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org/jchemeduc Technology Report

Monte Carlo Uncertainty Propagation with the NIST Uncertainty

Machine
Daniel R. Albert*

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ABSTRACT: Monte Carlo simulations for uncertainty propaga-

tion take as inputs the uncertainty distribution for each variable
and an equation for the calculation of a desired quantity. The
desired quantity is then calculated by randomly drawing from the
specified uncertainty distributions of the input variables. This
calculation is then repeated many times (often 106 or greater) with
new random drawings each time. The resulting uncertainty
distribution of the calculated value is directly obtained from the
many random trials. Monte Carlo uncertainty propagation has the
advantage of both being easy to interpret and allowing for a wide
variety of uncertainty distributions. Monte Carlo uncertainty
propagation methods have not been widely used in the
undergraduate curriculum due to the lack of availability of easy
to implement solutions for carrying out these simulations. Fortunately, the National Institute of Standards and Technology (NIST)
developed a Monte Carlo uncertainty propagation calculator, “NIST Uncertainty Machine”, that is freely available and accessible via
a web interface. The NIST Uncertainty Machine makes the propagation of uncertainty with Monte Carlo simulations easy to
implement in the undergraduate curriculum.
KEYWORDS: Upper-Division Undergraduate, Physical Chemistry, Analytical Chemistry, Problem Solving/Decision Making,
Mathematics/Symbolic Mathematics

■ INTRODUCTION
Determination of measurement uncertainty and subsequent
determination of the uncertainty of a value calculated from the
measured values is an important and core component of
scientific measurement in the undergraduate chemistry
curriculum.1 Uncertainty propagation is typically introduced
into the curriculum through significant figure rules in
introductory chemistry courses and then treated in a more
sophisticated manner in undergraduate physical or analytical
chemistry courses using a calculus-based approach. We could
start introducing more reliable uncertainty estimation methods
earlier if they were easier to incorporate.2
Students have difficulty understanding why the calculus-based
approach works and often make mistakes computing partial
derivatives. Hughes and Hase developed an intuitive introduc-
tion to uncertainty propagation using functionals to help
students visualize and better understand the calculus-based
approach for the calculation of uncertainty.3 Other approaches
for propagation of uncertainty have involved numerical methods
and Monte Carlo methods.4−7
Monte Carlo simulations for uncertainty propagation take as
inputs the uncertainty distribution for each variable and an
equation for the calculation of a desired quantity. A single
© 2020 American Chemical Society and
Division of Chemical Education, Inc.
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calculated value of the desired quantity is then determined by
randomly drawing an input value from each of the specified
uncertainty distributions and using the randomly drawn values
in the defined equation. The probability for randomly drawing a
particular input quantity is defined by the specified uncertainty
distribution. This calculation is then repeated with new
randomly drawn quantities many times (often 106 or greater)
to generate a large number of calculated values for the desired
quantity. The uncertainty distribution of the calculated output
value is determined by direct examination of the 106 or more
calculated quantities.6,7 A Monte Carlo simulation routine for
uncertainty propagation has been previously described in the
Journal of Chemical Education by Demas et al. using a Mathcad
routine that can handle up to four input quantities.5 Monte
Carlo methods can be advantageous as compared to the
calculus-based approach for error propagation by providing a
Received: January 31, 2020
Revised: March 18, 2020
Published: April 15, 2020
https://dx.doi.org/10.1021/acs.jchemed.0c00096
J. Chem. Educ. 2020, 97, 1491−1494
Journal of Chemical Education
Figure 1. Screen capture from the calculation input page for the NIST Uncertainty Machine (http://uncertainty.nist.gov).
relatively easy to interpret understanding of the calculation for
students and by allowing for the propagation of a wide variety of
uncertainty distributions.4,5
In the teaching laboratory, students are often required to
estimate underlying uncertainty distributions of various
measurements in the interest of time. Many measurements in
the chemistry laboratory (interpolation of an analog scale,
reading of a nonfluctuating digital signal, and others) are best
estimated with uncertainty distributions that are non-Guassian
(e.g., triangular uncertainty distributions, uniform uncertainty
distributions, etc.).5,6 Monte Carlo methods for uncertainty
propagation easily incorporate various uncertainty distributions.
Despite these convenient features, Monte Carlo methods have
traditionally been difficult to integrate into the chemistry
curriculum due to a lack of availability of easy to implement
solutions for carrying out these simulations.5
A tool developed by the National Institutes of Standards and
Technology (NIST) known as the “NIST Uncertainty Machine”
makes the propagation of error via the Monte Carlo method
readily available via a web interface (http://uncertainty.nist.
gov).8 The NIST Uncertainty Machine eliminates barriers to
implementation of Monte Carlo methods and provides a
reliable, effective, and robust approach for propagation of error.
NIST Uncertainty Machine
The NIST Uncertainty Machine was developed for the
propagation of uncertainty in measurement as described by
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NIST in the “Guide to the Uncertainty in Measurement”
specifically in Supplement 1.7 A user can specify up to 15 input
quantities and underlying uncertainty distributions, along with a
formula for calculation of the desired output. A Monte Carlo
calculation of 105 to 5 × 106 simulations, as defined by the user,
is then run.8
Input quantities allow for a large variety of uncertainty
distributions to be considered with various prompts given to
specify the underlying uncertainty. Examples that typically arise
in the undergraduate chemistry laboratory are the following:
Gaussian where the user must specify a mean and standard
deviation; Uniform/Rectangular where the user must specify a
left and right end point; Triangular Symmetric where the user
must specify a left and right end point; and Triangular
Asymmetric where the user must specify a left end point,
mode, and right end point. A number of other options and ways
to input the uncertainty distributions also exist. Users are also
able to define correlations between uncertainties in various
variables.8
After specifying input variables and their associated
uncertainty distribution, a user simply specifies parameters for
the Monte Carlo calculation and the formula for calculating the
output. The Monte Carlo parameters are simply the number of
simulations to run (between 105 and 5 × 106) and an input
kernel (1−100) that allows for exact reproducibility of
calculations. The formula for calculating the output quantity
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J. Chem. Educ. 2020, 97, 1491−1494
Journal of Chemical Education
Figure 2. Screen capture from the calculation results page of the NIST uncertainty machine (http://uncertainty.nist.gov). The solid blue line
represents the probability density from the Monte Carlo simulation. The dotted red line represents the probability density of a Gaussian distribution
that has the same mean and standard deviation as the Monte Carlo simulation data.
allows for many functions as defined in the R programming
language.9
After the user runs the computation, the NIST Uncertainty
Machine displays the output data for both the Monte Carlo
method and the traditionally used calculus-based approach. The
many simulations (approximately 106) are analyzed to provide
standard descriptive statistics (mean, standard deviation,
median, and median absolute deviation), coverage intervals for
defining the extremes to encapsulate certain percentages of the
trials (68%, 90%, 95%, and 99%), and an analysis of the
uncertainty contribution of each variable based on an analysis of
variance (ANOVA). The analysis of the uncertainty contribu-
tion of each variable specifies the percentage contribution of
each input variable to the uncertainty of the calculated value.
Finally, the probability distribution of the calculated output
quantity is graphically displayed for both the Monte Carlo
method along with a Gaussian distribution with an equivalent
mean and standard deviation. The underlying data can be saved
as text files and image files.8,9 The provided statistical analysis of
the many random trials is a way of analyzing the output
uncertainty distribution. The provided data also includes the raw
outputs for each of the many random trials which allows the user
to define alternative ways of describing the calculated value and
its underlying uncertainty that are appropriate for the output
uncertainty distribution.
Example Calculation
To illustrate the utility of the NIST Uncertainty Machine for the
calculation of uncertainty via the Monte Carlo method, a
common example from the chemistry curriculum of calculating
the gas constant (R) using the ideal gas law is presented.10
An amount of gas could be produced via the reaction of an
amount of magnesium metal with acid to produce hydrogen gas
(H2). In this case, the metal could serve as the limiting reagent,
pubs.acs.org/jchemeduc Technology Report
and 1.000 g of magnesium could be massed on a digital balance
with a specified uncertainty of plus or minus 0.001 g. The
uncertainty can be interpreted as uniform/rectangular, meaning
all values of the mass between 0.999 and 1.001 g are equally
probable. The temperature of the gas could be measured with a
standard thermometer that involves interpolation of a scale
arriving in an asymmetric triangular distribution of the
uncertainty where the mode is the estimated value, say 27.2
°C in this case, and the left and right end points are 27 and 28 °C.
The pressure could be measured using a digital probe. If the
digital probe reads a constant pressure of 1.021 atm, then the
underlying uncertainty in the measurement is a uniform/
rectangular distribution between 1.0205 and 1.0215 atm. The
volume of the container holding the gas could have been
characterized by a series of measurements and determined to be
994.2 mL with a standard deviation of 0.3 mL.
The equation for the calculation of the gas constant is then
given by
V
R=
P ( 1000 )
mMg
( 24.305 )(T°C + 273.15) (1)
where R is the gas constant in units of L atm/mol K, P is the
pressure in atmospheres, V is the volume in milliliters, mMg is the
mass of magnesium in grams, and T°C is the temperature in
degrees Celsius. The calculation defined in eq 1 is performed
many times (approximately 106) with a new random value
chosen for each variable (P, V, mMg, and T°C), as defined by its
uncertainty distribution, every time the calculation is performed.
An example of the interface for calculation inputs is shown in
Figure 1, and the interface for calculation outputs is shown in
Figure 2.
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J. Chem. Educ. 2020, 97, 1491−1494
Journal of Chemical Education
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The calculated value of the gas constant, R, from the Monte
Carlo simulation defined above and in Figure 1 is 0.082088 ±
0.000083 L atm/mol K. The distribution of calculated values is
shown as the solid blue curve in Figure 2. The curve shows some
asymmetry due to the asymmetric triangular distribution used
for the underlying uncertainty associated with the measurement
of temperature. The ANOVA analysis of the Monte Carlo
simulation shows that the largest contributor to the uncertainty
in the calculation comes from the temperature measurement.
This is in agreement with standard rules of thumb that in
multiplication/division the main contributor to the calculated
uncertainty is the variable with the largest relative uncertainty.
The uncertainty contribution analysis allows students to easily
see what aspects of the experiment influence the uncertainty of
the calculated value. Knowing the main contributors toward the
uncertainty allows for reflection on areas of an experiment to
focus on improving or better characterizing.
Students find the NIST Uncertainty Machine easy to use, and
the number of errors in uncertainty calculations seems to be
significantly reduced as compared with that from the calculus-
based approach. The use of the Monte Carlo method for error
propagation allows for students to focus more on defining the
uncertainties of variables and interpreting their influence on the
uncertainty of the calculated result instead of on the mechanics
of taking partial derivatives.
■
CONCLUSIONS
The NIST Uncertainty Machine makes the Monte Carlo
method for error propagation readily available via a web
interface. Monte Carlo error propagation methods allow
students to think about the underlying uncertainty distribution
of their measurements while building a mental construct of the
way in which uncertainty is propagated through a calculation. By
using a freely available tool for uncertainty calculations, students
are able to have ready access to the resource even after leaving
their undergraduate studies. Since Monte Carlo error prop-
agation methods do not rely on calculus, more meaningful and
sophisticated error propagation teaching could take place earlier
in the chemistry curriculum. Connecting students to author-
itative resources such as the NIST Guide to the Uncertainty of
Measurement and the NIST Uncertainty Machine gives them
access to the same tools utilized by practicing scientists. The
relevance and now relative ease of Monte Carlo methods for
error propagation should make this method appealing for
undergraduate instructors teaching about uncertainty propaga-
tion. Monte Carlo methods and calculus-based approaches both
provide valid and reliable solutions for error propagation in the
vast majority of cases. The effectiveness of each approach, or
combination of approaches, for learning uncertainty propaga-
tion is an open question and worthy of further exploration.
■ AUTHOR INFORMATION
Corresponding Author
Daniel R. Albert − Chemistry Department, Millersville University,
Millersville, Pennsylvania 17551, United States; orcid.org/
0000-0003-4817-3915; Email: daniel.albert@millersville.edu
Complete contact information is available at:
https://pubs.acs.org/10.1021/acs.jchemed.0c00096
Notes
The author declares no competing financial interest.
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■
Technology Report
ACKNOWLEDGMENTS
D.R.A. would like to thank the physical chemistry students at
Millersville University for their willingness to experiment with
and use the NIST Uncertainty Machine for propagation of
uncertainty.
■
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https://dx.doi.org/10.1021/acs.jchemed.0c00096
J. Chem. Educ. 2020, 97, 1491−1494