

where xr-', h = 1, 2,
on aA(xi).

* *

a ,

m are all the order N - 1 equilibria

VI. THEENERGY
FUNCTION
AND THE STABILITY
BOUNDARY
OF
THE POWER
SYSTEM
The energy function (2.8) and its variants have been the basic
tools in performing stability tests in the past [11]-[16]. In these
approaches the constant energy surfaces are often used to
approximate the stability boundary. However, a clear understanding of the relative geometry of these two surfaces is often lacking
in these techniques. In this section, this important area is explored
and, specifically, the connections between the energy function
(2.8) and the stability boundary are analyzed. Then the potentialities as well as the weakness of the methods relying on the constant
energy surfaces will become clear.
Note, however, that the results presented in this section are
valid for more general systems with dissipative forces where a
meaningful energy (or V ) function can be found.
Theorem 6. I : The energy function V(x) achieves its minimum
value on dA(xi) at an equilibrium point, and achieves its
minimum value on &
(xi)
l at an order N - 1 equilibrium point.

ZABORSZKY et al.: PHASE PORTRAIT OF LARGE NONLINEAR DYNAMIC SYSTEMS

Y UNBOUNDED
TRAJECTORIES
TO

xi

TRAJlICTOR

TO

xi
Fig. 1 . Intuitive sketch of the structure of the phase portrait of the power
system model (2.2).

Proof: Along any trajectory of the power system model

(2.2), V(x)is decreasing as V(x) =
biwf I0 . Thus, the
proof follows immediately from Theorems 4.7 and 4.8.
#
Theorem 6.2: Let the set R(e) be as in Definition 2.4. Let e,,,
be the largest number such that R(e-) contains x; as the only
equilibrium point. Then R(e-) C A(x",. Suppose xo E
R(e-) is an equilibrium point, then xo E aA(xi) and is of
order N - 1 or lower. If A ( x i ) = int A (x;) then xo is of order N
- 1.
Proof: The energy function V(x) decreases along trajectories. Also when A ( x ; ) = int A ( x i ) then aA(x;) = &l(xi).
The proof follows directly f r o a e o r e m s 4.7 and 4.8.
#
Theorem 6.3: Let xo E dA(xi) be an equilibrium point. Let
the set R(e) and the constant energy surface E ( x ) be as in
Definition 2.4. Then
i) E ( X O ) is not smooth at xo,
ii) a connected component of E(x0) - {xo} is locally inside
A ( x ; ) e xo is of order N - 1,
iii) R( V(xo))C A ( x i ) e~ xo is of order N - 1 with the lowest
energy.
Proof:
i) Consider the case where the dimension is N = 4 and xo is of
order N - 1 as an example. There is no loss of generality of the
proof for other cases. Applying a local coordinate change earlier
proposed by the authors [26], V(x)takes the form
1
V(z)=z (X,z;+Y:) -2XlZlYl +0(lzl2)- V(x0)

where z = ( y l ,zI,y2,z2)! XI, X2 > 0 and O(lz12)contains higher

order terms. Then E (xo)is defined locally by V(z) = V(xo)or

connected with the lossless (b; = 0) version of the system (2.2) as

the limit of the stable manifolds when the damping parameter
approaches zero. These two cases have been previously treated
strictly separately in the literature.
Theorem 7.2: Let xo be an equilibrium point of the power
system model (2.2) with damping parameter b , i.e., b; = bc;,
where ci > 0 is fixed, V i . Let Ws(xo,b) be the stable manifold of
xo at damping level b. Then Ws(xo,b) is a continuous function of
b and, in a neighborhood of X O ,
lim Ws(xo,b ) = WcS(xo)
b+O

where Wcs(xo)is a center-stable manifold [36] corresponding to

the lossless power system b = 0.
Proof: See Appendix B.
#
Note: This theorem can be extended to nonlinear dynamic
systems of the form Jx + bx = G(x) which includes most
dissipative mechanical and electrical systems.
The following theorems give useful insight into the relationship
between the constant energy surface and the stability boundary of
the power system.
Theorem 7.2: Wcs(x0)is not of constant energy.
#
Proof: See [26, Section 51.
Theorem 7.3: The stability boundary aA(x;) of the power
system model (2.2) is not a continuous deformation of a constant
energy surface when N > 2.
Proof: Direct consequence of Theorems 7.1 and 7.2.
#

vm. TOWARDS
AN EFFECTIVE
STABILITY TESTBASEDON THE
PHASE
PORTRAIT
OF THE POWER
SYSTEM

The fundamental aim is to establish whether the initial state is

within the region of attraction, i.e., whether the state will return
from a post disturbance initial state to its stable equilibrium
neglecting higher order terms. This equation defines a surface in point,without full pole slips between the various system fragR4 which is not smooth at the origin corresponding to XO. ments. Systems and their protection are not built for such
asynchronous performances.
Therefore, E (xo)cannot be smooth at xo.
The fundamental question then is the relative position of the
ii), iii) are consequences of Theorem 4.8 and of the fact that the
energy function V(x)is decreasing along trajectories.
# initial state associated with a contingency and the stability
From the developments in Sections V and VI, a complete boundary for the postcontingency system condition. This concept
picture of the stability region and boundary of the power system is known in power system lore as transient stability since around
the turn of the century.
( xli )emerges as a kind of
evolves. The quasi-stability boundary &
As is pointed out in Remark 4.10, in general int A ( x i )could be
C U N ~pipe unbounded on at least one end possibly with pieces of
interpreted for practical purposes as the stability region. Any
boundary entruding the interior of the pipe. An intuitive interprestate in int A ( x i ) will converge to xi except states from a zero
tation is attempted in Fig. 1 .
measure set within int A(x",. The latter converge to an
VII. THELOSSLESS
POWERSYSTEM
AND ITSCENTER-STABLE equilibrium point in int A ( x i ) . Therefore, it is both quite feasible
MANIFOLD
AS A LIMITING
CASEOF THE LOSSYSYSTEM
and satisfactory for practical purposes to perform
The following theorem is of fundamental importance. It stability tests against the quasi-stability boundary &l( x i ) [as
establishes for the first time the center stable manifold [36] defined in Theorem 4.81 rather than against aA(xS,).Even though
1

-2 (h24+y;)-2XlZIYl=O

10

IEEE TRANSACTIONS ON AUTOMATIC CONTROL,

F I R S T LEVEL: FAST STABILITY SCANNING

VOL. 33, NO.

1 , JANUARY 1988

POST DISTURBANCE I N I T I A L STATE

Fig. 2. Approach for stability monitoring of the large electric power

system.

aA(x;) generally is not a union of the N - 1-dimensional stable

manifolds, aA(x;) consists of several N - 1-dimensional stable
manifolds. It is natural to take the following basic geometric
approach to test the stability on an initial state XO: find all the
order N - 1 unstable equilibria in &l(x;)),compute all the
associated stable manifolds, and test whether xo is on the same side
as xs of each of those stable manifolds. A specific initial state
whict is near the stability boundary will generally be near some
individual stable manifolds in a m a n d remote from most of the
rest. The former will be referred to as critical since they play a
decisive role in the stability of the particular contingency
(transient stability in power system jargon). Usually it will be
enough to perform a stability test only on the critical N - 1dimensional stable manifolds, and thus the computational load
involved in the test will be reduced.
The energy function suggests one theoretical basis for selecting
the critical pieces of the stability boundary.
Theorem 8.1: Let V(x)be the energy function as in Definition
2.4 and let xo be the given initial state. D i m 1 the order N - 1
equilibria x r - l , h = 1, 2, * m on &l(x;) into two groups:

Then xo is inside (respectively, outside) A ( x ; ) * xo is inside

(respectively, outside) the portion of the stability boundary
defined by the N - 1-dimensional stable manifolds of equilibria
in S,.
Proof: xo E int A ( x ; ) * there exists a path contained in int
A ( x ; ) with energy increasing from x i to xo which does not
cross aA(x;). If xo is inside the critical portion defined by S,,
without loss of generality of the proof, suppose S2 contains only
one order N - 1 equilibrium point, namely, yf-'. Then from
Theorem 6.3 the region R ( V ( y t - ' ) ) , which contains x i ,
and xo are on the same side of W s ( y f - ' ) Clearly,
.
there exists a
path with energy increasing from xi to xo without crossing
W s ( y f - ' ) .Therefore, xo E int A ( x ; ) .
On the other hand if xo is outside the critical portion defined by
S2, then no such path exists since the point on W s ( ( y f - I )
assumes energy higher than V(xo), all because V(x)is decreasing
along trajectories. So any path connecting x i to xo has to cross
either W s ( y f - ' )or one of the constant energy surfaces defined
by equilibrium points in SIwhich have energy higher than V(xo).
#
Thus, xo is outside of aA(x;).
When Theorem 8.1 is combined with an unusually efficient
method developed by the authors [44] for tracking the emergence
of coherent clusters within the system a two level stability test
emerges. This testing process is sketched in Fig. 2, in four
segments.
1) The first level is indicated in Segment 1 of Fig. 2. This
consists of identifying the emerging clusters and comparing the
energy level where they emerge with the transient energy injected

by the disturbance. When the emergent energy level is below the

injected energy a probable system separation is indicated. This
then leads to a fast stability test which can give comparable results
to conventional energy function type tests. Because of the
unconventionally high efficiency and simplicity of the clustering
technique [44] and the firm analytic foundation provided by
Theorem 8.1, a fast definitive basis is obtained for decision on
stability during given contingencies.
In addition to deciding stability on the basis of the available
energy information, the first level test also pinpoints the particular
N - 1 equilibria and their associated stable manifolds (that is the
segment of the stability boundary) where the postfault initial state
may have moved outside the stability region.
2) This then opens the way for the second level test to establish
the position of the equilibrium point in relation to the stability
boundary. If the initial state and the stable equilibrium point are
on the same side, then transient stability is established.
To accomplish such a test, it will be necessary to compute the
critical unstable equilibria (segment 2 in Fig. 2) and the critical
portions of the stability boundary (segment 3 in Fig. 2).
A detailed account of the two levels of stability tests with
simulation results is presented in an invited paper at the Decision
and Control Conference (CDC) of 1987 [43]. In this paper
efficient computational algorithms are developed, programmed,
and tested by simulation on realistic size systems.

IX. CONCLUSION
A thorough analysis of the stability region and the stability
boundary of a class of nonlinear dynamic systems including the
power system is presented. Also the connections between the
constant energy surface and the stability boundary of the power
system are analyzed. These results can be pieced together to give
a complete structural picture of the stability region and boundary
of the power system. This in turn forms a valuable foundation for
analytical technique toward stability monitoring.
A
APPENDIX

In the process of proving Theorems 4.8 and 4.9, first a more

general result will be proven. Theorems 4.8 and 4.9 then will be
corollaries of this result.
Some definitions and preliminary lemmas are in order.
Definition A . l : Let W & R N ,x E W . W has dimension k at
x if there exists a closed k-dimensional disk which can be
embedded in W at x , with k being the largest dimension of such
disks.
Definition A.2: A set W E R N is said to be uniformly kdimensional if W has dimension k at any x E W .
Definition A.3: Let W be a uniformly k-dimensional set, let x
E W . x E int W means that there exists a k-dimensional open
disk D which can be embedded in W such that the center of D is
mapped to x . Those points not in int W belong to aW, the
boundary of W .
Lemma A.4: W . ( X ~ -is~uniformly
)
N - k-dimensional.

11

ZABORSZKY el al.: PHASE PORTRAIT OF LARGE NONLINEAR DYNAMIC SYSTEMS

G Ws(xf-k).Note that r l ( D fl V ) is homeomorphic to an N

- k-dimensional open disk and that x;-"o is mapped to the center

Proof: By Lemma 4.4

of the disk. Thus, x;-"o E int W " ( X ~ - ~ ) .

So dim ~ W " ( X ; - ~<) N - k - 1 leads to contradiction.
Hence, a W"(xt-9must be empty if its dimension should be <N
- k - 1.
) - k - 1. Prove that dim
.
dim W " ( X ~ - ~ ) Case 2: dim ~ W ( X : -I~ N
where h > k, VX;-~ E W s ( x f - k )Obviously,
a
W
"
(
~
f
=
~
N
)
k
1
uniformly.
5 N - k. W " ( X ~ -is~ an
) immersed N - k-dimensional
)
U [Um2WS(xrn2)1,
where
Now ~ 3 W ~ ( x f=- ~[U,Ws(x,,)]
manifold (see Palis [34], Abraham [33]), it is uniformly N k-dimensional. To show that W ( X ~ is- N
~ )- k-dimensional UmIW"(x,,) is the largest collection of the Ws(xZ-")'ssuch that
on a Ws(x:-k)it suffices to show that it is N - k-dimensional in a dim U,lWs(x,~) = N - k - 1 uniformly and where dim
Um2WS(xm2)
< N - k - 1. To show that Um2W"(xrn2)
must be
~ )invariant.
neighborhood of x E - ~ ,vm because W ~ ( X : - is
empty. The proof is similar to Case 1 but the following should be
Let X f - " E Ws(x:-k). Then by Theorem 4.5 there exists a noted. If an xm2E ~ W ' ( X , Ifor
) some xml,then WS(xm2)
should
pointp E WU(x:-") fl W " ( X : - ~ )One
.
can find an N - k - belong to the first collection U WS(xml),
because x,, must be in
ldimensional open disk D in W " X ~ - at~ p) which is transversal the closure of some N - k - 1-dimensional stable manifold in
)
W"(xf-")transversally, D the first collection and W"(X,~)is in that closure by Lemma 4.2
to +(t,p). Since W " ( X : - ~intersects
can be chosen such that it is continuously parameterized by an h and Theorem 4.6; but by Lemma A.4 the closure of an N - k - k-dimpsional open disk D" = D n W"(x:-"). That is, D =
1-dimensional stable manifold is uniformly N - k - 1U x e p D(x), where each b ( x ) is an N - h-dimensional open dimensional.
disk, transversal to +(t,x ) , Vx E D".
Therefore, the dimension of a W " X : - ~ ) is uniformly N - k Let B,(x:-~)be a sufficiently small -ball at x f - " . By Lemma 1 if it is not empty.
#
7,2 of Palis [34], the connected component D'(x) of [U,,
+(t,
Theorem A.6: a W " ( X : - ~=) U, Ws(~;-k-l),
wherexE-k-l
D(x))] fl B,(x:-") intersecting + ( t , x ) is an embedded N - h +
E ~ W " ( X : - ~vm.
),
1dimensional open disk and Ws(xN-h, n B , ( x f -h, E D'(x), Vx
Proof: By Lemma A S a W " ( X ~ is- ~a uniformly
)
N-k E D". Then clearly U x E pD'lx) is a uniformly N - kdimensional set which is homeomorphic to an N - k-dimensional 1-dimensional closed invariant set if it is not empty. To avoid
open disk, and W"(xf-") fl B,(xf-") E UxEDd'(x) E triviality, suppose dW3(x:-q # 0. From the proof of Lemma
W s ( x f - k )If. yo E W " ( X ~ -n~B,(x:-~),
)
one can then choose A S above a WS(x:-&)= U, W"X;-~), where h > k. Then by
an N - K-dimensional closed disk in UxmD'(x) which Baire's theorem, U, W s ( ~ ; - k - 'is) dense in ~ W " ( X : - ~i.e.,
),
contains yo. Thus, W " ( X ~ is
- ~N) - k-dimensional at yo.
aW"(~f-=
~ ) U , W " ( X ; - ~ - ~ )It. remains to be shown that
) uniformly N - k-dimensional.
# U,
Therefore, W " ( X : - ~is
WqXN-k-1) G U,W"(XN-~-I) E ~ W " ( X : - ~ hence,
),
Lemma A.5: a W s ( x f - k )is either uniformly N - k - 1dimensional or empty.
Proof: By Lemma4.4, aWs(x;l'-9 = U,W"(X$-~), where
. x E
h > k. Clearly, dim a W . ( ~ f - ~I) N - k - 1. There are closed and each W s ( ~ ; - k - l )E ~ W " ( X ; - ~ )Let
two cases.
U , W s ( ~ ; - k - l ) . One can choose a sequence {x,} E
Case I : dim a W s ( x f - &<
) N - k - 1. Claim: ~ W " ( X ; - =
~ ) U W " ( X ~ - ~ such
- ' ) that limt+, x, = x. Suppose x, E
0, the empty set.
WY(x;-*"'), vm to avoid triviality and without loss of generality.
Let ho be the smallest h > k + 1, i.e., N - ho is the largest Lirn,,, +(t,x ) = xo is an equilibrium point. It will be shown by
).
x;-"o E dWs(xf-k) E
dimension of d W " ( ~ f - ~Since
W " ( X ; - ~ - 'Then
). x E
induction on the order of xothat xo E U,
aWs(xf-k), 'W"(x;-"o) fl W S ( x f - & )# 0. Then either U WS(XN-k-l ) by Lemma 4.2 and Theorem 4.6.
&~pposgxo is of order N - k - 2. Let B,(xo)be a small -ball
[ W " ( x ~ - " o-) x;-~o] f l aWs(xf-k) = 0, or #O. The latter
cannot happen because otherwise there exists a yo E [ W"(xE-"o) at xo. Following the same technique used in the proof of Lemma
- x ; - ~ o ] fl aWs(x:-9 and limt+, +(t, yo) is an equilibrium 4.2, a pointy E dB,(xo)fl a W s ( x f - 9 f l W"(xo)can be found.
Also +(t,y) by Lemma 4.3 has to terminate at an equilibrium
point in d W ( ~ f - ~of) order higher than N - ho, which point on d W ( ~ f - of
~ ) order N - k - 1. Therefore xo E
) N - hn.
contradicts that the largest dimension of a W "-( X" ! -'~ I
U WS(XN-k-l
rn
,
).
so [wyx;-ho) - x;-hq n a ~ q x r - k )= 0.
Suppose it is true that xo = U, W " ( X ; - ~ -when
~ ) the order of
For the former subcase, to show that x E - ~ oE int W " ( X : - ~ ) , x o i s N - k - i + 1, 1 I i < N - k. Consider the case whenxo
hence, contradicting the fact that x C - ~ OE ~ W " ( X ; - ~ ) .
is of order N - k - i, i.e., xo = X ~ - ~ - I .Then the pointy
Choose p E W " ( X ~ - ~f O
l )W"(X:-~).Since W " ( X ; - ~ O )selected above is such that y E ~ B , ( X ; - ~ -fl
') ~ P ( X ;
fl - ~ )
intersects W . ( X ~ -transversally
~)
and dim W"(X;-*O)= ho, the W " ( X : - ~ - ' )and
, that limt+, +(t,y) = x ; - ~ - ' O E ~ W " ( X : - ~ ) ,
dimension of W " ( X ; - ~ Ofl) W " ( x f - 9at p is ho - k > 1. And
with 2 Iio < i. However, W " ( X ~ - ~ - c
-' OU) m W S (,
~ N)-b yk - l
since [ W"(x;-"o) - x;-~o] f l aWq~:-~) = 0 , the inter- assumption of the induction process. The short sequence x:-~-'
section of W"(X;-"O)and W " ( X ~can
- ~ be
) extended to an ho - -+ y -+ X : - ~ - ~ OE U , W s ( ~ ; - k - l )results. By Lemma 4.2 and
k-dimensional invariant manifold such that an ho - k-dimen- Theorem 4.6 ~ f - ~ E- 'U , W s ( ~ ; - k - l ) .
sional open disk D at x E - ~ ois contained in W"(X;-"O)and
Therefore, U, W " ( X : - ~ - I )E U, W s ( ~ ; - k - l ) .
#
[ D - X;-~OJ E WU(X;-LO) n ~ s ( X f - k ) .
Proof of Theorems 4.8 and 4.9: Direct application of
Now by Palis [34, Lemma 7.3, pp. 871 there is an invariant Theorem A.&
#
continuous local fibration at x E - ~ odefined as ?r:V
V fl
Coro//ary A. 7: xf-" E int W " ( X : - ~ ) there exists an h W"(X~-~O
where
) , V is a sufficiently small neighborhood at k-dimensional open disk which can be embedded in W " ( X ~ -n~ )
XE-~O: and ?r-'(~;-~o)
= V fl W " ( X ; - ~ O )Moreover,
.
W s ( x f - k )at x f - " ) . Where 0 Ih, k IN a n d h > k.
from the proof of that lemma, ?r can be chosen such that
Proof: Follows from Lemma A.l and transversality (As#
a-'[(D - x;-"O) n V I G W " ( X ~ - Thus,
~ ) . T-I(D f l V ) sumption 4 in Section IV).
Y

__

12

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 33, NO. 1 , JANUARY 1988

APPENDIX
B
Proof of Theorem 7.1: The proof will be shown for
uniform damping, i.e., in (2.2) b = bi/Ji, vi for simplicity. A
similar proof applies for nonuniform damping.
Suppose the equilibrium point xo = (60,0) is of order N - k.
Let
r

uniformly in x, y, b, and

uniformly in x and y. Where U = 1, 2, 3, and D is the differential

operator with respect to x and y. Therefore, for each E > 0 there
exists a k ( ~ >
) 0 such that the function k(E) is continuous and
lint+, k(e) = 0, and the following holds:

be the Jacobian matrix of (2.2) at xo. Then J-IK has k positive

eigenvalues XI, A,
* , X k > 0 and N / 2 - k negative
< 0. Let vi, i = 1, 2, * N / 2 be
eigenvalues & + I ,
the corresponding eigenvectors of J - ' K . Note that vi's are
linearly independent. After the change of variable

e ,

e ,

the power system model (2.2) takes the form

,?=A(b)Z+FI(Z, 9,b )

? = B ( b ) Y + GI(%,9,b )

ax
-aF(x',y ' , b )

where f E R N - k , E Rk, (0, 0) is the equilibrium point

ay

+ (b/2)2, i

= 1,

a G ( x ,Y , b )- W x ' , Y ' , b )
ax
ax

v(x, y ) E RN, b E [O, 11.

.,

2, *
k. Obviously, P(b) is smooth and
invertible vb E [0, 11.
Define $:R++ [O,-l] smooth such that $(y) = 1,0 I y I 1,
and #(y) = 0, y 1 2. Let
.\/xi

11

e . ,

Define a function space L = {h(x, b ) } such that

h : R N - k [0,
~ l]+Rk,
and

1) I h l S p I C l ,

2) I g I s p z ,

F ( x , Y , b)=-Fi(Ex, EY, b)$(1x12+lV12)

G ( x ,Y , b ) = - G I ( W EY, b)$(lx12+1 ~ 1 ' ) .

VX E

VX

RN-k, b E [0, 11

E RN-k, b E [0, 11

Define system (b.2) as

I = A ( b ) x + F ( x ,y , b )
j l = B ( b ) y + G ( x ,Y , b ) .

(b.2)

Systems (b.1) and (3.2) are equivalent in 1x1 + lyl I 1 for

positive E because in which region P = a,
J = cy, i.e., (b.2)
results from a linear basis change on (b. 1). Theorem 7.1 will be
first proven for system (b.2). The result is then valid for system
(b.1) in a neighborhood of the origin.
It can be easily checked from the definition of these functions
that
F(0,0, b) = 0, G(0, 0, b) = 0 ,

lim

D"F(x, y , b )= 0 , lim D'G(x, y , 6 )= 0

-0

+o

6 ) %=0,

ax

Vb E [0, 11

where p I ,p 2 ,p 3 ,p 4 are positive numbers.

Define a norm on L by Ihl = max {sup Ih(x, b)l, sup Idh(x,
b ) / d x ( } ,where "sup" is taken over R N - k x [0, 11. Then it is
easy to check that L is complete with this norm.
Now construct a contraction mapping on L and find as a fixed
point of this mapping. It will be shown that y = h(x, b) de-

13

ZABORSZKY et al.: PHASE PORTRAIT OF LARGE NONLINEAR DYNAMIC SYSTEMS

fines a stable manifold when b > 0 and a center-stable manifold

when b = 0 of the system (b.2). Note that h(x, b ) is continuous in
b.
Let h E L . Replacing y by h in the first equation of (b.2)
X=A(b)x+F(x, h(x, b), b).

repeatedly evaluating the integrand and by using the Gronwall

inequality

1 Th(x0, 6 ) - Th(xo,b ) l s

[r

e-pr k ( ~t ()1 +pz)ek(f)(l+P2)r

d7

+ ~ ( E ) ~ + P ~ ( ~ + ~ ~ ( ~ ) ( ~ + P ~ 11
) ~ J X O ( ) +

Denote a solution of this equation by

Jb-bl

+ Ixol)Jb - b l

5 ~ 4 ( 1

h(Xi(7, XO), b ) , b ) d7.

(b3)

Define a new function by

Th(Xo9

b)=

s:

e-B(b)G(xi(7,
XO), h ( x i ( 7 , X O ) , b ) , b ) d7 6 4 )

to show that Th E L and that T: L L is a contraction mapping.

The following lemmas are needed.
Lemma b.1: There exists 0 > 0 such that (e-B(b)(
5 e - @ ,v b
E [O, 11.
Lemma b.2: leA(b)l5 1.
Lemma b.3: JeA(b)f
- eA(bL)fl
5 p5t ( b - bl 1, where I, p 5 are
positive numbers.
Proof of the Lemmas: Easy calculation since B(b) is
diagonal and A ( b ) is block diagonal.
To check that Th as defined in (b.4) satisfies conditions 1)
through 6) for sufficiently small E > 0 (for detailed derivation,
please see [27]).
1) From (b.4)and Lemma (b. 1) clearly

when E is small, vx0, b , b E [0, 11.

Conditions 5) and 6) are obvious from (b.3) and (b.4)since
xi(t, 0) = 0 and F(x, y , b), G(x,y , b) are higher order terms in x
andy, v b E [0, 11.
Therefore, Th E L and E L + L is well defined.
Again by evaluating the integrand and by using the Gronwall
it follows that

when E is small, Vxo, b E [0, 11.

2) First, it can be directly derived and by using the Gronwall
inequality [36] that

when E is small, vx0, b E [0, 11 where hi2 = [hi - hzJ.

Thus, T i s a contraction mapping.
Finally, let h E L be a fixed point of T. Show that h is
invariant with respect to system (b.2), hence, y = h(x, b ) defines
an invariant manifold for each fixed b.
It suffices to show that

with xo,yo = h(xo, b ) is a solution of (b.2).

Indeed, from (b.4)

Then

y o = h ( x o ,b ) =

when

5 P 3 I Yo -xo I
is small, Vxo,yo, b E [O, 11.

Sl

e - B ( b ) r G ( ~xo),
i ( ~h(xk(7,
,
XO), b ) , b ) d7

14

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 33, NO. 1, JANUARY 1988

1- e - B ( b @ G ( x i ( s + txo),
,
rn

ca

[17]
1181
. .

JH

e-B(bfiG(x#, xo),

1191
1201

1231
1241

Now h(0, b) = 0 and ah(0, b)/ax = 0 by definition of the

function space L; the matrix A ( b ) has eigenvalues with negative
real parts when b > 0; B(b) has eigenvalues with positive real
parts V b E [0, 11. y = h(x, b) will then by definition 1311, 1361
define the stable manifold of the equilibrium point (0,0) of the
system (b.2) when b > 0 and the center-stable manifold when b
= 0, when the parameter E > 0 in (b.2) is sufficiently small. Note
that h(x, 6 ) is continuous, so limb,o h(x, b) = h(x, O), VX. The
proof is complete.
#

1251

1271

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ZABORSZKY el

ul. PHASE

PORTRAIT OF LARGE NONLINEAR DYNAMIC SYSTEMS

John Zaborszky (SM50-F62) was born in

Budapest, Hungary, on May 13, 1914. He received
the Diploma of Engineering in 1937 and the D Sc
degree i n 1943 from the Royal Hungarian Technical
University, Budapest, Hungary
Prior to 1949 he was Chief Engineer with the
Budapest Municipal Power System He was also a
Profe\sor with the University of Missouri, R o b ,
and \ince 1956 he has been with Washington
University, St Louis, MO. where he developed the
new Department of Systems Science and
Mathematics which emphasizes control and systems engineering and of which
he is currently Chairman He has been a consultant to McDonnell Douglas,
Emerson Electric. Westinghouse, Hi-Voltage Equipment, and NIH. He- has
published two books and many technical papers.
Dr. Zaborszky was instrumental in the merger of the PGAC of IRE and the
Feedback Systems Committee of AIEE, and in the formation of the Control
Systems Society as one of the first three IEEE Societies. He was President of
the IEEE Control Systems Society in 1970 and a member of the IEEE Board of
Directors and Director of Division I from 1974 to 1975. He was President of
the American Automatic Control Council (AACC) from 1980 to 1981. He is a
member of the National Academy of Engineering, an Honorary (foreign)
Member of the Hungarian Academy of Science, and a recipient of the Control
Heritage Award of the American Automatic Control Council, a Fellow of the
IEEE. and a Distinguished Member of the IEEE Control Systems Society.

15

systems, parallelidistributed computing and control, and their applications to

power systems, data networks, and distributed parameter systems He has
more than 50 publications in these areas
Dr Huang 15 a member of the Power Control Subcommittee of the IEEE
PAS Society, a Technical Associate Editor designate of the IEEE
TRANSACTIONSON AUTOMATIC CONTROL, an organizer and Chairman of
invited sessions on Stability and control of power systems and
Parallelidistributed algorithms and their applications in the 26th IEEE
Conference on Decision and Control, and a member of Sigma Xi

Baohua Zheng (S86) was born in Shansi, China,

on November 26, 1959. He received the B Sc.
degree in electrical engineering and automatic
control from Shansi Mechanical Engineering
Institute, Sian, China, in 1981, and the M Sc.
degree in systems science and mathematics from
Washington University, St Louis, MO, in 1983
He is currently a doctoral candidate in the
Department of Systems Science and Mathematics
He has been worlung on a U S Department of
Energy project on fast monitoring the transient
stability of large power systems His research interests include geometric
control systems theory and applications, large electric power systems, digital
systems, and signal processing.

Garng Huang (S76-M80-SM85) received the

B S E E and M S E E degrees from National
Chiao Tung University, Hsinchu, Taiwan, R 0 C ,
in 1975 and 1977, respectively, and the D Sc
degree from the Department of Systems Science and
Mathematics. Washington Universitv. St Louis.
MO, in 1980
Since then he was teaching at Washington
University until 1984 He is currently at Texas
A&M Univenity, College Station, as an Associate
Professor. He has been working on many U.S.
Department of Energy and National Science Foundation funded projects in
emergency control of large power systems, HV-AC-DC compound power
systems, on-line detection of system instabilities, on-line stabilization of large
power system, etc. His research interests are in large-scale nonlinear control

Tin-Chi Leung was born in Hong Kong, on

November 1, 1956. He received the B.Sc. and
M.Phil. degrees in mathematics from the Chinese
University of Hong Kong, in 1980 and 1982,
respectively.
He is currently a doctoral candidate and Research
Assistant in the Department of Systems Science and
Mathematics, Washington University, St. Louis,
MO. His research interests include reduction of
large-scale dynamic systems, stability theory, and
their application to large electric power systems