Chapter 1 Basic Concepts of Error Estimation
Chapter 1 Basic Concepts of Error Estimation
Chapter 1 Basic Concepts of Error Estimation
error estimation
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Characteristics of Numerical Methods
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Non-numerical errors:
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2) Rounding: -
It is a process of cutting numbers with large number of digits to a
usable number of figures by some procedures.
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Significant Figure
1. Non-zero digits are always significant.
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1.2 Approximations of errors
The errors associated with both
calculations and measurements
can be characterized with regard
to their accuracy and precision.
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1.3 Rounding off
The following exact numbers are rounded to 5 significant
figures.
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Exercise: Round off the following numbers
a) 123.4557
b) 1.00457
c) 2.457456
d) 1240
e) 49.000088
f) 124
g) 0.02
h) 9.94356
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1.4 Absolute and relative errors
1.4.1 Absolute Error
• It is given as;
is the truth value
is the approximate value.
Note:
• Let be a number such that , then is an upper limit on
the magnitude of the absolute error.
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1.4.2 Relative error (true fractional relative error)
• It is given as; provided that .
• It gives total error measuring in 1 unit.
• It measures both the quantity and quality of the calculation and
measurement. And hence it is a better measurement for error than
absolute error.
1.4.3 Percentage error (true percent relative error)
• Particular type of relative error.
• It is sometimes called as the relative percentage error.
• It is given as: .
• It gives total error measuring in 100 units.
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One of the challenges of numerical methods is to determine
error estimates in the absence of knowledge regarding the true
value.
For example:
certain numerical methods use an iterative approach to compute
answers.
• In such an approach, a present approximation is made on the
basis of a previous approximation.
• For such cases, the error is often estimated as the difference
between previous and current approximations.
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• Thus, percent relative error is determined according to
Example 1:
Suppose that student A scores 9 out of 10 and student B scores 99 out of 100.
compute
(a) the true absolute error and
(b) the true percent relative error in each case.
Which student scores better ? Why?
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Solution:
• true absolute error for Student A =1
• true absolute error for Student B
• true percent relative error for Student A
Example 2:
Suppose the measured value of the temperature is Ta = 37.1, but the true
temperature is T = 36.9.
Then find the:
i) Error
ii) Absolute error
iii) True relative error
iv) True percentage error
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Exercise:
1) Given
Absolute error =
Relative error =
Then find the (truth value)
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Suppose you measure some quantities a, b, c . . . with
uncertainties δa, δb, δc, . . .. Now you want to calculate some
other quantity Q which depends on a and b and so forth.
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If Q is some combination of sums and differences, i.e.
Then,
Note:
In particular, if Q = a + b or a - b, then
∙∙∙
If
∙∙∙
Then,
N.B
In practice, it is usually simplest to convert all of the
uncertainties into percentages before applying the formula.
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Example:
1) Suppose you measure the
height H of a door and get
2.00 ± 0.03 m. This means
that H = 2.00 m and δH = Q
0.03m. The door has a knob
which is a height h = 0.88 ±
0.04m from the bottom of the H
door. Then the distance from
the doorknob to the top of the
door is Q = H - h = 1.12 m. h
What is the Propagation
error in Q?
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Example 2:
Let ,
,
, and
.
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In numerical algorithms the concern is the growth of round-off
errors and/or small fluctuations in initial data which might cause a
large deviation of final answer from the exact solution.
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A method is called stable if small changes in the initial
data produce correspondingly small changes in the final
results.
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