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CH#1 Error Analysis & Difference Operators-06-03-2023-Fisrt-Form

This document discusses three types of errors in numerical computation: inherent errors, truncation errors, and round-off errors. It provides examples and explanations of each type of error. Rules for significant figures and the propagation of errors in arithmetic operations like addition, subtraction, and multiplication are also covered. The key types of errors - inherent, truncation, and round-off - are defined and explained with examples in the first three sentences.

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0% found this document useful (0 votes)
82 views66 pages

CH#1 Error Analysis & Difference Operators-06-03-2023-Fisrt-Form

This document discusses three types of errors in numerical computation: inherent errors, truncation errors, and round-off errors. It provides examples and explanations of each type of error. Rules for significant figures and the propagation of errors in arithmetic operations like addition, subtraction, and multiplication are also covered. The key types of errors - inherent, truncation, and round-off - are defined and explained with examples in the first three sentences.

Uploaded by

Syed Huzaifa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 66

Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

CHAPTER # 1
ERROR ANALYSIS
&
DIFFERENCE OPERATORS

Dr. Jamil Book Series 1 Page 1


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

CHAPTER # 1
PART-I: ERROR ANALYSIS
Nature or types of errors:-

The problems in applied mathematics, engineering and sciences ultimately converge to the
problems for finding the numerical results or numbers satisfying some kind of equations
under prescribed data. The checking procedures are adopted to eliminate all mistakes
whether these are human, due to the computer or technical, due to the calculating device.
Even when all such mistakes have been eliminated from a computation, the solution is not
generally exact on account of inherent errors of various types. The error in numerical
computation can enter in three different ways:
1): Inherent or propagation error,
2): Truncation errors,
3): Round-off errors.
1): Inherent Errors (Propagation or inherited errors):-

These errors are


1): Due to the supplied data which take part in our numerical calculation throughout,
2): Due to the approximate nature of the applied formula used in the solution and
3): It is caused by the use of previous points calculated by the computer which already
have errors.

2): Truncation Error:-


The truncation error may occur as the result of replacing an infinite process by a finite one.
For example, such error appears when a definite integral is computed by Simpson’s rule or
when a differential equation is solved by some difference method. This error is not machine
– caused but is due to the method.
Example #1:-
The infinite series expansion of in term of Maclaurin’s series is given by

( )
( )

If we approximate by the finite sum

Dr. Jamil Book Series 1 Page 2


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

( )

Then , the remainder after terms (from Maclaurin’s theorem), constitute the
truncation error given by

( ) ( )

Example #2:-
Let ( ) be a continuously differentiable function in the domain. Then by definition of
derivative, we have

( ) ( )
( )

( ( ))
( )

So, if we write
( ) ( )
( )

( ) ( )

We commit an error, arising through the replacement of the infinitesimal process of


calculating the differential coefficient by the finite process of calculating simply the
difference quotient (average): Such an error is also a truncation error . We write:

( ) ( )

3): Round-off Errors:-


These error are unavoidable in most of the calculations since some of the quantities in the
calculations will be non-terminating decimals and for practical reasons only certain
number of figures will be carried in a calculation. These are due to the fact that in
computational work we have to deal with approximations.
Example #3:-
Consider and round-off it up to 3 decimal places, we get then
The difference that is the number is called
Round-off error. This is occurred due to Rounding-off a number.

Dr. Jamil Book Series 1 Page 3


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Round-off Rules:-
To round-off a number to significant digits, discard all digits to the right of the
digit, and if this discarded number is:
1): less than half a unit in the place, leave the digit unaltered.
2): greater than half a unit in the place, increase the digit by unity.
3): exactly half a unit in the place, increase the digit by unity if it is odd, otherwise
leave it unchanged.
The number thus rounded-off is said to be correct to significant figures.

Rounding off a numerical value to specified numberof decimal places


Numerical Value Rounded-off up to Round-off value

Dr. Jamil Book Series 1 Page 4


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Significant Figures
Numerical Value Significant Figures

Rule-1:- Non-zero digits are significant:

Rule-2:- Zeros between non-zero digits are significant:

Rule-3:- If zeros are not between non-zero digits, then they are not significant:

Rule-4:- Final zeros are significant:

Rule-5:- Initial zeros are not significant:

Miscellaneous Examples:-

Dr. Jamil Book Series 1 Page 5


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Significant Errors:-
This is also a computational error and enters in a computation due to the loss of significant
digits. This type of error usually occurs in two cases:
1): When almost two equal numbers be subtracted.
2): When a number is divided by a very small number.

Example # 4:-
Consider almost two equal numbers of eight significant figures as and
, then

Now it is clear that has only two significant figures namely and .
Therefore losses six significant digits though and are both of eight significant
digits. If this value of be used in further computation the subsequent result must be
affected by a serious amount of errors.
Example # 5:-
As another example, we consider a function

( )

Now we consider a number , such that is very small with


respect to dividend . Now

( )
( )

If we take i.e., if has an error in the place, then

( )
( )

From above two calculations, it is clear that the error in computed value of ( ) occur in
the significant digit corresponding to the error in at the place. This error ccurs
due to the loss of significant figures.

Rules of modren Arthmetics:-


In modern arithmetical computation, the following rules should be followed.
1): For addition:-
a): The numbers which are least number of correct significant figures should be kept
unchanged.

Dr. Jamil Book Series 1 Page 6


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

b): The rest numbers should be rounded-off to one or two decimal places relative to those
which are least number of correct significant figures.
c): Then the number so obtained be added and then rounded-off the added number by
retaining as many significant figures as there are in the least accurate number among the
given numbers.
2): For subtraction:-
When the subtraction of two approximate number is required, both the number should be
rounded-off to same decimal places at first, then after the numbers should be subtracted.
3): For multiplication:-
In this case the rules are same as was followed for addition.
Example # 6:-
Find the Sum of the approximate numbers:

Solution:-
The least accurate numbers are Rounding-off the remaining numbers
to two decimal places, we have

Example # 7:-
Subtract the approximate number from .
Solution:-
We first round-off the number correct to two decimal places, then

Example # 8:-
Find the Product of
Solution:-
We have:

× ×

HW Problem # 1:-
The following numbers are correct up to last digit. Find the sum and Product:
a): 1.3526, 2.00462, 1.532, 28.201, 31.0012
b): 0.532, 7.46571, 1.501, 3.62102
c): 5.2146, 20.12, 11.2356, 1.8948
Answer:-
Sum: a): 64.091 b): 13.120 c): 38.46
Product: a): b): c):

Dr. Jamil Book Series 1 Page 7


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Absolute, Relative and Percentage Error


1): Absolute Error :-
The absolute error is defined as the difference between its true value and its
approximate value i.e.

| |

2): The Relative Error :-


The relative error of a number is known as the absolute error divided by its true value i.e.

| |

3): The Percentage Error :-


The percentage error is defined as the relative error multiplied by i.e

| |

Example:-
If , then its 3-Decimal Places Round-off number is

( )

Similarly, the 3-Significant Digits Round-off number of is

( )

This Example yields that in general the 3 Decimal Places Round-off number is NOT equal
to 3 Significant Digits Round-off number.

Theorem - 1:-
If is a true number and its -Decimal Places Rounding-off number is (
| |) the Absolute Error is given by

Dr. Jamil Book Series 1 Page 8


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Theorem - 2:-
If is a true number and its -Significant Digits Rounding-off number is (
| | ) the Relative Error is given by

( )

where is the First Significant Digit in the number (either in true or approximate
number ).

Note:-
1): ( ) 2): ( ) 3): ( ) 4): ( )

Here “or” is actually “OR GATE”.

Example # 9:-
Let a number ( ) be rounded to ( ) correct to decimal
places, then absolute error is

Verification:-
From theorem -1, we have (here ):-

Hence theorem – 1 is verified. Now

From theorem – 2, we have (here ):-

Hence theorem – 2 is verified.


Example # 10:-
Write down the approximate representation of correct to four significant figures and
then find:

Dr. Jamil Book Series 1 Page 9


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

1): Absolute error


2): Relative error
3): Percentage error
Solution:-
The four significant figures representation of is

) | | | |

Verification:-
From theorem – 1, we have (here ): -

Hence theorem -1 is verified


From theorem – 2, we have (here )

Hence theorem -2 is verified.

HW Problem # 2:-
Find the Relative Percentage Error in approximate representation of 4/3 by 1.33 and verify
theorem-1 and theorem-2.
Answer:-

Example # 11:-
Find the number of Significant Figures in Approximate number if:
) given its absolute error as .

) given its relative error as .

) given its absolute error as .

Dr. Jamil Book Series 1 Page 10


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Solution:-
a): Here

Then by theorem – 1, is correct to two decimal places that is is


correct to -significant figures.
b):We have

Thus, by theorem -1, the Approximate number is correct to three decimal places is
. Thus, the number of significant figures in is 5.
c): Here

Thus, by theorem – 1 the number is correct to two decimal places. Hence the number of
significant figures is 2.

HW Problem # 3:-
Determine the number of correct Significant Digits in the numbers given that:
a):
b):
c):
Answer:-
a): 2 b): ??? c): ???

Example # 12:-
If and be the absolute error in and , find the
relative error in computation of
Solution:-
Here

The result has an absolute error.

( )

Therefore, relative error in is

Dr. Jamil Book Series 1 Page 11


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

( )

which is the required error in

Note:-
We have

( ) ( )

Example # 13:-
If ( ) , find the Percentage Error in at , if the error in is
Solution:-
We have

( )

At and , we have

( ( ) )

and

( ) ( )

Thus, percentage error in is (note that we are interested in only quantity of error.

| | | |

Example # 14:-
If ( ) , find the relative and percentage error in ( ) for , if error
in .
Solution:-
The error in computation of ( ) is given by

Dr. Jamil Book Series 1 Page 12


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

( ) ( )
( )

( ) ( )
At , the absolute error is computation ( )

( ) ( ( ) )

and

( ) ( ) ( ) at

Therefore, percentage error is


( )
| |
( )

HW Problem # 4:-
The discharge Q over a notch for head H is calculated by the formula where
,
is a given constant. If the head is and an error of possible in its
measurement, estimate the percentage error in computing the discharge.
Answer:-

Example # 15:-
The exponential function ( ) can be expand as

( )

Find , the number of terms, such that their sum yields the value of correct to 8 decimal
places at .
Solution:-
The error term (i.e., remainder term): is given by

At and for maximum absolute error, we put θ = 1, then

Then relative error in when , is given by

Dr. Jamil Book Series 1 Page 13


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

For an decimal accuracy at , we must have

The least value of the that satisfy above equation is Thus, we need to take
terms of the exponential series in order that its sum is correct to decimal places.

Total Differential Coefficient:-


If ( ), then its total Differential coefficient is defined as:

With the help of total differential coefficient, we can calculate change, error, accuracy and
increment etc. For example in the language of Error analysis, we can write it as:

Now, we will discuss it applications in Error analysis in the following.

General Error Formula


Let

( )

Be a function of several variables ( ) and let the error in each be .


Then the Absolute Error in is given by total differential coefficient as

The formula for the relative error follows immediately, we get

Dr. Jamil Book Series 1 Page 14


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Example # 16:-

Find the Maximum Percentage Error in , where and

Solution:-
We have given

and

and we have to determine


From general formula of error, we have

where,

Then

In general, the error and may be or , and hence, we take the absolute
values of the terms on right side and using
(| | | | | | | | | | | || || |).
This gives

| | | |

| | | | | |

At and we have

( )

Since
( )( )

Dr. Jamil Book Series 1 Page 15


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Then the relative error is given by

Example # 17:-

If the kinetic energy , find the Absolute Error and Percentage Error in as have
true value 49.5 and approximate value 49 and have true value and approximate
value .
Solution:-
We have given

and

and

| | | |

and we have to determine


From general formula of error, we have

( ) ( )

( ) ( )

Then the relative error is given by

( ) ( ) ( ) ( )

Then the Percentage error is given by

( ) ( ) ( )

Dr. Jamil Book Series 1 Page 16


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Example # 18:-
The power required to propel a ship of length with a velocity is given by
where is constant. Find the Percentage Error in Power if percentage error in
velocity is and in length is .

Solution:-

We have given
, and

In order to calculate Percentage Error in Power that is first we calculate

Absolute Error in as

For Relative in we have

Then the Percentage error is given by

( ) ( )

( ) ( )

( ) ( )

Example # 19:-
If , find the Maximum Percentage Error in when error in
respectively are equal to .

Solution:-
We have given
and .

and we have to determine


From general formula of error, we have

Dr. Jamil Book Series 1 Page 17


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

where,

Then

In general, the error and may be or , and hence, we take the absolute
values of the terms on right side and using
(| | | | | | | | | | | || || |).
This gives

| | | |

| | | | | |

At and we have

( )( )( ) ( )( )( ) ( )( )( )
* +( ) * +( )* +( )

( )( ) ( )( ) ( )( )

and
( )( )( )

Then the Relative error is given by

and Percentage error is given by

HW Problem # 5:-
Suppose is a function of five different measurable quantities and is given by

Find an upper limit to the Relative Error in measure of


Note:- The upper limit of is if or

Dr. Jamil Book Series 1 Page 18


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Answer:-
The upper limit of the relative error in is: | | | | | | | | | | that is

| | | | | | | | | |

Example # 20:-
Find the possible Percentage Error in computing the parallel resistance of these resistance
from the formula . If are each in the error by plus .

Solution:-
We have given

and we have to determine


From general formula of error, we have

Since

( ) ( )

Similarly, we get

Then

( ) ( ) ( ) ( )

( ) ( ) ( ) ( )

( ) ( )( )

Dr. Jamil Book Series 1 Page 19


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

( ) ( )

Example # 21:-
The voltage across a resistor is measured with error , and the resistance is measured
with an error . Show that the error in calculating the power generated in the
resistor is ( ). If can be measured to an accuracy of and to an accuracy
of . What is the approximately possible Percentage Error in .
Solution:-
We have given

, we have to show that: ( ) and we have to


determine when

From general error formula, we have

Since we have

( )

This prove the result. The above expression can be written as

( )

( )

Dr. Jamil Book Series 1 Page 20


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

HW Problem # 6:-
The Deflection at the centre of a road of length and the diameter of supported at its
ends and loaded at the centre with a weight varies as
( ).What is the Percentage
Error in the deflection corresponding to the percentage error in and of and
respectively.
Answer:-

HW Problem # 7:-
The diameter and altitude of a can in the shape of a right circular cylinder are measured as
and respectively. The possible error in each measurement is . Find
approximately the Maximum Percentage Error in the computed value for the Volume and
the Lateral Surface. (Note:- )
Answer:-
.

Dr. Jamil Book Series 1 Page 21


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Numerical stability & ill-condition


Sensitivity of the solution w.r.t. errors in the data
1): Well-conditioned or stability:-
A problem is well- conditioned if small errors in the data produce small errors in the
solution.

2):Ill-conditioned or instability:-
A problem is well- conditioned if small errors in the data produce large errors in the
solution.

The condition:-
The term condition is often used to describe the sensitivity of a function ( ) to small
changes in the argument . It is measured by the maximum relative change in ( ) due to
unit relative change/error in the argument.
Let ∆ ( ) be the increment/error in the ( ) due to small increment in . The
condition of ( ) at , may be expressed as:

( )
| |

Dr. Jamil Book Series 1 Page 22


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

( ) ( )
| |

( )
| ( )
|

Since

( ) ( )
( )

( )
| |
( )

A large value of the condition indicates that ( ) is highly sensitive near , and it is termed
ill-condition.
Note that a function may be ill-condition near a particular point but well-conditioned at
other points.
Example # 22:-
The function ( ) , is ill-conditioned near and well-conditioned at .

At :-
Since ( ) then

( )
| | | | | |
( )

| | | | | |
( ) ( )

Which grows unbounded as . Hence ( ) is ill-conditioned at .

At :-

We have

| | | | | |
( ) ( )

Which is finite as . Hence ( ) is well-conditioned at

Example # 23:-
Check whether ( ) and ( ) are well-conditioned or ill-conditioned at
and

Dr. Jamil Book Series 1 Page 23


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Solution:-
1): For ( ) :-
We have ( ) , then
( )
| | | |
( )

| |

At :-
At , form therefore apply L’hopital theorem, we get

| | | |

| | | |

Hence ( ) is well-conditioned at .

At :-

| | | |

Hence ( ) is well-conditioned at

2): For ( ) :-
We have ( ) , then
( )
| |
( )
( )
| | | |

| |

At :-
| |

Hence ( ) is well-conditioned at
At :-

| |

Hence ( ) is ill-conditioned at .

Dr. Jamil Book Series 1 Page 24


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Numerical Algorithms & Flow charts


1): Algorithms:-

An algorithm for solving a problem is a finite sequence of simple instruction which, when
followed yields the solution of the problem.

2): Flow charts:-


Graphical or diagrammatic representation of an algorithm is a flow chart, which its
representation in a programming language is a program.

3): Flowchart Keys:-

1. Start/End

2. Process or
task

3.
Decision
s

Input/
4.
Outpu
t

5. Sequence

Example # 24:-
Given a real number , to compute the absolute value | |.
Solution:-
Algorithm: Absolute Value Computation:-
Input :
Output : | |
Method :
1. Test if true, then , terminate.
Otherwise
2.

Dr. Jamil Book Series 1 Page 25


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

“Flow chart:- Absolute value computation”

Start

Input 𝒙

NO YES
𝒙 𝟎

𝑬 𝒙 𝑬 𝒙

Print 𝑬

End

Dr. Jamil Book Series 1 Page 26


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Example # 25:-
“Input Output flow chart”

Start

Input
Temp

NO YES
Temp 𝟑𝟐

Print “below Print “above


freezing” freezing”

End

Dr. Jamil Book Series 1 Page 27


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Example # 26:-
“Order Processing in E-Commerce”

Start

Receive order
via e-mail

Copy and paste e-mail


data into database.

Shipping YES
involved

Print invoice
NO and UPS lable.

Send e-mail to confirm


shipping.

Assemble Package and ship

End

HW Problem # 8:-
Draw a flow chart of software development.
Answer:-

Dr. Jamil Book Series 1 Page 28


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

CHAPTER # 1
PART-II: DIFFERENCE OPERTORS
Introduction:-
Let us consider a function , defined in . Let us consider the consecutive
values of differing by equal length i.e.

OR

Let the corresponding values of the functions respective are:

Then the values of are called the Arguments or Nodes and the values of the function
corresponding to the arguments are called Entries. Let the following data, we
have given:

“Table of values”
. .
. .
. .

. .
. .
. .

Dr. Jamil Book Series 2 Page 29


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Difference Operators
1): Forward difference Operator (Capital Delta):-
The first order forward difference operator is denoted by and defined by:

(What about )
The second order forward difference operator is defined by:

In the same way, the order forward difference operator is defined as follows:

In general,

Forward difference table”

Dr. Jamil Book Series 2 Page 30


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Important Note:-
In forward difference table the upper diagonal is conserved/constant with respect to initial
value

Example # 27:-
Construct forward difference table for the following data:

Solution:-
“Forward difference table”

We have from above table:


, , , , , and .

Example # 28:-
Express and , in terms of the value of the function .
Solution:-
We have

Dr. Jamil Book Series 2 Page 31


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

(1)
and

(2)

Now, From and , we arrive at the following results:

where

HW Problem # 9:-
Express and in terms of the values of the function .
Answer:-

2): Backward difference operator (Del):-


The first order backward difference operator is denoted by and defined by:

(What about )

The second order backward difference operator is defined by:

Dr. Jamil Book Series 2 Page 32


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

In the same way 3rd order backward difference operator is defined by:

In general,

“Backward Difference table”

Important note:-
In forward difference table the lower diagonal is conserved/constant with respect to final
value .

Example # 29:-
Construct backward difference table for the following data:

Solution:-

Dr. Jamil Book Series 2 Page 33


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

“Backward difference table”

We have (Since here): , , , , ,

Example#2 (H.W):-
Construct:
a): Forward difference table for:

b): Backward difference table for:

3): Central Difference operator (Small Delta):-


The first order central difference operator is denoted by and defined by:
=
=
=

Similarly, higher order central differences are defined as follows:

Dr. Jamil Book Series 2 Page 34


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

= -

= -

. .

Central Difference Table

HW Problem # 10:-
Construct:
a): Forward difference table for:

2.0 2.1 2.2 2.3 2.4 2.5 2.6


0.6020 0.6128 0.6232 0.6335 0.6434 0.6532 0.6628

b): Central difference table for:

0.00 0.50 1.00 1.50 2.00 2.50 3.00


0.000 0.191 0.341 0.433 0.477 0.494 0.499

c): Backward difference table for:

3.1 3.2 3.3 3.4 3.5 3.6 3.7


0.49136 0.50515 0.51851 0.53148 0.54407 0.55630 0.56820

Dr. Jamil Book Series 2 Page 35


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

4): Shift operator E (or Translation or Displacement):-


The shift operator E is defined by

Similarly, higher order shift operator is defined by

In general

We have

, ,…, =

and
, and so on.
The inverse operator is defined as:

and

5): Average Operator :-


The average operator is defined as

[ ( ) ( )]

Similarly,

[ ( ) ( )]

6): Differential Operator :-


The differential operator is defined as

Dr. Jamil Book Series 2 Page 36


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

7): Unit Operator 1:-


The unit operator is such that

8): Zero Operator 0:-


The zero operator is such that

Properties of Operators:-
1): Linear Property:-
The operators , , , , , and are all linear i.e., they satisfy:

Examples:-
Differential and integral operators are linear. Since

1): +

∫ ∫ + ∫

1): Distributive over addition property:-


These operators satisfy distributive over addition property, that is

Dr. Jamil Book Series 2 Page 37


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

“Relations among the operators”


1): Relation between and :-

By the definition of forward difference operator, we have:

Thus

Here is unit operator.

2): Relation between and :-

By the definition backward difference operator,

We have

Thus,

Where is the unit operator.

3): Relation between and :-


By the definition of central difference operator, we have

( ) ( )

( )

Thus

Dr. Jamil Book Series 2 Page 38


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Now

and

Hence

4): Relation between and :-


By the definition of average operator, we have

[ ( ) ( )]

[ ]

[ ]

Thus

[ ]

5): Relation between and :-


By the definition of differential operator, we have

and so on.
Using Taylor’s series expression, we have

* +

Dr. Jamil Book Series 2 Page 39


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Thus

Again

Now consider,

Since

* +

Example# 30:-

Prove that:

Proof:
We know that:

Hence

Now

[ ][ ]

( )

Hence

Dr. Jamil Book Series 2 Page 40


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Example # 31:-
Show that the operators and are Commutative.
Proof:-
By the definition of operators and , we have

[ ] (1)

* ( ) ( )+

While

[ ] [ ] (2)

Equating (1) and (2) , we have

Thus

Therefore, the operators and are commutative.

Example # 32:-
Prove that:

( )

Proof (1):-
By the definition of operators, we have

[ ][ ] ( )

Therefore

1+( 1+

(1)

Now, consider

Dr. Jamil Book Series 2 Page 41


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

1+ ( )

( ) (2)

Equating (1) and (2) , we get

( )

Proof (2):-

By definition of operators, we have

( ) ( ) ( )

Proof (3):-

By definition of operator, we have

( ) √ ( )
( )

( )√

√( )
( )

( )( )

Hence

Dr. Jamil Book Series 2 Page 42


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Proof 4):-
We have

( )( )=

* +

Proof (5):-
We have

( )( )=

HW Problem # 11:-
Prove that:

HW Problem # 12:-
Prove that:

√ ( )

Example # 33:-
Find:
Proof (a):-
By definition of forward operator, we have

[ ]

Dr. Jamil Book Series 2 Page 43


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Proof (b):-
By definition of forward operator, we have

Since * +

[ ]

[ ]

Example # 34:-
Evaluate (taking 1 as the interval of differencing):

* + * +

Solution (a):-

By the definition of forward operator, we have

[ ] [ ]

[ ] [ ]

[ ] [ ] [ ]

[ ] [ ] [ ]

Since interval of differencing is mean’s .

[ ] [ ]

Solution (b):-
By the definition of forward operator, we have

* + =

Then

[ ]

Dr. Jamil Book Series 2 Page 44


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

[ ]

[ ]

Similarly, we can get

[ ]

Example # 35:-
Evaluate:

( )

Solution:-
Let be the interval of differencing, then

( )

( )

( )

( )

( )

( )

( )

( )

Note:-
If , then

( )

Dr. Jamil Book Series 2 Page 45


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Example # 36:-
Prove that:
Proof:-
By the definition of forward operator, we have

Hence

Example # 37:-

Given . Find

Solution:-

We have

[ ( ) ( ) ( ) ]

Example # 38:-

Given Find

Solution:-

We have

Dr. Jamil Book Series 2 Page 46


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

[ ( ) ( ) ( ) ( ) ]

[ ]

Substituting values, we get

Hence

Example # 39:-
Prove that:

[ ]

Proof (a):-
By the definition of forward operator, we have

Hence

Proof (b):-

By the definition of forward operator, we have

[ ]

[ ]

[ ]

[ ]

Dr. Jamil Book Series 2 Page 47


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Hence

[ ]

HW Problem # 13:-
Taking 1 as the interval of differencing, Prove that:

Dr. Jamil Book Series 2 Page 48


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

EXCERCISE -1
Question # 1:-
Round off the following numbers correct up to 4-significant figures:
a): 2.56235 b): 0.34026 c): 4.50089
d): 0.000243468 e): 2456.782 f): 1.3456
g): 2.5555 h): 8.0008
Answer:-
a): 2.562 b): 0.3403 c): 4.501
d): 0.0002435 e): 2457 f): 1.346
g): 2.226 h): 8.001

Question # 2:-
Round-off the following numbers correct up to 3-decimal places
a): 2.46289 b): 0.46999 c): 0.0035869
d): 0.0015 e): 1.46294 f): 1.35008
Answer:-
a): 2.463 b): 0.470 c): 0.004
d): 0.002 e): 1.463 f): 1.350

Question # 3:-
The following numbers are correct up to last digit. Find the sum
a): 1.3526, 2.00462, 1.532, 28.201, 31.0012
b): 0.532, 7.46571, 1.501, 3.62102
c): 5.2146, 20.12, 11.2356, 1.8948
Answer:-
a): 64.091 b): 13.120 c): 38.46
Question # 4:-
If are true value, approximate value, absolute error, relative error
and percentage error respectively:
a): Given . Find

b): Given Find


c): Given . Find

Answer:-
a): ,
b):
c):

Dr. Jamil Book Series 2 Page 49


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 5:-
Find the Relative Error in computation of for having
absolute errors respectively.
Answer:-

Question # 6:-
If 5/6 be represented approximately by 0.8333, find
a): Absolute error
b): Relative error
c): Percentage error and also verify theorem-1 and theorem-2.
Answer:-
.00004,

Question # 7:-
Find the Relative Percentage Error in approximate representation of 4/3 by 1.33.
Answer:-

Question # 8:-
Let a number 345.26132 be rounded to 345.261 correct to 3-decimal places, then find
1): Absolute error
2): Relative error
3): Percentage errors and also verify theorem-1 and theorem-2.
Answer:-

Question # 9:-
Write down the approximate representation of 2/3 correct to 4 significant figures and then
find:
1): Absolute error
2): Relative error
3): Percentage error and verify theorem-1 and theorem-2
Answer:-

Dr. Jamil Book Series 2 Page 50


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 10:-
Find the number of Significant Figures in:
a): given its absolute error as
b): given its relative error as
c): given its absolute error as
Answer:-
a): 4-significant figures b): 4-significant figures c): 2-significant figures

Question # 11:-
If be the absolute error in , find the
Relative Error in computation of .
Answer:-

Question # 12:-
Determine the number of correct Significant Digits in the numbers given its absolute
error
a):
b):
c):
Answer:-
a): 2 b): ??? c): 4

Question # 13:-
Determine the number of correct digits in the number given its relative error
a):
b):
c
Answer:-
a): b): c):

Question # 14:-
Find the number of Significant Figures in , given its relative error as
.
Answer:-
3-signifcant figures

Dr. Jamil Book Series 2 Page 51


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 15:-
If , find the Percentage Error in at if the error in is
Answer:-

Question # 16:-
If , find the Relative Percentage Error in for if error in

Answer:-

Question # 17:-
Find the Percentage Relative Error in , where and

Answer:-

Question # 18:-

The period of a simple pendulum is √ . Find the Maximum Percentage Error in


due to possible error up to in and in .
Answer:-
(Note: +ve For Maximum and –ve For Minimum)

Question # 19:-

If the kinetic energy , find the Absolute Error and Percentage Error in as have
true value 49.5 and approximate value 49 and have true value and approximate
value .
Answer:-

Question # 20:-
The power required to propel a ship of length with a velocity is given by

where is constant. Find the Percentage Error in Power if percentage error in


velocity is and in length is .

Answer:-
Percentage increase in =

Dr. Jamil Book Series 2 Page 52


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 21:-
Suppose is a function of five different measurable quantities and is given by

Find an upper limit to the Relative Error in measure of


Note:- The upper limit of is if or
Answer:-
The upper limit of the relative error in is: | | | | | | | | | | that is

| | | | | | | | | |

Question # 22:-
The exponential function can be expanded as

Find , the number of terms, such that their sum yields the value of correct up to 9
decimal places at .
Answer:-
We need to take terms of the exponential series in order that its sum is correct to 9
decimal places.

OTHER APPLIED PROBLEMS OF CHPTER # 1

Question # 23:-
The discharge Q over a notch for head H is calculated by the formula ,where
is a given constant. If the head is and an error of possible in its
measurement, estimate the percentage error in computing the discharge.
Answer:-

Question # 25:-
If . Find the Percentage Error in at , if the percentage error in is .

Answer:-

Question # 26:-
The error in the measurement of the Area of the circle is not allowed to exceed . How
accurately should the Diameter be measured?

Dr. Jamil Book Series 2 Page 53


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Answer:-

Question # 27:-
If , find the Maximum Percentage Error in when error in
respectively are equal to .

Answer:-

Question # 28:-
If and error in are respectively, at
. Calculate the Absolute and Percentage Error in the calculation of it.
Answer:-

Question # 29:-
Find the number of terms of the Exponential Series such that their sum gives the value of
correct to decimal places for all the value of in the range .
Answer:-
The number of terms in the exponential series should be
Question # 30:-
Find the possible Percentage Error in computing the parallel resistance of these resistance
from the formula . If are each in the error by plus .

Answer:-

Question # 31:-
The Deflection at the centre of a road of length and the diameter of supported at its
ends and loaded at the centre with a weight varies as
.What is the Percentage
Error in the deflection corresponding to the percentage error in and of and
respectively.
Answer:-

Question # 32:-

The Power dissipated in a resistor is given by . Find the Percentage Error in when
percentage error in is and is .

Dr. Jamil Book Series 2 Page 54


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Answer:-
.

Question # 33:-
The diameter and altitude of a can in the shape of a right circular cylinder are measured as
and respectively. The possible error in each measurement is . Find
approximately the Maximum Percentage Error in the computed value for the Volume and
the Lateral Surface. (Note:- )
Answer:-
.

Question # 35:-
In determining the Specific Gravity by the formula , where is the weight in air and
is the weight in water. can be read within and within . Find the
Maximum Error in if the error are and .
Answer:-
.

Question # 36:-
The voltage across a resistor is measured with error , and the resistance is measured
with an error . Show that the error in calculating the power generated in the
resistor is ( ). If can be measured to an accuracy of and to an accuracy
of . What is the approximately possible Percentage Error in .
Answer:-
error in

Question # 37:-
Find the possible Percentage Error in computing parallel resistance of two resistance
and from the formula , where and are both in error by each.

Answer:-

Question # 38:-
Check whether the function is well-conditioned or ill-conditioned at and

Answer:-
At :-

Dr. Jamil Book Series 2 Page 55


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Well-conditioned, since the condition= at

At

Ill-conditioned since condition as ⁄

Question # 39:-

Check whether the function and are well-conditioned or ill-


conditioned at

Answer:-
For :-
Well-conditioned at and
Well-conditioned at

For :-
Well-conditioned at and
Ill-conditioned at

Question # 40:-
Write:
1): Algorithm
2): Draw flow charts for each of the following:
a): Absolute value computation
b): Input and output flow chart
c): Order processing

Dr. Jamil Book Series 2 Page 56


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 41:-
Draw a flow chart of (Factorial):
Answer:-
“Flow chart of Factorial”

Dr. Jamil Book Series 2 Page 57


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 42:-
Draw a flow chart of software development.
Answer:-

Flow chart of software development

Dr. Jamil Book Series 2 Page 58


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 43:
Draw a flow chart of “Accounts Receivable.”
Answer:
“Flow chart of Accounts Receivable”

Dr. Jamil Book Series 2 Page 59


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

PART-II: DIFFERENCE OPERTORS


Question # 44:-
Construct:
a): Forward difference table for:

0 2 4 6 8
40 51.68 67.04 86.56 110.72

b): Backward difference table for:

10 20 30 40 50
1 1.3010 1.4771 1.6021 1.6990

Question # 45:-
Construct:
a): Forward Difference table for:

0.20 0.22 0.24 0.26 0.28 0.30

1.6596 1.6698 1.6804 1.6912 1.7024 1.7139

b): Central difference table for:

0 1 2 3 4 5 6
0 7 26 63 124 342 511

c): Backward difference table for:

0.1 0.2 0.3 0.4 0.5


2.74560 2.82922 2.97427 3.18993 3.49034

Question # 46:-
Construct:
a): Forward difference table for:

2.0 2.1 2.2 2.3 2.4 2.5 2.6


0.6020 0.6128 0.6232 0.6335 0.6434 0.6532 0.6628

b): Central difference table for:

0.00 0.50 1.00 1.50 2.00 2.50 3.00


0.000 0.191 0.341 0.433 0.477 0.494 0.499

c): Backward difference table for:

Dr. Jamil Book Series 2 Page 60


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

3.1 3.2 3.3 3.4 3.5 3.6 3.7


0.49136 0.50515 0.51851 0.53148 0.54407 0.55630 0.56820

Question # 47:-
Express and in terms of the values of the function
Answer:-

Question # 48:-
Express and in terms of the values of the function .

Answer:-

Question # 49:-
Prove that:

a):

Question # 50:-
Show that the operator and Commute.

Question # 51:-
Prove that:

a): 1+ ( )

Question # 52:-
Prove that:

Dr. Jamil Book Series 2 Page 61


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Question # 53:-
Prove that:

Question # 54:-
Evaluate:

[ ]
Answer:-
( )

( ) ( )

Question # 55:-
Prove that:

* +

[ ]

( ) ( ) taking

Question # 56:-
Prove that:

√ ( )

Question # 57:-
Evaluate (Taking 1 as the interval of differencing):

a): * + * +

Answer:-

Dr. Jamil Book Series 2 Page 62


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

[ ]

[ ]

Question # 58:-

Evaluate: ( )

Answer:-

( )

Question # 59:-
Prove that:

Question # 60:-
Given . Find
Answer:-

Question # 61:-
Given Find
Answer:-

Question # 62:-
Taking 1 as the interval of differencing, Prove that:

Question # 63:-
Given: , , , and .
Show that .

Dr. Jamil Book Series 2 Page 63


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

SUMMARY OF THE CHAPTER


Nature or types of errors:-
1): Inherent or propagation error,
2): Truncation errors,
3): Round-off errors.
4): Significant error
The infinite series expansion of in term of Maclaurin’s series is given by

Absolute, Relative and Percentage Error:-

| |

| |

| |

Theorem - 1:-
If a number be rounded to decimal places, the absolute error is given by

Theorem - 2:-
If a number be rounded to correct significant figures, then the relative error is given by

A General Error Formula:-

Dr. Jamil Book Series 2 Page 64


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

Note:-
1): | | | | | | | |
2): | | | || || |
Numerical stability & ill-condition:-
Well-conditioned or stability:-
A problem is well- conditioned if small errors in the data produce small errors in the
solution.
Ill-conditioned or instability:-
A problem is well- conditioned if small errors in the data produce large errors in the
solution.
The condition:-

| |

Algorithms:-

An algorithm for solving a problem is a finite sequence of simple instruction which, when
followed yields the solution of the problem.

Flow charts:-
Graphical or diagrammatic representation of an algorithm is a flow chart, which its
representation in a programming language is a program.

Difference Operators:-

1): Forward difference Operator :-

= Increase-Copy

2): Backward difference operator :-

= Copy-Decrease

3): Central Difference operator :-

4): Shift operator E (or Translation or Displacement):-

Dr. Jamil Book Series 2 Page 65


Advanced Mathematical Techniques Chapter # 1 Error Analysis & Difference Operators

5): Average Operator :-

[ ( ) ( )]

6): Differential Operator :-

7): Unit Operator 1:-

8): Zero Operator 0:-

Properties of Operators:-
1): Linear Property
2): Distributive over addition property

Relation among the operators

[ ]

* +

Dr. Jamil Book Series 2 Page 66

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