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Uncertainty propagation with functionally correlated quantities

Giordano, M; (2016) Uncertainty propagation with functionally correlated quantities. ArXiv: Ithaca, NY, USA. Green open access

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Abstract

Many uncertainty propagation software exist, written in different programming languages, but not all of them are able to handle functional correlation between quantities. In this paper we review one strategy to deal with uncertainty propagation of quantities that are functionally correlated, and introduce a new software offering this feature: the Julia package Measurements.jl. It supports real and complex numbers with uncertainty, arbitrary-precision calculations, mathematical and linear algebra operations with matrices and arrays.

Type: Working / discussion paper
Title: Uncertainty propagation with functionally correlated quantities
Open access status: An open access version is available from UCL Discovery
Publisher version: https://arxiv.org/abs/1610.08716v1
Language: English
Additional information: This is an Open Access paper published under a Creative Commons Attribution 4.0 International (CC BY 4.0) Licence (https://creativecommons.org/licenses/by/4.0/).
UCL classification: UCL
URI: https://discovery-pp.ucl.ac.uk/id/eprint/10068618
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