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Error Analysis

Dr. Hina Dutt discusses error analysis in measurements and calculations. There are different types of errors including absolute error, relative error, gross error, round-off error, and truncation error. Relative error normalizes the error to the measured value. Truncation error occurs when an infinite series is approximated with fewer terms. Taylor and Maclaurin series can be used to approximate functions and calculate truncation error bounds. Examples show calculating errors and approximating functions using Taylor/Maclaurin series.

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Dr. Hina Munir Dutt
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20 views

Error Analysis

Dr. Hina Dutt discusses error analysis in measurements and calculations. There are different types of errors including absolute error, relative error, gross error, round-off error, and truncation error. Relative error normalizes the error to the measured value. Truncation error occurs when an infinite series is approximated with fewer terms. Taylor and Maclaurin series can be used to approximate functions and calculate truncation error bounds. Examples show calculating errors and approximating functions using Taylor/Maclaurin series.

Uploaded by

Dr. Hina Munir Dutt
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Error Analysis

Dr. Hina Dutt

hina.dutt@seecs.edu.pk
SEECS-NUST
Introduction
• The knowledge we have of the physical world is obtained by
doing experiments and measurements. In this course, we
analyze such data and draw conclusions from it.
• In doing this it is crucial to understand that all measurements
of physical quantities are subject to uncertainties. It is never
possible to measure anything exactly.
• It is good to make error as small as possible, but it is always
there. And in order to draw valid conclusions, the error must
be indicated and dealt properly.
Absolute Error
Absolute error is the discrepancy between the true and
approximated value.

A shortcoming of this definition is that it takes no


account of the order of magnitude of the value under
examination.
Relative Error
One way to account for the magnitudes of the quantities being
evaluated is to normalize the error of the true value that is called
True Fractional Relative Error.
Relative Error
For numerical methods, the true value will be known only when we
deal with functions that can be solved analytically. However, in real
world applications, we will obviously not know the true answer as
prior.
For these situations, an alternative is to normalize the error using the
best available estimate of the true value, that is, to the approximation
itself, as

𝜀 𝑎= |
Current approximation − previous approximation
current approximation |
Example
Suppose that we have the task of measuring the lengths of a bridge and a rivet
and come up with 9999 and 9 cm, respectively. If the true values are 10,000 and
10 cm, respectively, compute
a) The true error
b) True percent relative error
Solution:
a) For bridge
For rivet
b) For bridge
For rivet
So measurement of bridge is more accurate than rivet.
Sources of Error
Gross Error

Round-Off Error

Truncation Error
Gross Error
Gross Error are either caused by human
mistakes or by the computer.
Round-off Error
Round-off Error is introduced by rounding-off
numbers to a limited number of decimal places.

In order to obtain a smaller error as a result of rounding-off


error, we apply the next rules when performing manual
calculations.
Rules of Rounding off
• If the first discarded digit is less than 5 the previous digit is
unchanged.
56.44 becomes 56.4

• If the first discarded digit is greater than 5 the previous


digit is increased by 1.
56.47 becomes 56.5

• If the first discarded digit is exactly 5 the previous digit is


increased by 1 if it odd and is unchanged if it is even.
56.45 becomes 56.4
56.75 becomes 56.8
Truncation Error
Truncation Error arises when we replace one infinite series by
another with fewer terms. In analyzing errors arising from the
truncation of series, several types of series expansions can be
considered. These include the following.
• Binomial expansion
• Infinite geometric progression
In this course, we will
• Taylor or Maclaurin Series consider only
Taylor/Maclaurin series.
Taylor Series
• Taylor Series is considered to be the foundation of Numerical
Techniques.
• Taylor Series approximates values of trigonometric,
exponential, logarithmic and other functions about a point
by means of an infinite series/polynomial.
Taylor Series; Definition
Let be a function that is infinitely differentiable on an interval containing . Then
for each positive integer , the value of at is given by

Where is the remainder term and is included to account for all terms from to
infinity.

For some unknown number which lies between .


Taylor Polynomial
• If we approximate by first terms then the maximum error introduced
in this series is given by the remainder .
• If is omitted then

is called Taylor Polynomial Expansion of and is called Truncation Error.


Maclaurin Series
When in Taylor series, we get Maclaurin series and Maclaurin
polynomials, i.e,

where

For some unknown number which lies between .


Note

Notice that the first-order Taylor polynomial

is the same as the linearization of at .


Example 1
To illustrate these ideas,
let’s take another look at the
graphs of and its first few
Taylor polynomials.
Example 1
The graph of T1 is the tangent
line to
at

This tangent line


is the best linear
approximation to
near
Example 1
• The graph of is the parabola

• The graph of is
the cubic curve

This is a closer fit


to the curve
than .
Example 1
The values in the table give a
numerical demonstration of the
convergence of the Taylor
polynomials to the function .
Example 1
When , the convergence is very
rapid.
When , however, it is somewhat
slower.

The farther is from ,


the more slowly
converges to .
Example 2
a) Obtain a second degree polynomial approximation to the
function , using Taylor series about . Calculate the truncation
error bound for .
b) Approximate . (Perform Calculations up to 4 decimal places).
Example 3
Write Maclaurin’s series for . Calculate with an error of less than
()
Example 4
Given
Find third Taylor polynomial of about .
For approximately what values of can you replace by with an error
of magnitude not greater than .
Example 5
a. What is the maximum error possible in using the approximation

when
b. Use this approximation to find correct to six decimal places.
c. For what values of is this approximation accurate to within
Answers
Example 1: Solved
Example 2: a) b)
Example 3:
Example 4:
Example 5: a) b) , c)

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