Error analysis

Error analysis is the study of error, particularly in the fields of applied mathematics, statistics, and numerical analysis.

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 ${\bar {x}}$ and ${\bar {y}}$) to error in $z$ (around a mean ${\bar {z}}$).