Propagation of Errors

Major: All Engineering Majors

Authors: Autar Kaw, Matthew Emmons

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates
03/10/20 http://numericalmethods.eng.usf.edu 1
 Propagation of Errors

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

3 http://numericalmethods.eng.usf.edu
 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.

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 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

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 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.

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 Example 2:
Solu
tion 72
 3 2
(4  10 ) (70  10 )
9

 64.286  10 6
 64.286

  
  F  h  E
F h E

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 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

 5.3955
Hence
 (64.286  5.3955 )
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 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
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 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%

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 Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

http://numericalmethods.eng.usf.edu/topics/propagatio
n_of_errors.html
 THE END

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