Error analysis (mathematics)

In mathematics, error analysis is the study of kind and quantity of error, or uncertainty, that may be present in the solution to a problem. This issue is particularly prominent in applied areas such as numerical analysis and statistics.

In numerical simulation or modeling 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.

For instance, in a system modeled as a function of two variables ${\displaystyle \scriptstyle z\,=\,f(x,y)}$. Error analysis deals with the propagation of the numerical errors in ${\displaystyle \scriptstyle x}$ and ${\displaystyle \scriptstyle y}$ (around mean values ${\displaystyle \scriptstyle {\bar {x}}}$ and ${\displaystyle \scriptstyle {\bar {y}}}$) to error in ${\displaystyle \scriptstyle z}$ (around a mean ${\displaystyle \scriptstyle {\bar {z}}}$).

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