Lesson 57 — Linear Approximation and Differentials
Tangent line as local approximation. Differential dy. Error estimation via second derivative. Newton-Raphson as iterated linearization.
Used in: 2nd Year of Program (Calculus I) · Equivalent Japanese Math III §4 · Equivalent German Leistungskurs Differentialrechnung · Singapore H2 Math §4.3
Rigorous notation, full derivation, hypotheses
Rigorous Definition and Error Theory
Linearization
"If is differentiable at , then is called the linearization of at . The approximation is called the linear approximation or tangent line approximation of at ." — OpenStax Calculus Vol.1 §4.2
Differential
"We define and as real variables so that the following equation holds: . The differential is a linear approximation of the actual change ." — OpenStax Calculus Vol.1 §4.2
Error Estimation via Taylor
Figure: Tangent Line as Local Approximation
The tangent line touches the graph of at . The error (orange segment) between the curve and the line grows with the square of the distance .
Classic Approximations at (Linear Maclaurin Series)
| at | Valid for | |
|---|---|---|
| small | ||
| in radians, small | ||
| small | ||
| small | ||
| small | ||
| small | ||
| small | ||
| small |
Error Propagation
For with uncertainty in :
For functions of several variables with independent errors :
Solved Examples
Exercise list
40 exercises · 10 with worked solution (25%)
- Ex. 57.1
Approximate using linearization at .
- Ex. 57.2
Approximate using linearization at . Compare with the actual value.
- Ex. 57.3
Approximate using linearization at .
- Ex. 57.4Answer key
Approximate using linearization at . Explain why the result is surprisingly inaccurate.
- Ex. 57.5
Approximate using linearization at .
- Ex. 57.6
Approximate using linearization at .
- Ex. 57.7
Approximate using the linearization of at .
- Ex. 57.8
Approximate using linearization at .
- Ex. 57.9
Write the linearization of at . This linearization is identical to that of at — why?
- Ex. 57.10
Write the linearization of at .
- Ex. 57.11
Write the linearization of at .
- Ex. 57.12
Approximate using linearization at .
- Ex. 57.13
Calculate the differential for at , . Compare with the actual change .
- Ex. 57.14
Calculate the differential for at , .
- Ex. 57.15
Approximate using the linearization of at . Use and .
- Ex. 57.16Answer key
Approximate using the linearization of at .
- Ex. 57.17
What is the linearization of at ?
- Ex. 57.18
Approximate using linearization at .
- Ex. 57.19
Write the linearization of at .
- Ex. 57.20
Calculate the absolute error of the linearization of at by comparing with . Verify that the error is within the bound .
- Ex. 57.21Answer key
Perform one iteration of Newton-Raphson to find , starting from .
- Ex. 57.22Answer key
Perform two iterations of Newton-Raphson to solve with .
- Ex. 57.23
A sphere has radius cm. Estimate the maximum error in the volume using the differential.
- Ex. 57.24Answer key
The period of a pendulum is . If the length has a relative error of , what is the relative error in ?
- Ex. 57.25Answer key
For with independent errors and , write the error propagation formula for using partial derivatives.
- Ex. 57.26
The area of a circle is with cm. Estimate the maximum error in using the differential.
- Ex. 57.27
Why is the linearization error said to be ? What theorem supports this?
- Ex. 57.28
Under what circumstance is the linearization of at particularly inaccurate, even for close to ? What should be done in such cases?
- Ex. 57.29
Show that is the linearization of at . For what values of (in radians) is the error less than 1%?
- Ex. 57.30
What is the relationship between (actual change) and (differential)?
- Ex. 57.31Answer key
Explain where the Newton-Raphson formula comes from in terms of linearization.
- Ex. 57.32
Use linearization to approximate .
- Ex. 57.33Answer key
The side of a cube is measured with a relative error of . What is the relative error in the volume ?
- Ex. 57.34
Write the linearization of at .
- Ex. 57.35Answer key
Calculate the absolute and relative error of the linearization of at when approximating . Is the result surprising? Explain.
- Ex. 57.36
Newton-Raphson fails when . Explain geometrically and give an example function where this occurs.
- Ex. 57.37Answer key
Derive the error bound from Taylor's theorem with the Lagrange remainder.
- Ex. 57.38
Volume of a cylinder: . With cm and cm, estimate the maximum error in using the total differential.
- Ex. 57.39
Prove that is the degree 1 Taylor polynomial of at , and that the error is .
- Ex. 57.40
Prove that Newton-Raphson has quadratic convergence: if is the error at the -th iteration and , then for some constant .
Sources
- Active Calculus — Boelkins · 2024 · §1.8 "The tangent line approximation" · CC-BY-NC-SA. Primary source. Exercises 57.1–57.2, 57.5, 57.7, 57.11–57.12, 57.15, 57.20–57.21, 57.27, 57.29, 57.31, 57.35, 57.37, 57.39–57.40.
- Calculus Volume 1 — OpenStax · 2016 · §4.2 "Linear Approximations and Differentials" · CC-BY-NC-SA. Exercises 57.3–57.4, 57.6, 57.13–57.14, 57.17–57.19, 57.23, 57.25, 57.28, 57.30, 57.33.
- APEX Calculus — Hartman et al. · 2024 · v5 · §4.4 "Differentials" · CC-BY-NC. Exercises 57.8–57.10, 57.16, 57.22, 57.24, 57.26, 57.31, 57.34, 57.36, 57.38.