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NUMERICAL ERRORS

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4 views8 pages

NUMERICAL ERRORS

Uploaded by

Trương Hiểu Đông
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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NUMERICAL ERRORS

NUMERICAL ANALYSIS
Definitions
• Numerical errors arise from the use of approximations to represent exact
mathematical operations and quantities.
• These include truncation errors, which result when approximations are used to
represent exact mathematical procedures, and round-off errors, which result
when numbers having limited significant figures are used to represent exact
numbers.

True value = approximation + error

• Exact value of the error/true error (Et):


Et = true value − approximation

• True percent relative error (εt):


εt = (Et/true value)×100%
Example 1
Suppose that you have the task of measuring the lengths of a bridge and a rivet and
come up with 9999 and 9 cm, respectively. If the true values are 10,000 and 10 cm,
respectively, compute (a) the true error and (b) the true percent relative error for
each case.
SOLUTION
(a) The error for measuring the bridge is: Et = 10,000 − 9999 = 1 cm
and for the rivet it is: Et = 10 − 9 = 1 cm

(b) The percent relative error for the bridge is: εt = (1/10,000)×100% = 0.01%
and for the rivet it is: εt = (1/10)×100% = 10%

Comments: both measurements have an error of 1 cm, the relative error for the
rivet is much greater.
Definitions (cont.)
• In actual situations, the true value is rarely available. For numerical methods, the
true value will be known only when we deal with functions that can be solved
analytically.
• However, in real-world applications, we will obviously not know the true answer
a priori. For these situations, an alternative is to normalize the error using the
best available estimate of the true value.
• Approximate percent relative error (εa):

• The iterative computation is repeated until the percent absolute value of εa is


lower than a prespecified percent tolerance (εs):
|εa| < εs = (0.5 × 102 − n)%
where n denotes the number of significant figures.
Example 2
In mathematics, the exponential function can be computed using Maclaurin series
expansion, given as:

As more terms are added in sequence, the approximation becomes a better and
better estimate of the true value of ex.
Starting with the simplest version, ex = 1, add terms one at a time to estimate e0.5.
After each new term is added, compute the true and approximate percent relative
errors. Note that the true value is e0.5 = 1.648721…
Add terms until the absolute value of the approximate error estimate εa falls below a
prespecified error criterion εs conforming to three significant figures.
Example 2 (cont.)
SOLUTION
• The error criterion that ensures a result is correct to at least three significant
figures:
εs = (0.5 × 102 − 3)% = 0.05%

• The first estimate: ex = 1


• The second estimate: ex = 1 + x
For x = 0.5 ð ex = 1 + 0.5 = 1.5
True percent relative error:

Approximate percent relative error:


• The process is continued until εa < εs:
Decimal number representation
• Round-off errors originate from the fact that computers retain only a fixed
number of significant figures during a calculation.
• A decimal number, a, can be rounded to ã with a specific number of significant
figures. The true error (θã) of a and ã is called round-off error:
θã = |a – ã|
• A decimal number can be represented by the base-10 number system.
For example, r = 12.3456 can be expressed as:
r = 1 × 101 + 2 × 100 + 3 × 10−1 + 4 × 10−2 + 5 × 10−3 + 6 × 10−4
• The decimal number (a) with can well represent to the real number (A) when
their true error (Δa) satisfies the following condition:
Δa = |a – A| ≤ 0.5 × 10k
where k represent the order of a digit from the decimal point (k ≥ 0 for digits in
the number part, k < 0 for digits in the decimal part).
Example 3
• A decimal number u = 12.3456 needs to be rounded with Δu = 0.001.

SOLUTION
• Considering the condition for the true error:
0.0005 = 0.5 × 10−3 ≤ Δu = 0.001 ≤ 0.5 × 10−2 = 0.005
ð u can be rounded by ũ = 12.34 with 4 significant figures (k = 1, 0, −1, −2).
• Round-off error of u and ũ:
θũ = |u – ũ| = |12.34 – 12.3456| = 0.0056

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