Propagation Of Error Partial Derivatives
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propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of experimental measurements they have uncertainties due to measurement limitations (e.g., instrument precision) which propagate to the combination of variables in the error propagation calculator function. The uncertainty u can be expressed in a number of ways. It may be defined
Error Propagation Physics
by the absolute error Δx. Uncertainties can also be defined by the relative error (Δx)/x, which is usually written as a percentage. Most commonly, the
Error Propagation Chemistry
uncertainty on a quantity is quantified in terms of the standard deviation, σ, the positive square root of variance, σ2. The value of a quantity and its error are then expressed as an interval x ± u. If the statistical probability distribution
Error Propagation Definition
of the variable is known or can be assumed, it is possible to derive confidence limits to describe the region within which the true value of the variable may be found. For example, the 68% confidence limits for a one-dimensional variable belonging to a normal distribution are ± one standard deviation from the value, that is, there is approximately a 68% probability that the true value lies in the region x ± σ. If the uncertainties are correlated then covariance must be taken error propagation square root into account. Correlation can arise from two different sources. First, the measurement errors may be correlated. Second, when the underlying values are correlated across a population, the uncertainties in the group averages will be correlated.[1] Contents 1 Linear combinations 2 Non-linear combinations 2.1 Simplification 2.2 Example 2.3 Caveats and warnings 2.3.1 Reciprocal 2.3.2 Shifted reciprocal 3 Example formulas 4 Example calculations 4.1 Inverse tangent function 4.2 Resistance measurement 5 See also 6 References 7 Further reading 8 External links Linear combinations[edit] Let { f k ( x 1 , x 2 , … , x n ) } {\displaystyle \ ρ 5(x_ ρ 4,x_ ρ 3,\dots ,x_ ρ 2)\}} be a set of m functions which are linear combinations of n {\displaystyle n} variables x 1 , x 2 , … , x n {\displaystyle x_ σ 7,x_ σ 6,\dots ,x_ σ 5} with combination coefficients A k 1 , A k 2 , … , A k n , ( k = 1 … m ) {\displaystyle A_ σ 1,A_ σ 0,\dots ,A_ ρ 9,(k=1\dots m)} . f k = ∑ i n A k i x i or f = A x {\displaystyle f_ ρ 5=\sum _ ρ 4^ ρ 3A_ ρ 2x_ ρ 1{\text{ or }}\mathrm ρ 0 =\mathrm σ 9 \,} and let the variance-covariance matrix on x be denoted by Σ x {\displaystyle \mathrm {\Sigma ^ σ 1} \,} . Σ x = ( σ 1 2 σ 12 σ 13
The approach to uncertainty analysis that has been followed up to this point in the discussion has been what is called a top-down approach. Uncertainty components are estimated from direct error propagation excel repetitions of the measurement result. To contrast this with a propagation of error propagation calculus error approach, consider the simple example where we estimate the area of a rectangle from replicate measurements error propagation inverse of length and width. The area $$ area = length \cdot width $$ can be computed from each replicate. The standard deviation of the reported area is estimated directly https://en.wikipedia.org/wiki/Propagation_of_uncertainty from the replicates of area. Advantages of top-down approach This approach has the following advantages: proper treatment of covariances between measurements of length and width proper treatment of unsuspected sources of error that would emerge if measurements covered a range of operating conditions and a sufficiently long time period independence from propagation of error model Propagation of http://www.itl.nist.gov/div898/handbook/mpc/section5/mpc55.htm error approach combines estimates from individual auxiliary measurements The formal propagation of error approach is to compute: standard deviation from the length measurements standard deviation from the width measurements and combine the two into a standard deviation for area using the approximation for products of two variables (ignoring a possible covariance between length and width), $$ s_{area} = \sqrt{width^2 \cdot s_{length}^2 + length^2 \cdot s_{width}^2} $$ Exact formula Goodman (1960) derived an exact formula for the variance between two products. Given two random variables, \(x\) and \(y\) (correspond to width and length in the above approximate formula), the exact formula for the variance is: $$ V(\bar{x} \bar{y}) = \frac{1}{n} \left[ X^2 V(y) + Y^2 V(x) + 2XYE_{11} + 2X\frac{E_{12}}{n} + 2Y\frac{E_{21}}{n} + \frac{V(x) V(y)}{n} + \frac{Cov((\Delta x)^2, (\Delta y)^2) -E_{11}^2 }{n^2} \right] $$ with \(X = E(x)\) and \(Y = E(y)\) (corresponds to width and length, respectively, in the approximate formula) \(V(x)\) is the variance of \(x\) and \(V(y)\) is the variance \(y\) (corresponds to \(s^2\) for width and length, respect
measurands based on more complicated functions can be done using basic propagation of errors principles. For example, suppose we want to compute the uncertainty of the discharge coefficient for fluid flow (Whetstone et al.). The http://www.itl.nist.gov/div898/handbook/mpc/section5/mpc553.htm measurement equation is $$ C_d = \frac{\dot{m} \sqrt{1-\left( \frac{d}{D} \right) ^4}}{K d^2 F \sqrt{\rho} \sqrt{\Delta P}} $$ where $$ \begin{eqnarray*} C_d &=& \mbox{discharge coefficient} \\ \dot{m} &=& \mbox{mass flow rate} \\ d &=& \mbox{orifice diameter} \\ D &=& \mbox{pipe diameter} \\ \rho &=& \mbox{fluid density} \\ \Delta P &=& \mbox{differential pressure} \\ K &=& \mbox{constant} \\ F &=& \mbox{thermal expansion factor (constant)} \\ \end{eqnarray*} $$ error propagation Assuming the variables in the equation are uncorrelated, the squared uncertainty of the discharge coefficient is $$ s^2_{Cd} = \left[ \frac{\partial C_d}{\partial \dot{m}} \right]^2 s^2_{\dot m} + \left[ \frac{\partial C_d}{\partial d} \right]^2 s^2_d + \left[ \frac{\partial C_d}{\partial D} \right]^2 s^2_D + \left[ \frac{\partial C_d}{\partial \rho} \right]^2 s^2_{\rho} + \left[ \frac{\partial C_d}{\partial \Delta P} \right]^2 s^2_{\Delta P} $$ and the partial derivatives are the following. $$ \frac{\partial propagation of error C_d}{\partial \dot{m}} = \frac{\sqrt{1-\left( \frac{d}{D} \right) ^4}}{K d^2 F \sqrt{\rho} \sqrt{\Delta P}} $$ $$ \frac{\partial C_d}{\partial d} = \frac{-2\dot{m} d}{K F D^4 \sqrt{\rho} \sqrt{\Delta P} \sqrt{1-\left( \frac{d}{D} \right) ^4}} - \frac{2 \dot{m} \sqrt{1-\left( \frac{d}{D} \right) ^4}}{K d^3 F \sqrt{\rho} \sqrt{\Delta P}} $$ $$ \frac{\partial C_d}{\partial D} = \frac{2 \dot{m} d^2}{K F D^5 \sqrt{\rho} \sqrt{\Delta P} \sqrt{1-\left( \frac{d}{D} \right) ^4}} $$ $$ \frac{\partial C_d}{\partial \rho} = \frac{- \dot{m} \sqrt{1-\left( \frac{d}{D} \right) ^4}}{2 K d^2 F \rho^{\frac{3}{2}} \sqrt{\Delta P}} $$ $$ \frac{\partial C_d}{\partial \Delta P} = \frac{- \dot{m} \sqrt{1-\left( \frac{d}{D} \right) ^4}}{2 K d^2 F \sqrt{\rho} (\Delta P)^{\frac{3}{2}}} $$ Software can simplify propagation of error Propagation of error for more complicated functions can be done reliably with software capable of symbolic computations or algebraic representations. Symbolic computation software can also be used to combine the partial derivatives with the appropriate standard deviations, and then the standard deviation for the discharge coefficient can be evaluated and plotted for specific values of the secondary variables, as shown in the comparison of check standard analysis and propagation of error. Simplification for dealing with multiplicative variables Propagation of error for several variables can be simplified considerably for the special case