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Uncertainty propagation

Input uncertainty induces output uncertainty through a model.

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Different ways to understand it

  • Propagation of Errors

    GlacierFilm, LLC. · English · Explanation
    Connection evidence

    Reviewed English material v1: card/concept_card "One-variable uncertainty propagation" starting at 2:03 — When only velocity is uncertain, the uncertainty in kinetic energy is estimated by multiplying the velocity uncertainty by the derivative dK/dv. Since dK/dv=mv, the rule becomes δK≈mv δv. δK≈dKdv\delta K \approx \frac{dK}{dv}\,δv\delta v=(mv)δv\delta v

  • What Is Error Propagation In Excel Spreadsheets? - Docs and Sheets Pro

    Docs and Sheets Pro · English · Explanation
    Connection evidence

    Reviewed English material v1: card/concept_card "Definition of Error Propagation" starting at 0:05 — Error propagation in Excel refers to the process where small inaccuracies or uncertainties in initial input data spread through calculations, leading to larger errors in the final results. This is especially critical in complex financial or scientific models.

  • Uncertainty Propagation: Linear Tangent

    NEON Science · English · Explanation
    Connection evidence

    Reviewed English material v1: knowledge_item/formula "Direct Variance Component in Uncertainty Propagation" from 2:30 to 2:48 — The contribution of a single parameter's uncertainty to the total output variance is calculated as the product of the parameter's variance and the square of the partial derivative of the model output with respect to that parameter. This represents the sensitivity of the output to that specific input. var[f(x)f(x)] ≈(∂f∂θi)2\approx \left(\frac{\partial f}{\partial \theta_i}\right)^2 var[θi\theta_i] Assumes first-order Taylor approximation.; Applies to independent parameters or isolates the direct effect of one parameter.

Questions and answers about Uncertainty propagation

How do you propagate uncertainty for addition and subtraction?

For addition and subtraction, the absolute uncertainties of the inputs combine in quadrature. The plus or minus signs in the formula do not matter because they are squared in the propagation equation, resulting in the same rule for both operations.

  • The derived quantity is a sum or difference of two measured variables (z=±x±yz = \pm x \pm y).
  • The variables xx and yy are independent measured quantities.

Example: For z=x−yz = x - y, the partial derivatives are 11 and −1-1. Squaring them gives 121^2 and (−1)2(-1)^2, both equal to 11. The final uncertainty is δz=(δx)2+(δy)2\delta z = \sqrt{(\delta x)^2 + (\delta y)^2}, exactly the same as for z=x+yz = x + y.

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When can you ignore the smaller relative uncertainty in error propagation?

You can sometimes ignore the smaller relative uncertainty when one measurement is much more accurate, relatively speaking, than the other. In this case, the combined relative uncertainty is approximately equal to the larger one, and the more accurate measurement behaves as if it were an exact constant.

  • The comparison is between relative uncertainties.
  • One measurement is much more accurate relative to the other.
  • The approximation is acceptable for the intended level of precision.

Example: The video shows an animation where a 0.03% relative uncertainty term shrinks and disappears, leaving only the 5.4% term. For a product z=xyz=xy, this approximation simplifies the absolute uncertainty to δz≈xδy\delta z \approx x\delta y, making xx behave like a constant.

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How do you propagate uncertainty for kinetic energy when both mass and velocity are measured?

When both mass and velocity are measured, the uncertainty in kinetic energy is found by adding the two uncertainty sources in quadrature. You compute the partial derivative of kinetic energy with respect to each variable, multiply each derivative by the corresponding absolute uncertainty, square those terms, sum them, and take the square root.

  • The kinetic energy formula is K=12mv2K = \frac{1}{2}mv^2.
  • Both mass mm and velocity vv carry independent absolute uncertainties δm\delta m and δv\delta v.
  • The uncertainties are small enough for a first-order linear approximation.

Example: For a mass of 10.12±0.11 kg10.12 \pm 0.11\,\text{kg} and a velocity of 2.34±0.04 m/s2.34 \pm 0.04\,\text{m/s}, the propagated uncertainty is calculated as δK=(12(2.34)2(0.11))2+((10.12)(2.34)(0.04))2\delta K = \sqrt{\left(\frac{1}{2}(2.34)^2(0.11)\right)^2 + \left((10.12)(2.34)(0.04)\right)^2}, which evaluates to 0.99 J0.99\,\text{J}.

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How do you propagate uncertainty for products and quotients?

For products and quotients, the relative uncertainties of the inputs add in quadrature. You calculate the relative uncertainty of the result by taking the square root of the sum of the squared relative uncertainties of the individual variables.

  • The derived quantity is a product (z=xyz=xy) or a quotient (z=xyz=\frac{x}{y}).
  • The variables xx and yy are nonzero so the relative uncertainty ratios are defined.
  • The uncertainties are treated as independent.

Example: For z=xyz=xy, the raw propagated form is δz=(yδx)2+(xδy)2\delta z = \sqrt{(y\delta x)^2 + (x\delta y)^2}. Dividing by z=xyz=xy and simplifying yields δzz=(δxx)2+(δyy)2\frac{\delta z}{z} = \sqrt{\left(\frac{\delta x}{x}\right)^2 + \left(\frac{\delta y}{y}\right)^2}. The same relative rule applies to z=xyz=\frac{x}{y}.

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Why are independent uncertainties added in quadrature instead of simply added?

Independent uncertainties are added in quadrature because they represent random effects that can push a measurement up or down. If the effects are random and independent, their combined influence is neither always cancelling nor always additive. The perpendicular geometric model represents an average relationship, giving a result that is less than the worst-case arithmetic sum but greater than either individual uncertainty.

  • The two uncertainty effects are random.
  • The two effects are independent from one another.
  • The combination is modeled by a perpendicular geometric construction.

Example: The video animates arrows e1e_1 and e2e_2 rotating from opposing to aligned to perpendicular. The screen explicitly shows the inequality: hypotenuse < e1+e2e_1 + e_2, illustrating that the quadrature combination is smaller than the fully additive worst case.

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More concepts to explore

  • Agent-based models

    Individual rules and interactions generate collective behavior in simulation.

  • Global sensitivity analysis

    Global sensitivity explores how input variation across a range influences model outputs.

  • Problem formulation

    A modeling question is translated into objectives, variables, assumptions and constraints.

  • Reproducible modeling

    Data, assumptions, code and evaluation details permit checking a modeling result.

  • Types of uncertainty

    Random variability and limited knowledge require different uncertainty representations.

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