Crank-Nicholson scheme based wind speed modeling

Analysis of wind speed fluctuation characteristics is very important for the study of the dynamic process of power system with wind power and the long-term economic scheduling of wind farm. This study aims to establish a wind speed model which reflects the wind speed fluctuation characteristics. The stochastic partial differential equation is applied to simulate wind speed and its variation. Using the static distribution of wind speed obtained from the sampled data, the probability density of increment of wind speed and its dynamic Fokker Planck Kolmogorov equation are obtained. The Crank-Nicholson difference scheme is employed to solve the dynamic Fokker Planck Kolmogorov equation, and the sequence of the wind speed, which fluctuates randomly, is built. The power spectral density (PSD) of the obtained wind speed sequence is analyzed. The results demonstrate that the PSD of the sequence of the wind speed built using the proposed method is very close to those measured. The effectiveness of the proposed method is validated.