Application of an Improved Mayr-Type Arc Model in Pyro-Breakers Utilized in Superconducting Fusion Facilities

Jun He, Ke Wang and Jiangang Li
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Jun He: Key Laboratory of Optoelectronic Devices and Systems of Ministry of Education and Guangdong Province, College of Physics and Optoelectronic Engineering, Shenzhen University, Shenzhen 518060, China
Ke Wang: Advanced Energy Research Center, Shenzhen University, Shenzhen 518060, China
Jiangang Li: Advanced Energy Research Center, Shenzhen University, Shenzhen 518060, China

Energies, 2021, vol. 14, issue 14, 1-11

Abstract: Pyro-breaker, a fast-responding, highly reliable and explosive-driven circuit breaker, is utilized in several Quench Protection Systems (QPS). The commutation process and its parameters are the main technical considerations in the process of designing a new pyro-breaker. The commutation parameters, such as the commutation time and the current change rate, are not only determined by the electrical parameters of the commutation circuit but also the arc behavior during the operation. The arc behavior is greatly affected by the structure and the driving mechanism of the Commutation Section (CS) in the pyro-breaker. The arc model was developed decades ago and the black-box arc model is considered a valid method to study arc behavior. In this paper, the Schavemaker black-box arc model, an improved Mayr-type arc model, is applied to study the commutation process of a newly designed pyro-breaker. Unlike normal circuit breakers, the arc discussed in this paper is discharged in deionized water. A parameter selection method is proposed. The practicability of the method is verified by numerical calculation in Power Systems Computer Aided Design (PSCAD) and experimentally.

Keywords: black-box arc model; DC circuit breaker; PSCAD; pyro-breaker (search for similar items in EconPapers)
JEL-codes: Q Q0 Q4 Q40 Q41 Q42 Q43 Q47 Q48 Q49 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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