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Propagation of Errors

Major: All Engineering Majors

Authors: Bayable Teshome

28/09/2022 1
Propagation of Errors
In numerical methods, the calculations are not
made with exact numbers. How do these
inaccuracies propagate through the calculations?

3
Example 1:
Find the bounds for the propagation in adding two numbers. For example
if one is calculating X +Y where
X = 1.5 0.05
Y = 3.4 0.04
Solution
Maximum possible value of X = 1.55 and Y = 3.44

Maximum possible value of X + Y = 1.55 + 3.44 = 4.99

Minimum possible value of X = 1.45 and Y = 3.36.

Minimum possible value of X + Y = 1.45 + 3.36 = 4.81

Hence
4.81 ≤ X + Y ≤4.99.

4
Propagation of Errors In Formulas

If f is a function of several variables X 1 , X 2 , X 3 ,......., X n −1 , X n


then the maximum possible value of the error in f is

∂f ∂f ∂f ∂f
∆f ≈ ∆X 1 + ∆X 2 + ....... + ∆X n −1 + ∆X n
∂X 1 ∂X 2 ∂X n −1 ∂X n

5
Example 2:
The strain in an axial member of a square cross-
section is given by
F
∈= 2
h E
Given
F = 72 ± 0.9 N
h = 4 ± 0.1 mm
E = 70 ± 1.5 GPa

Find the maximum possible error in the measured


strain.

6
Example 2:
Solution
72
∈= −3 2
(4 × 10 ) (70 × 10 )
9

= 64.286 × 10 −6
= 64.286 µ

∂∈ ∂∈ ∂∈
∆ ∈= ∆F + ∆h + ∆E
∂F ∂h ∂E

7
Example 2:
∂∈ 1 ∂∈ 2F ∂∈ F
= 2 =− 3 =− 2 2
∂F h E ∂h hE ∂E h E
Thus
1 2F F
∆E = 2 ∆F + 3 ∆h + 2 2 ∆E
h E hE h E
1 2 × 72
= −3 2
× 0 . 9 + −3 3
× 0.0001
(4 ×10 ) (70 ×10 )
9
(4 ×10 ) (70 ×10 )
9

72
+ × 1 . 5 × 10 9

(4 ×10 −3 ) 2 (70 ×109 ) 2


= 5.3955µ
Hence
∈= (64.286 µ ± 5.3955µ )
8
Example 3:
Subtraction of numbers that are nearly equal can create unwanted
inaccuracies. Using the formula for error propagation, show that this is true.

Solution
Let
z = x− y
Then
∂z ∂z
∆z = ∆x + ∆y
∂x ∂y
= (1)∆x + (−1)∆y
= ∆x + ∆y
So the relative change is
∆z ∆x + ∆y
=
z x− y
9
Example 3:
For example if
x = 2 ± 0.001
y = 2.003 ± 0.001

∆z 0.001 + 0.001
=
z | 2 − 2.003 |
= 0.6667
= 66.67%

10
THE END

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