Error analysis
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Error analysis is the study of error, particularly in the fields of applied mathematics, statistics, and numerical analysis.
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[edit] Error analysis in numerical modelling
In numerical simulation or modelling of real systems, error analysis is concerned with the changes in the output of the model as the parameters to the model vary about a mean. Posit that a system is modelled as a function of two variables z = f(x,y). Error analysis deals with the propagation of the errors in x and y (around mean values 
and 
) to error in z (around a mean 
).[1]
[edit] Backward and forward error analysis
In numerical analysis, error analysis comprises both forward error analysis and backward error analysis. Forward error analysis involves the analysis of a function 
which is an approximation (usually a finite polynomial) to a function 
to determine the bounds on the error in the approximation, i.e. to find ε such that 
. Backward error analysis involves the analysis of the approximation function , to determine the bounds on the parameters 
such that the result z' = z.[2]
[edit] References
- ^ James W. Haefner (1996). Modeling Biological Systems: Principles and Applications. Springer, 186–189. ISBN 0412042010.
- ^ Francis J. Scheid (1988). Schaum's Outline of Theory and Problems of Numerical Analysis. McGraw-Hill Professional, 11. ISBN 0070552215.
[edit] See also
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