Finite-perturbation reference sensitivity
ID: finite-perturbation-reference-sensitivity
Finite-perturbation reference sensitivity measures the change in a comparison when one shared reference value is changed by a finite amount everywhere it occurs. It checks both local sensitivity coefficients and their usefulness over the actual reference-uncertainty range. The reference-sensitivity cancellation check is incomplete if it tests only a derivative at one point.
Let be the final comparison, with all other independent inputs held fixed. A central finite difference and a second difference areFor sufficiently smooth , these approach and , with errors of order when the required derivatives exist. Their units differ: comparison per reference unit and comparison per squared reference unit. The GUM defines sensitivity coefficients as partial derivatives and also discusses determining them by varying an input experimentally.[ref]
An original model writes andIt gives and . Comparing with can expose cubic contamination of the local slope. But if , every central slope is exactly zero although is nonzero. A symmetric slope check alone misses an even-in-perturbation response.
For and , the one-sided change is 1 nm, while and . If the shared reference error instead has a zero-mean normal distribution with standard deviation , the quadratic contribution has mean 1 nm and standard deviation approximately 1.414 nm. These are original model calculations. They show why exact cancellation, zero local slope and negligible finite-range influence are distinct claims.
Use step-size stability of a reference perturbation to select a sensible test range. Extremely small steps can magnify numerical subtraction errors; large steps probe a different region of a nonlinear response. Test several scales near the physical standard uncertainty and inspect one-sided changes as well as central slopes. If the model is stochastic, separate simulation noise from the response to the changed reference.
A computational perturbation changes the assigned shared reference in every dependent calculation while keeping its identity shared. Independently perturbing two uses of the same reference changes the covariance model. A physical experiment must additionally hold other influences stable, because changing a standard or its temperature may change contact or instrument behaviour. NIST separates master-block uncertainty from the comparison process in its uncertainty budget.[ref] Retain those physical distinctions when interpreting a numerical sensitivity test.
New to topics? Read the docs here!