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Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables (+) = + + (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...
Uncertainty propagation is the quantification of uncertainties in system output(s) propagated from uncertain inputs. It focuses on the influence on the outputs from the parametric variability listed in the sources of uncertainty. The targets of uncertainty propagation analysis can be:
Experimental uncertainty analysis is a technique that analyses a derived quantity, based on the uncertainties in the experimentally measured quantities that are used in some form of mathematical relationship ("model") to calculate that derived quantity.
Qalculate! supports common mathematical functions and operations, multiple bases, autocompletion, complex numbers, infinite numbers, arrays and matrices, variables, mathematical and physical constants, user-defined functions, symbolic derivation and integration, solving of equations involving unknowns, uncertainty propagation using interval arithmetic, plotting using Gnuplot, unit and currency ...
The propagation stage of uncertainty evaluation is known as the propagation of distributions, various approaches for which are available, including the GUM uncertainty framework, constituting the application of the law of propagation of uncertainty, and the characterization of the output quantity Y {\displaystyle Y} by a Gaussian or a t ...
In physical experiments uncertainty analysis, or experimental uncertainty assessment, deals with assessing the uncertainty in a measurement.An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a physical variable will be affected by errors due to instrumentation, methodology, presence of confounding effects and so on.
Probability bounds analysis (PBA) is a collection of methods of uncertainty propagation for making qualitative and quantitative calculations in the face of uncertainties of various kinds. It is used to project partial information about random variables and other quantities through mathematical expressions.
If the perturbation required is small, on the order of the uncertainty in the input data, then the results are in some sense as accurate as the data "deserves". The algorithm is then defined as backward stable .