Synopsis

Numerical Analysis
(MTH-204)

Topic:” Error Analysis In Numerical Analysis”

Submitted to:

Lect.Raj Kamal

Submitted by:

Rohan Kandwal

Section- B2801.

Roll no.-RB2801B38

Reg.no: 10804702
Numerical analysis
Numerical analysis is the area of mathematics and computer science that creates, analyzes, and
implements algorithms for solving numerically the problems of continuous mathematics.  Such
problems originate generally from real-world applications of algebra, geometry, and calculus,
and they involve variables which vary continuously. These problems occur throughout the
natural sciences, social sciences, medicine, engineering, and business. Beginning in the 1940's,
the growth in power and availability of digital computers has led to an increasing use of realistic
mathematical models in science, medicine, engineering, and business; and numerical analysis of
increasing sophistication has been needed to solve these more accurate and complex
mathematical models of the world. The formal academic area of numerical analysis varies from
highly theoretical mathematical studies to computer science issues involving the effects of
computer hardware and software on the implementation of specific algorithms.

Error Analysis in Numerical Analysis

Error analysis is the study of kind and quantity of error that occurs, particularly in the fields of
numerical analysis), applied linguistics and statistics.

Different types of errors in Numerical Analysis

The errors occouring in numerical analysis are:-

1. The Round-Off Error

The round-off error is used because it a representation of every number as a real number is not
possible. So rounding is introduced adjust for this situation. A round-off error, represents the
numerical amount between what a figure actually is versus its closest real number value,
depending on how the round is applied.
For example, rounding to the nearest whole number means we round up or down to what
is the closest whole figure. So if our result is 3.31 then we would round to 3. Rounding the
highest amount would be a bit different. In this approach, if our figure is 3.31, our rounding
would be to 4. In terms of numerical analysis the round-off error is an attempt to identify what
the rounding distance is when it comes up in algorithms. It's also known as a quantization
error.
 2. The Truncation Error

A truncation error occurs when approximation is involved in numerical analysis. The error
factor is related to how much the approximate value is a variance from the actual value in a
formula or math result. For example, take the formula of 3 times 3 plus 4. The calculation equals
28. Now, break it down and the root is close to 1.99. The truncation error value is equal to 0.01.

3. The Discretization Error

As a type of truncation error, the discretization error focuses on how much a discrete math
problem is not consistent with a continuous math problem.

4. Numerical Stability Errors

If an error stays at one point in an algorithm and doesn't aggregate further as the calculation
continues, then it is considered a numerically stable error. This happens when the error causes
only a very small variation in the formula result. If the opposite occurs, and the error propagates
bigger as the calculation continues, then it is considered numerically unstable.

5. Approximation
The approximation error in some data is the discrepancy between an exact value and some
approximation to it. An approximation error can occur because

1. the measurement of the data is not precise due to the instruments

2. approximations are used instead of the real data (e.g., 3.14 instead of π).

6. Loss of Significance

Loss of significance is an undesirable effect in calculations using floating-point arithmetic. It occurs

when an operation on two numbers increases relative error substantially more than it increases absolute
error, for example in subtracting two large and nearly equal numbers. The effect is that the number of
accurate (significant) digits in the result is reduced unacceptably. Ways to avoid this effect are studied in
numerical analysis.
 7. Numerical Errors

Numerical error is the combined effect of two kinds of error in a calculation.

 The first is caused by the finite precision of computations involving floating-point or integer
values.
 The second usually called truncation error is the difference between the exact mathematical
solution and the approximate solution obtained when simplifications are made to the
mathematical equations to make them more amenable to calculation.

Conclusion

Math errors, unlike the inference of their name, come in useful in statistics, computer
programming, advanced mathematics and much more. The error evaluation provides
significantly useful information, especially when probability is required.