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Ch3 Error Propagation
Ch3 Error Propagation
3.2
The rules used to propagate the errors through the calculations depend, in part, on the nature of calculation being done whether the numbers with errors are added, subtracted, multiplied, divided, or raised to some power. The simplest approach in error analysis is to consider the
possible error in a calculated result, i.e., we use the uncertainties to estimate the maximum
range possible in the result.
3.2.1 Addition and Subtraction
Suppose the calculation involves addition, where the measured quantities with their associated estimates of uncertainty are x x and y y , and we want to determine the error in the
result f = x + y . The two extreme values for f are given by
Max ( f ) = ( x + y ) + ( x + y )
and
So the possible error in the sum is
Min( f ) = ( x + y ) ( x + y ) .
f = x + y .
(3.1)
A similar analysis applied to subtraction gives exactly the same result. The absolute uncertainties
x and y are expressed in terms of the measured units, as is the error f in the result.
The basic rule for the propagation of errors in addition or subtraction is that the absolute error
in the result is the sum of the absolute uncertainties of the quantities used in the calculation.
Error Propagation
f = ax + y
(3.2)
More generally, if the calculation is of the form f = ax + by cz , in which a, b, and c are constants, then the possible error in f is given by
f = ax + b y + cz .
(3.3)
The basic rule when multiplication by a constant is involved is that the absolute error in the
result is the product of the constant and the absolute uncertainty in the quantity.
an expression for f , consider the maximum and minimum values of f that can be obtained:
Max ( f ) = ( x + x ) ( y + y ) = xy + x y + yx + x y
and
Min( f ) = ( x x ) ( y y ) = xy x y yx + x y .
Since uncertainties are normally a small fraction of the measured quantity, the term x y is
much, much smaller than the other terms in these equations so, to a very good approximation, the
absolute error in f is given by
f = x y + yx .
A more convenient and revealing equation for propagating the errors through multiplication can
be arrived at by dividing both sides of the equation by f itself. As the next few lines of algebra
will show, doing this results in the fractional error, more commonly referred to as the relative
error in the product. We get
f
x y y x
x y y x
,
=
+
=
+
f
f
f
xy
xy
or
f
f
y
y
x
.
x
(3.4)
Equation (3.4) shows that the relative error in the result is just the sum of the relative errors in
the measured quantities.
10
Error Propagation
The derivation of the rule for division is a little more complex but, as you will see, it
leads to the same result. Consider the quotient f f = (x x ) ( y y ) . The maximum and
minimum values that can be obtained are
Max( f ) = ( f + f ) = ( x + x ) ( y y )
and
Min( f ) = ( f f ) = ( x x ) ( y + y ) .
and
( x + x ) = ( f + f )( y y ) =
( x x ) = ( f f )( y + y ) =
fy f y + y f = x f y + y f
fy + f y y f = x + f y y f
where the terms in f y have been neglected in both equations. From either one of them, its
possible to deduce that x = y f f y , which can be rearranged to give
y
x
+f
y
y
f x y
= + .
f
x y
f =
or
(3.5)
A comparison between equations (3.4) and (3.5) shows that the result for division is exactly the
same as for multiplication. In the more general case, where the calculation is of the
form f = ax by cz , the relative error in f is given by
f
f
x
x
y
y
z
z
(3.6)
The basic rule for the propagation of errors in multiplication or division is that the relative error
in the product or quotient is the sum of the relative uncertainties in the quantities used in the
calculation.
3.2.4 Powers
Raising a quantity to some power is the same as multiplying the quantity by itself as
many times as the power. Consequently, if y = x n then the relative error in y is just n-times the
relative uncertainty in x. For example, the area of a circle is given by A = r 2 , so the relative
11
Error Propagation
It is more complicated to derive the expressions for the error in calculations involving
trigonometric functions. The technique using trigonometric identities outlined in this section
works easily for sines and cosines, but a more general and elegant method suitable for any trigonometric, exponential, or logarithmic function is presented in 3.6 on differential error analysis.
Consider as an example y y = sin ( x x ) . The right hand side can be expanded using
the trigonometric identity for the sine of the sum of two angles:
sin( x x ) = sin x cos x cos x sin x .
Normally the uncertainty x is very small, so cos x 1 . Moreover, when a small angle is expressed in radians the sine of the angle is approximately equal to the angle itself, i.e., sin x x .
Substitution of these two facts into the expansion gives
sin( x x ) = sin x x cos x ,
from which we can deduce that the absolute error is y = x cos x , and that the relative error is
y
y
x cos x
= x cot x .
sin x
However, if the uncertainty x is expressed in degrees of arc then the absolute error in y is
given by y = 0.0175 x cos x , where 0.0175 is the number of radians in one degree.
The derivation for the error in the cosine follows the same approach as that for the sine;
those for the error in the tangent and cotangent are rather more complicated. Rather than show
them here, the results are listed in Table 3.2.
Table 3.1 Errors in Trigonometric Functions
Function
sine
Relative Error
(radians)
x cot x
cosine
x sin x
x tan x
tangent
x sec2 x
x sec x csc x
cotangent
12
Absolute Error
(radians)
x cos x
x csc x
x sec x csc x
Error Propagation
Calculate the sum of two masses, m1 = 41.63 0.02 kg and m2 = 2.13 0.03 kg .
mT = 41.63 kg + 2.13 kg
= 43.76 kg
If, instead, we wanted to know the difference between the two masses, m1 m2 = 39.50 kg , the
error would still be 0.05 kg.
3.3.2 Multiplication by a Constant
and the result would be expressed as mT = 48.02 0.11 kg. If the calculation had involved subtraction, mT = m1 3m 2 then the result would have been mT = 35.24 0.11 kg .
3.3.3 Simple Multiplication and Division
Multiplication
A car travels at a speed = 100 5 km/h
for t = 3.2 0.1 hours. The distance traveled by the car is given by
d = t = 100 km/h 3.2 h
= 320 km.
Division
= 100 km 3.2 h = 31 km /h .
The relative error in the calculated result
is 0.08, the same as in the first example.
However, the absolute error is quite different:
= 0.08 31 km /h = 2.5 km/h.
13
Error Propagation
Compound Calculations
More often than not, the equations that you use in the analysis of an experiment are more
complicated, involving combinations of addition, subtraction, multiplication, division, etc. The
following examples are typical of the kinds of error calculations you may encounter in the first
year physics labs, and they illustrate the strategies one should employ in error calculations in
general.
Example 1: Suppose the equation is d = 0t + at 2 , and you know from experiment that
d = 75 1 cm , 0 = 28 1 cm/s , and t = 9.5 0.5 s . The quantity required from the calculation is
a = d t 2 0 t . Either one of these forms will give the same answer for a, but only the second
form is appropriate for working out the error calculation.
An important feature to notice about the second form is that each term has been rationalized, so that no variable appears both in the numerator and the denominator of that particular
term. This is important to do because otherwise the error estimate would be inflated artificially.
(For example, 1 t = t t 2 = t 2 t 3 = : the result of each quotient is the same, and the error estimate in 1 t should be exactly the same as for t t 2 , etc.) So, proceed with the error calculation
using a = d t 2 0 t as the basic equation.
1 2 0.5
+2 t =
+
= 0.119 .
d
t 75
9.5
3. The absolute uncertainty in the first term is 0.119 0.831 cm/s 2 = 0.0986 cm/s 2 .
0
= 2.947 cm/s 2 .
t
1 0.5
5. The relative uncertainty in the second term is 0 + t =
+
= 0.0883
0 t 28 9.5
6. The absolute uncertainty in the second term is 0.0883 2.947 = 0.2604 . (Ignore the sign
because we only want the magnitude of the error.)
7. Evaluate the result: a = ( 0.831 2.947 ) cm/s 2 = 2.116 cm/s 2
8. The absolute uncertainty in the result is ( 0.0986 + 0.2604 ) cm/s 2 = 0.3590 cm/s 2
You can use the uncertainty estimate to determine the number of significant digits to retain for the answer. With reference to the guidelines given in 1.3, a = 2.12 0.36 m/s 2 would
be acceptable, but a = 2.1 0.4 m/s 2 would be better.
14
Error Propagation
Sometimes an elegant and easy-to-use error equation can be derived from the equation
used to calculate the result. If you can see a way to do this, you should. The previous example
doesnt really lend itself to this approach, but it can be used to illustrate the technique.
1. Let A = d t 2 and B = 0 t .
d d
+ 2 t and B = 0 0 + t
2
t d
t
t 0 t
1
1
= 2 d + 2d t
= 2 t0 + 0t
t
t
t
2. Then A =
3. Since a = A + B ,
a = A + B
=
1
t2
d + 2 t + 0 t + t0
( 9.5 s )
2 75 cm
= 0.36 cm/s 2
1 1 1
xy
, but this form wouldnt be appropriate
= + can be solved for z as z =
z x y
x+ y
for the error calculation, since both x and y appear in both the numerator and the denominator.
The uncertainty in each term of the first form of the equation is the same, since they are all reciprocals. Simply apply the rule for calculating the error in a power, i.e., rx = 1 x = x 1 , and ignore
the negative sign since only the magnitude of the error is important.
Example 2:
The significant result of this example is that the absolute error in the reciprocal is just the absolute error in the quantity itself divided by the square of the quantity, as given in step 3.
15
Error Propagation
Example 3:
cw mw
and proceed from here. Start with
ms ( Tl Tg ) mc
cs
cs
mw
mw
D
, etc.
D
The rule for both is that the absolute errors are added in quadrature, weighted by the
square of their coefficients. Consider the case where the calculation is of the form
f (x, y, z) = ax + by + cz ,
(3.7)
where the measured quantities with their associated uncertainties are x x , y y , and z z .
The probable error is given by
(3.8)
The rule for both is that the relative errors are added in quadrature. Consider the case
where the calculation is of the form
f ( x , y , z ) = ax by cz .
(3.9)
Regardless of whether multiplication or division are involved, the relative error in f is given by
f
f
16
2
2
x y z
+
+
.
x y z
(3.10)
Error Propagation
3.4.3 Powers
When a quantity is raised to some power, the error in the result is found by multiplying the relative (or percent) error in the quantity by the power. This is the same rule that was presented in
3.2.4 in the context of maximum possible error calculations. It may seem to contradict the rule
for propagating probable errors through multiplication, but the reasoning applied here is slightly
different. When we compute the probable error in a product of independently measured quantities, we assume that the uncertainties are not correlated. This isnt the case when a quantity is
raised to a power. For example, in f = x 3 = x x x , each occurrence of x simultaneously has the
same error. If the value of x increases in one term, it does so in all three terms.
Consider the total mass of a system, given by mT = m1 + 3m2 . The error in mT is then
Division
Calculate the speed of a vehicle that travels 100 5 km in 3.2 0.1 hours. The
speed of the vehicle is given by
= d t
d = t
= 100 km /h 3.2 h
= 320 km.
5 0.1
+
= 0.06 .
100 3.2
= 100 km 3.2 h
= 31 km/h .
The relative error in the result is 0.06, exactly the same as in the example for multiplication because the calculation involves
exactly the same numbers in exactly the
same way. However, the absolute error is
quite different:
= 0.06 31 km /h = 2 km/h.
17
Error Propagation
3.5.3 Powers
In y = x 2 , x = 5.1 0.1 m = 5.1 m 2% . Then y = 26 m 2 4% , or y = 26 1 m 2 . However the calculation of errors involving powers can be a little tricky when the equation through
which the errors are being propagated is a bit more complex. For example, consider an equation
of the form z = x 2 + y 3 . The absolute error in the first term is just 2 xx and 3 y 2 y in the second
term. These two terms are then added in quadrature to give
( 2 xx )
z =
+ ( 3 y 2 y ) .
2
(x ) 2
(x )3
f ( x)
f ( x) +
2!
3!
(3.11)
The first term on the RHS of equation (3.11) is just the function itself, evaluated at the point x, so
all of the remaining terms taken together give the expression for the uncertainty in the function
f . That is,
f = x f ( x) +
( x ) 2
( )3
f ( x) x f ( x) +
2!
3!
(3.12)
When the uncertainties are much smaller than the measured quantities themselves (something
that we always try to achieve in designing an experiment) then only the linear term on the RHS
of equation (3.12) contributes significantly to the uncertainty calculation. So, to a first order approximation, the uncertainty in the function f is given by
f = x f ( x)
(3.13)
The technique of differential error analysis is generalized for the computation of probable errors
in the following way. For a function of several variables, f (a, b, c,) , the uncertainties in each
measured quantity (a, b, c,) propagate in quadrature as follows:
2
f
f
f
( f ) 2 = (a ) 2 + (b ) 2 + (c ) 2 +
a
b
c
18
(3.14)
Error Propagation
2
= a + t .
d
a t
Note that the error in t 2 propagates the same way as presented earlier in the discussion of powers.
If the acceleration were a known constant with no error, then d d = 2 t t .
The focal length of a thin lens, expressed in terms of the image and object distances, is given by 1 f = 1 a + 1 b . Its relatively easy to show, after differentiation and a little
algebra, that
Example 2:
= a2 + b2
2
f
a b
Example 3:
the relative error in the tension is proportional to the absolute error in the angle of contact.
The index of refraction of an equilateral prism is given by = sin ( A+2 D ) sin ( A2 ) ,
where A is the apex angle, and D is the angle of minimum deviation. Its quite easy to show that
Example 4:
1 A + D
A A
= cot
cot ,
A 2
2 2
1
A + D D
= cot
.
D
2 2
and that
When these are put together in the form suggested by equation (3.14), the result is
1
=
2
A+ D
A + D
A
2
2
cot 2 cot 2 ( A ) + cot 2 (D ) .
19
20
Error Propagation