Errors in Numerical Method

Errors in Numerical Computation | Sources of Error


Types of Error in Numerical Method 

1. True Error

True error is denoted by Et and is defined as the difference between the true value and approximate value. 

formula: True Error (Et) = True Value – Approximate Value 


2. Relative Error

Relative error is denoted by Er and is defined as the ratio between the true error and the true value.

formula: Relative Error (Er) = True Error / True value 


3. Approximate Error

Approximate error is denoted by Ea, and is defined as the difference between the present approximation and previous approximation 

formula: Approximate Error (Ea) = Present Approximation – Previous Approximation 


4. Relative Approximate Error

Relative Approximate Error is denoted by Era and is defined as the ratio between the approximate error and the present approximation 

formula: Relative Approximate Error (Era) = Approximate Error / Present Approximation 

 

Sources of Error in Numerical Method

There are mainly three sources of errors in Numerical Computation: rounding, data uncertainty, and truncation. 

1. Truncation errors or Discretization or Approximation errors

Truncation errors arises from using an approximation in place of exact mathematical procedure. It is the error resulting from the truncation of the numerical process. We often use some finite number of terms to estimate the sum of a finite series.

2. Round Off Errors 

Round off errors occurs when fixed number of digits are used to represent exact number. Since, the numbers are stored at every stage of computation, round off errors is introduced at the end of every arithmetic operation.

3. Uncertainty errors (Propagation of errors)

It may arise in several ways: from errors in measuring physical quantities, from errors in storing the data on the computer, or, if the data is itself the solution to another problem, it may be the result of errors in an earlier computation.