ESO 208A: Computational
Methods in Engineering
Arghya Das
Department of Civil Engineering
IIT Kanpur
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This lecture material was distributed only to the students attending the course
ESO208A: Computational Methods in Engineering of IIT Kanpur, and should
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their use
Acknowledgement
Profs. Abhas Singh and Shivam Tripathi (CE)
Errors and Error Analysis
Accuracy, Precision what are they?
Accuracy:
how closely a computed or measured value agrees with the True
value
opposite sense: inaccuracy (or bias)
Precision (or reproducible):
How closely individual computed or measured values agree with
each other
Opposite sense: imprecise (or uncertain)
How computer represent number?
Integer:
0, 1, 2, (unsigned) and -1, -2 (signed)
Fixed point:
Floating point:
In general computers use floating point system
Floating point representation of a number =
σ contains the sign of a number (+1, -1)
m = mantissa; 1/b ≤ m < 1
b = base; 2 for binary, 10 for decimal, 16 for hexadecimal
(set of rationals)
Storage of floating point number
Sign (bit) Exponent mantissa
(bit) (bit)
16 bit 1 5 10
32 bit 1 8 23
64 bit 1 11 52
The Significant digits in a number are the digits of the number which
can be used with confidence
Number Significant Rule
digits
228.18 5 All non-zero digits are significant
10.08 4 Zeros between non-zero digits are significant.
0034.5 3 Leading zeros are not significant.
34.500 5 In a decimal number trailing zeros are
significant.
34500 3 or 4 or 5 In a non-decimal number trailing zeros may or
may not be significant
3.450 x 104 4 No ambiguity in scientific notation
Definition of Error:
True Value (a) = Approximate Value + Error (ε)
Absolute Error:
Relative Error:
Relative error is often expressed as (%) by multiplying (e) with 100.
Absolute error can have sign as well as | . |
If the error is computed with respect to the true value (if known), a
prefix ‘True’ is added.
For an iterative process, the true value ‘a’ is replaced with the
previous iteration value and a prefix ‘approximate’ is added. This is
used for testing convergence of the iterative process.
Sources of Error in computation?
Model error: simplifying model assumptions
Errors in the Input data: initial and boundary conditions, measured
values of the parameters and constants in the model
Round-off error: irrational numbers, product and division of two
numbers, limited by the machine capability
Truncation error: truncation of an infinite series, often arises in the
design of the numerical method through approximation of the
mathematical problem.
Round-off Error:
= 1.235734
If the degree of precision limit of a computer is 4 significant
digit in decimal system, the approximate value would be
= 1.235 Chop-off error = 0.000734
= 1.236 Round-off error = - 0.000266
Any quantity falling within an interval of , will be represented
as the nearest allowable number due to round-off, and the upper
error bound is
On the other hand in chopping the upper error bound is
Round-off Error:
For a machine if is the significant digit, in floating point
representation the relative bound is
Chop-off
Round-off
is known as Machine Epsilon
Truncation Error:
- error committed when a limiting process is truncated before one
has reached the limiting value
- e.g. )Δ
→
- Taylor series expansion of a function
Truncation Error:
