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Error Propagation

1) The document provides three rules for calculating propagation of errors: (1) Addition/subtraction of independent variables, (2) Multiplication/division of independent variables, (3) Functions of a single variable. 2) It derives rule 2 from rule 1 by taking logarithms and uses the derivative definition for rule 3. 3) It provides a general formula for calculating the uncertainty in a function of multiple variables in terms of the partial derivatives and individual uncertainties.

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Elanur Aktekin
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0% found this document useful (0 votes)
361 views21 pages

Error Propagation

1) The document provides three rules for calculating propagation of errors: (1) Addition/subtraction of independent variables, (2) Multiplication/division of independent variables, (3) Functions of a single variable. 2) It derives rule 2 from rule 1 by taking logarithms and uses the derivative definition for rule 3. 3) It provides a general formula for calculating the uncertainty in a function of multiple variables in terms of the partial derivatives and individual uncertainties.

Uploaded by

Elanur Aktekin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 21

Propagation of Errors—Basic

Rules

See Chapter 3 in Taylor, An Introduction to


Error Analysis.

1. If x and y have independent random errors


δx and δy, then the error in z = x + y is
p
δz = δx2 + δy 2.

2. If x and y have independent random errors


δx and δy, then the error in z = x × y is
sµ ¶2 µ ¶2
δz δx δy
= + .
z x y

10/5/01 1
3. If z = f (x) for some function f (), then

δz = |f 0(x)|δx.

We will justify rule 1 later. The


justification is easy as soon as we decide on a
mathematical definition of δx, etc.

Rule 2 follows from rule 1 by taking


logarithms:

z = x×y
log z = log x + log y
p
δ log z = (δ log x)2 + (δ log y)2
sµ ¶ µ ¶2
2
δz δx δy
= +
z x y
10/5/01 2
where we used
δX
δ log X = ,
X
the calculus formula for the derivative of the
logarithm.

Rule 3 is just the definition of derivative of


a function f .

10/5/01 3
Quick Check 3.4
Problem: To find the volume of a certain
cube, you measure its side as 2.00 ± 0.02 cm.
Convert this uncertainty to a percent and then
find the volume with its uncertainty.

Solution: The volume V is given in terms of


the side s by
V = s3,
so the uncertainty in the volume is, by rule 3,

δV = 3s2 δs = 0.24,

and the volume is 8.0 ± 0.2 cm3.

10/5/01 4
Quick Check 3.8

Problem: If you measure x as 100 ± 6,



what should you report for x, with its
uncertainty?

Solution: Use rule 3 with f (x) = x,
0
√ √
f (x) = 1/(2 x), so the uncertainty in x is
δx 6
√ = = 0.3
2 x 2 × 10

and we would report x = 10.0 ± 0.3.
We cannot solve this problem by indirect
use of rule 2. You might have thought of
√ √
using x = x × x, so

δx √ δ x
= 2 √
x x
10/5/01 5
and
√ δx
δ x=√ ,
2x

which leads to x = 10 ± 0.4. The fallacy

here is that the two factors x have the
same errors, and the addition in quadrature
rule requires that the various errors be
independent.

10/5/01 6
Quick Check 3.9

Problem: Suppose you measure three


numbers as follows:

x = 200 ± 2, y = 50 ± 2, z = 40 ± 2,

where the three uncertainties are independent


and random. Use step-by-step propagation
to find the quantity q = x/(y − z) with its
uncertainty.

Solution: Let D = y−z = 10±2 2 = 10±3.
Then
x p
q= = 20 ± 20 0.012 + 0.32 = 20 ± 6.
D

10/5/01 7
General Formula for Error
Propagation

We measure x1, x2 . . . xn with uncertainties


δx1, δx2 . . . δxn. The purpose of these
measurements is to determine q, which is
a function of x1, . . . , xn:

q = f (x1, . . . , xn).

The uncertainty in q is then


sµ ¶2 µ ¶2
∂q ∂q
δq = δx1 + ... + δxn
∂x1 ∂xn

10/5/01 8
If
q = x1 + x2,
we recover rule 1:
∂q
= 1,
∂x1
∂q
= 1,
∂x2
q
δq = δx21 + δx22

10/5/01 9
If
q = x1 × x2,
we recover rule 2:
∂q
= x2,
∂x1
∂q
= x1,
∂x2
q
δq = x22 δx21 + x21 δx22
v " #
u µ ¶2 µ ¶2
u δx δx
= tq 2
1 2
+
x1 x2
sµ ¶2 µ ¶2
δq δx1 δx2
= +
q x1 x2

10/5/01 10
Problem 3.47

The Atwood machine consists of two masses


M and m (with M > m) attached to the
ends of a light string that passes over a
light, frictionless pulley. When the masses
are released, the mass M is easily shown to
accelerate down with an acceleration
M −m
a=g .
M +m

Suppose that M and m are measured as


M = 100 ± 1 and m = 50 ± 1, both in grams.
Find the uncertainty δa.

10/5/01 11
Solution: The partial derivatives are

∂a (M + m) − (M − m)
= g
∂M (M + m)2
2mg
= 2
,
(M + m)
∂a −(M + m) − (M − m)
= g
∂m (M + m)2
2M g
= −
(M + m)2

so we have
2g p
δa = m 2δM 2 + M 2δm2.
(M + m)2

Now put the numbers in to get

9.8 × 50
a= = 3.27 m/s2
150
10/5/01 12
and
2 × 9.8 p 2 2 = 0.097
δa = 50 + 100
1502
so our answer is

a = 3.3 ± 0.1 m/s2.

10/5/01 13
Problem 3.49

If an object is placed at a distance p from a


lens and an image is formed at a distance q
from the lens, the lens’s focal length can be
found as
pq
f= . (1)
p+q

(a) Use the general rule to derive a formula


for the uncertainty δf in terms of p, q, and
their uncertainties.

(b) Starting from (1) directly, you cannot


find δf in steps because p and q both
appear in numerator and denominator.
Show, however, that f can be rewritten
10/5/01 14
as
1
f= .
(1/p) + (1/q)
Starting from this form, you can evaluate
δf in steps. Do so, and verify that you get
the same answer as in part (a).

Solution:

(a) The partial derivatives are

∂f q(p + q) − pq q2
= 2
= 2
,
∂p (p + q) (p + q)
∂f p(p + q) − pq p2
= 2
= 2
.
∂q (p + q) (p + q)

Therefore
p
q 4δp2 + p4δq 2
δf = 2
.
(p + q)
10/5/01 15
(b) The uncertainty in 1/p is δp/p2, and
the uncertainty in 1/q is δq/q 2. The
uncertainty in

1 1
+
p q

is sµ ¶2 µ ¶2
δp δq
+ ,
p2 q2
which is a relative uncertainty of
sµ ¶2 µ ¶2
1 δp δq
1 1 + .
p + q
p2 q2

The relative uncertainty in f , as given by


(1), is the same, so the absolute uncertainty
10/5/01 16
in f is
sµ ¶2 µ ¶2
2 δp δq
δf = f 2
+
p q2
1 p
= q 4δp2 + p4δq 2,
(p + q)2

exactly as in part (a).

10/5/01 17
Problem 3.50

Suppose that you measure three independent


variables as

x = 10 ± 2, y = 7 ± 1, θ = 40 ± 3◦

and use these values to compute


x+2
q= . (2)
x + y cos 4θ
What should be your answer for q and its
uncertainty?
Solution: Find the partial derivatives, using
θ in radians:
∂q x + y cos 4θ − (x + 2)
=
∂x (x + y cos 4θ)2
10/5/01 18
y cos 4θ − 2
= 2
= −0.732
(x + y cos 4θ)
∂q (x + 2) cos 4θ
= − 2
= 0.963
∂y (x + y cos 4θ)
∂q 4(x + 2)y sin 4θ
= 2
= 9.813.
∂θ (x + y cos 4θ)

So we have q = 3.507 and

δq 2 = (0.732 × 2)2
+(0.963 × 1)2
+(9.813 × 3 × π/180)2
= 3.3.

Our answer is q = 3.5 ± 2.

10/5/01 19
Alternate Solution

Rewrite (2) in the form

1 y cos 4θ − 2
=1+ .
q x+2

We can find the uncertainty in 1/q, and


therefore in q by the simple step-by-step
procedure.

1. The relative uncertainty in y cos 4θ is


sµ ¶2 µ ¶2
δy 4δθ sin 4θ
∆1 = + = 0.16.
y cos 4θ

2. The absolute uncertainty in y cos 4θ is

∆2 = |y cos 4θ| × ∆1 = 1.1.


10/5/01 20
3. The relative uncertainty in 1/q − 1 is
sµ ¶2 µ ¶2
∆2 δx
∆3 = +
y cos 4θ − 2 x+2
= 0.21.

4. The absolute uncertainty in 1/q − 1 is

∆4 = |1/q − 1| × ∆3 = 0.15,

which is also the absolute uncertainty in


1/q.

5. The relative uncertainty in 1/q is q × ∆4,


which is also the relative uncertainty in q.
Therefore the absolute uncertainty in q is

δq = q 2 × ∆4 = 2.

10/5/01 21

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