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N U M E R I C A L

M E T H O D

Approxima ons and Errors


with Error Propaga on
Concept of significant figures in the study of Numerical Methods
Develop criteria to specify how confident we are in our approximate result since numercial methods
would yield with that result.

Although quan es such as π, e, or √7 represent specific quan es, they cannot be expressed exactly by a
limited number of digits. The omission of the remaining significant figures is called round-off error.

Errors arising in Calcula ons


Accuracy refers to how closely a computed or measured value
agrees with the true value.
Precision refers to how closely individual computed or measured
values agree with each other.

Error Defini on
Trunca on errors result when approxima ons are used to represent exact mathema cal
procedures.
Round-off errors result when numbers having limited significant figures are used to represent
exact numbers.
Et  true _ value  approximat ion
true _ error
t  100%
Formula on true _ value
of Errors

true _ error
True _ fractional _ relative _ error  100%
true _ value

approximat e _ error
a  100%
approximat ion
Criteria for approxima on to be approved:
2 n
 s  (0.5 *10 )%
where εa is less than the pre-specified criteria εs

 a  s
5 1 (a) Evaluate the polynomial y = x3 − 7x2 + 8x − 0.35 at
4 6 x = 1.37. Use 3-digit arithme c with chopping. Evaluate
the percent rela ve error.
3 7 (b) Repeat (a) but express y as y = ((x − 7)x + 8)x − 0.35

EXAMPLES Evaluate the error and compare with part (a).


2 8
First, the correct result can be calculated as y =1.373 −
7(1.37)2 + 8(1.37) − 0.35 = 0.043053
1 9 (a) Using 3-digits with chopping
1.373 → 2.571353 → 2.57
–7(1.37)2 → –7(1.87) → –13.0
8(1.37) → 10.96 → 10.9
– 0.35
0.12

This represents an error of


(b) Using 3-digits with chopping
y = ((1.37 − 7)1.37 + 8)1.37 − 0.35
y = (−5.63×1.37 + 8)1.37 − 0.35
y = (−7.71+ 8)1.37 − 0.35
y = 0.29 ×1.37 − 0.35
y = 0.397 − 0.35
y = 0.047

.047
This represents an error
of

Hence, the second form is superior because it tends to minimize round-off error.
Evaluate e-5 using two approaches and compare it with the true vale of 6.737947 * 10-3 . Use 10
2 terms to evaluate each series and compute true and approximate rela ve errors as terms are
added.

e-x = 1 ( 1st itera on) then calculate the true frac onal rela ve error [no approxima on error yet]
e-x = 1 - x (2nd itera on) then calculate the true frac onal rela ve error and the approximate rela ve error
e-x = 1 - x + (x2/2) (3rd itera on) then calculate the true frac onal rela ve error and the approximate rela ve error
un l you reach the tenth term
This concept is used to explain how an es mate of a variable
or variables can contribute to the accuracy or reliability of a
given func on or mathema cal model.
1. Func ons of a single variable
Error
Propaga on

2. Func ons of more than one variable


a. For n independent variables ˜x1, ˜x2, . . . , ˜xn having errors Δ˜x1, Δ˜x2, . . . , Δ˜xn, the following
general rela onship holds:
EXAMPLE

You are given an es mate of the width, length and height of the rectangular box. Calculate how
1 much error propagates on the volume of the box if you have this following error on the dimensions:
Δ~L = 0.05 ; Δ~W = 0.03; Δ~H = 0.02 with ~L = 5.6 ; ~W = 4.3 and ~H = 2.1 all are in
centimetres.

2
EXAMPLE

3
In a laboratory, you decided to measure the diode current using an old analog tester and come up a
measurement of VD = 12 V while you measure the ambient temperature of around 22o C using an analog
thermometer. Can you determine the magnitude of error (uncertainty) of the measured diode current
given these parameters (Use Shockley's Equa on)?
ID = IS (e(qVd/nkT)-1)
IS= 40 mA (from the data sheet) , ֮ ΔT = 0.50 C , ֮ ΔVD = 0.5 V , choose n = 1
References

Chapra, S. C., & Canale, R. P. (2010). Numerical Methods for Engineers (6th Edition ed.). New York City: McGrawHill.
THANK YOU

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