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Numerical Methods and Error Analysis

(1) Round-off error occurs due to the approximate representation of numbers in numerical calculations, such as chopping or rounding decimal values. Truncation error arises from approximating mathematical procedures, like truncating a Taylor series. (2) The Taylor series is a polynomial function that approximates a function using an infinite sum of terms with increasing exponents. It provides a natural approach to approximating solutions by computing derivatives of the solution function. (3) Sources of error in numerical methods include round-off error, truncation error from approximating procedures like Taylor series, and input data errors from measurement or neglected components. The practicality of using Taylor series depends on the difficulty of obtaining derivative values.

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Arrantxa Quipanes
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65 views2 pages

Numerical Methods and Error Analysis

(1) Round-off error occurs due to the approximate representation of numbers in numerical calculations, such as chopping or rounding decimal values. Truncation error arises from approximating mathematical procedures, like truncating a Taylor series. (2) The Taylor series is a polynomial function that approximates a function using an infinite sum of terms with increasing exponents. It provides a natural approach to approximating solutions by computing derivatives of the solution function. (3) Sources of error in numerical methods include round-off error, truncation error from approximating procedures like Taylor series, and input data errors from measurement or neglected components. The practicality of using Taylor series depends on the difficulty of obtaining derivative values.

Uploaded by

Arrantxa Quipanes
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© © All Rights Reserved
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Download as DOCX, PDF, TXT or read online on Scribd

Topic: Introduction → Round-off error is error from approximate

representation of numbers: (1) chopping error,


Course & Section: CE 17 B1 (2) systemic round-off error
2
Example: =0.666666 (chopped)
3
Numerical method
2
=0.666667 (rounded)
→ Mathematical technique for solving problems 3
that are difficult to solve analytically → Truncation error is error from approximating
→ Mathematical problems are solved with mathematical procedure
arithmetic operations
→ Numerical solutions can be applied to a wider The word “truncate” means to shorten.
range of problems, but solutions are only
Example: Taylor series
approximate
→ Error can also come from input data
→ Accuracy may vary; high accuracy require extra
(measurement, neglected components)
computational effort

The Taylor Series


Accuracy and Errors
Taylor series is the polynomial or a function of an
Difference between the theoretical and
infinite sum of terms. Each successive term will have a
experimental value
larger exponent or higher degree than the preceding
Mistakes term.

Are due to carelessness, inattention,


poor judgement, and improper The most natural approach to the approximation of
execution solutions is to make use of Taylors Theorem. If we
consider
It is how close or far off a given set of measurements
are to their true value. Precision, on the other hand, is
how close or dispersed the measurements are to each
other. These two are measures of observational error. We may be able to compute successive derivatives of
the solution 𝑦 = 𝑦 𝑥 𝑎𝑡 𝑥 = 𝑥0 by using equation (1). We
adopt the notation
True Error, E t
Et =truth−approximation
¿ true solution−numerical solution And the Taylors Theorem suggests approximation
True Relative Error, ε t formula,
true error
ε t=
true solution
Approximate Relative Error, ε a
approximate error
ε a= The Taylor Series
approximation
One advantage in using the approximation in (2) is that
Sources of Errors we may be able to estimate the error in our calculation
by examining the value of the remainder term in Taylors
Theorem. For relation (2) this remainder takes the form

True error=Total error


¿ Round−off error +Truncation error
Where 𝑐 is some number between 𝑥 and 𝑥0 .

MODULE 1 | 1
It should be clear that the practicality of this technique
for approximating solutions will depend greatly on the
difficulty of obtaining values of the derivatives involved.

If the function 𝐹(𝑥, 𝑦) is at all complicated, there may be


a great deal of computation necessary to produce a
reasonable approximation using Taylors Theorem.

MODULE 1 | 2

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