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9/5/2014 http://numericalmethods.eng.usf.edu 1 Measuring Errors Major: All Engineering Majors Authors: Autar Kaw, Luke Snyder http://numericalmethods.eng.usf.edu Transforming Numerical Methods Education for STEM Undergraduates

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Measuring Errors http://numericalmethods.eng.usf.edu http://numericalmethods.eng.usf.edu

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3 Why measure errors? 1) To determine the accuracy of numerical results. 2) To develop stopping criteria for iterative algorithms.

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http://numericalmethods.eng.usf.edu4 True Error Defined as the difference between the true value in a calculation and the approximate value found using a numerical method etc. True Error = True Value – Approximate Value

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http://numericalmethods.eng.usf.edu5 Example—True Error The derivative,of a functioncan be approximated by the equation, If and a) Find the approximate value of b) True value of c) True error for part (a)

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http://numericalmethods.eng.usf.edu6 Example (cont.) Solution: a) Forand

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http://numericalmethods.eng.usf.edu7 Example (cont.) Solution: b) The exact value ofcan be found by using our knowledge of differential calculus. So the true value ofis True error is calculated as True Value – Approximate Value

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http://numericalmethods.eng.usf.edu8 Relative True Error Defined as the ratio between the true error, and the true value. Relative True Error ( ) = True Error True Value

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http://numericalmethods.eng.usf.edu9 Example—Relative True Error Following from the previous example for true error, find the relative true error forat with From the previous example, Relative True Error is defined as as a percentage,

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http://numericalmethods.eng.usf.edu10 Approximate Error What can be done if true values are not known or are very difficult to obtain? Approximate error is defined as the difference between the present approximation and the previous approximation. Approximate Error () = Present Approximation – Previous Approximation

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http://numericalmethods.eng.usf.edu11 Example—Approximate Error Foratfind the following, a)using b)using c) approximate error for the value offor part b) Solution: a) Forand

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http://numericalmethods.eng.usf.edu12 Example (cont.) Solution: (cont.) b) Forand

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http://numericalmethods.eng.usf.edu13 Example (cont.) Solution: (cont.) c) So the approximate error,is Present Approximation – Previous Approximation

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http://numericalmethods.eng.usf.edu14 Relative Approximate Error Defined as the ratio between the approximate error and the present approximation. Relative Approximate Error ( Approximate Error Present Approximation ) =

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http://numericalmethods.eng.usf.edu15 Example—Relative Approximate Error Forat, find the relative approximate error using values fromand Solution: From Example 3, the approximate value of usingandusing Present Approximation – Previous Approximation

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http://numericalmethods.eng.usf.edu16 Example (cont.) Solution: (cont.) Approximate Error Present Approximation as a percentage, Absolute relative approximate errors may also need to be calculated,

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http://numericalmethods.eng.usf.edu17 How is Absolute Relative Error used as a stopping criterion? Ifwhereis a pre-specified tolerance, then no further iterations are necessary and the process is stopped. If at least m significant digits are required to be correct in the final answer, then

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http://numericalmethods.eng.usf.edu18 Table of Values Foratwith varying step size, 0.310.263N/A0 0.159.88003.877%1 0.109.75581.273%1 0.019.53782.285%1 0.0019.51640.2249%2

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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/measuring _errors.html

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THE END http://numericalmethods.eng.usf.edu

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