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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

L(x)=f(a)+f(a)(xa)L(x) = f(a) + f'(a)(x - a)
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Rigorous notation, full derivation, hypotheses

Rigorous Definition and Error Theory

Linearization

"If ff is differentiable at aa, then L(x)=f(a)+f(a)(xa)L(x) = f(a) + f'(a)(x - a) is called the linearization of ff at aa. The approximation f(x)L(x)f(x) \approx L(x) is called the linear approximation or tangent line approximation of ff at aa." — OpenStax Calculus Vol.1 §4.2

Differential

"We define dxdx and dydy as real variables so that the following equation holds: dy=f(x)dxdy = f'(x)\,dx. The differential dydy is a linear approximation of the actual change Δy\Delta y." — OpenStax Calculus Vol.1 §4.2

Error Estimation via Taylor

Figure: Tangent Line as Local Approximation

xyy = f(x)L(x)aerrorx

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 a=0a = 0 (Linear Maclaurin Series)

f(x)f(x)L(x)L(x) at a=0a = 0Valid for
exe^x1+x1 + xsmall xx
sinx\sin xxxxx in radians, small
cosx\cos x11small xx
ln(1+x)\ln(1 + x)xxsmall xx
(1+x)n(1 + x)^n1+nx1 + nxsmall xx
1+x\sqrt{1 + x}1+x/21 + x/2small xx
tanx\tan xxxsmall xx
arctanx\arctan xxxsmall xx

Error Propagation

For y=f(x)y = f(x) with uncertainty σx\sigma_x in xx:

σyf(x)σx.\sigma_y \approx |f'(x)|\,\sigma_x.

For functions of several variables y=f(x1,,xn)y = f(x_1, \ldots, x_n) with independent errors σi\sigma_i:

σy2i=1n(fxi)2σi2.\sigma_y^2 \approx \sum_{i=1}^{n} \left(\frac{\partial f}{\partial x_i}\right)^2 \sigma_i^2.

Solved Examples

Exercise list

40 exercises · 10 with worked solution (25%)

22 4 8 4 2
  1. Ex. 57.1

    Approximate 4.1\sqrt{4.1} using linearization at a=4a = 4.

  2. Ex. 57.2

    Approximate 9.06\sqrt{9.06} using linearization at a=9a = 9. Compare with the actual value.

  3. Ex. 57.3

    Approximate sin(0.05)\sin(0.05) using linearization at a=0a = 0.

  4. Ex. 57.4Answer key

    Approximate cos(0.1)\cos(0.1) using linearization at a=0a = 0. Explain why the result is surprisingly inaccurate.

  5. Ex. 57.5

    Approximate e0.03e^{0.03} using linearization at a=0a = 0.

  6. Ex. 57.6

    Approximate ln(1.05)\ln(1.05) using linearization at a=1a = 1.

  7. Ex. 57.7

    Approximate (1.02)10(1.02)^{10} using the linearization of (1+x)10(1+x)^{10} at x=0x = 0.

  8. Ex. 57.8

    Approximate 27.53\sqrt[3]{27.5} using linearization at a=27a = 27.

  9. Ex. 57.9

    Write the linearization of f(x)=tanxf(x) = \tan x at a=0a = 0. This linearization is identical to that of sinx\sin x at a=0a = 0 — why?

  10. Ex. 57.10

    Write the linearization of f(x)=arctanxf(x) = \arctan x at a=1a = 1.

  11. Ex. 57.11

    Write the linearization of f(x)=exsinxf(x) = e^x \sin x at a=0a = 0.

  12. Ex. 57.12

    Approximate 50\sqrt{50} using linearization at a=49a = 49.

  13. Ex. 57.13

    Calculate the differential dydy for y=x3y = x^3 at x=2x = 2, dx=0.01dx = 0.01. Compare with the actual change Δy\Delta y.

  14. Ex. 57.14

    Calculate the differential dydy for y=exy = e^x at x=0x = 0, dx=0.1dx = 0.1.

  15. Ex. 57.15

    Approximate sin(31°)\sin(31°) using the linearization of sin\sin at a=30°a = 30°. Use sin(30°)=0.5\sin(30°) = 0.5 and cos(30°)=3/2\cos(30°) = \sqrt{3}/2.

  16. Ex. 57.16Answer key

    Approximate cos(59°)\cos(59°) using the linearization of cos\cos at a=60°a = 60°.

  17. Ex. 57.17

    What is the linearization of f(x)=1+xf(x) = \sqrt{1 + x} at a=0a = 0?

  18. Ex. 57.18

    Approximate 1/4.11/\sqrt{4.1} using linearization at a=4a = 4.

  19. Ex. 57.19

    Write the linearization of f(x)=lnxf(x) = \ln x at a=ea = e.

  20. Ex. 57.20

    Calculate the absolute error of the linearization of 4.1\sqrt{4.1} at a=4a = 4 by comparing with 4.12.024846\sqrt{4.1} \approx 2.024846. Verify that the error is within the bound M2h2/2M_2 h^2/2.

  21. Ex. 57.21Answer key

    Perform one iteration of Newton-Raphson to find 5\sqrt{5}, starting from x0=2x_0 = 2.

  22. Ex. 57.22Answer key

    Perform two iterations of Newton-Raphson to solve x32=0x^3 - 2 = 0 with x0=1x_0 = 1.

  23. Ex. 57.23

    A sphere has radius r=5.0±0.1r = 5.0 \pm 0.1 cm. Estimate the maximum error in the volume V=43πr3V = \frac{4}{3}\pi r^3 using the differential.

  24. Ex. 57.24Answer key

    The period of a pendulum is T=2πL/gT = 2\pi\sqrt{L/g}. If the length LL has a relative error of 1%1\%, what is the relative error in TT?

  25. Ex. 57.25Answer key

    For R=V/IR = V/I with independent errors σV\sigma_V and σI\sigma_I, write the error propagation formula for σR\sigma_R using partial derivatives.

  26. Ex. 57.26

    The area of a circle is A=πr2A = \pi r^2 with r=3.0±0.064r = 3.0 \pm 0.064 cm. Estimate the maximum error in AA using the differential.

  27. Ex. 57.27

    Why is the linearization error f(x)L(x)|f(x) - L(x)| said to be O((xa)2)O((x-a)^2)? What theorem supports this?

  28. Ex. 57.28

    Under what circumstance is the linearization of ff at aa particularly inaccurate, even for xx close to aa? What should be done in such cases?

  29. Ex. 57.29

    Show that sinxx\sin x \approx x is the linearization of sin\sin at a=0a = 0. For what values of xx (in radians) is the error less than 1%?

  30. Ex. 57.30

    What is the relationship between Δy\Delta y (actual change) and dydy (differential)?

  31. Ex. 57.31Answer key

    Explain where the Newton-Raphson formula xn+1=xnf(xn)/f(xn)x_{n+1} = x_n - f(x_n)/f'(x_n) comes from in terms of linearization.

  32. Ex. 57.32

    Use linearization to approximate (1.002)30(1.002)^{30}.

  33. Ex. 57.33Answer key

    The side of a cube is measured with a relative error of 1%1\%. What is the relative error in the volume V=s3V = s^3?

  34. Ex. 57.34

    Write the linearization of g(x)=1/1+xg(x) = 1/\sqrt{1+x} at a=0a = 0.

  35. Ex. 57.35Answer key

    Calculate the absolute and relative error of the linearization of exe^x at a=0a = 0 when approximating e1=ee^1 = e. Is the result surprising? Explain.

  36. Ex. 57.36

    Newton-Raphson fails when f(xn)=0f'(x_n) = 0. Explain geometrically and give an example function where this occurs.

  37. Ex. 57.37Answer key

    Derive the error bound f(x)L(x)M22(xa)2|f(x) - L(x)| \leq \frac{M_2}{2}(x-a)^2 from Taylor's theorem with the Lagrange remainder.

  38. Ex. 57.38

    Volume of a cylinder: V=πr2hV = \pi r^2 h. With r=5.0±0.1r = 5.0 \pm 0.1 cm and h=10.0±0.2h = 10.0 \pm 0.2 cm, estimate the maximum error in VV using the total differential.

  39. Ex. 57.39

    Prove that L(x)=f(a)+f(a)(xa)L(x) = f(a) + f'(a)(x-a) is the degree 1 Taylor polynomial of ff at aa, and that the error is O((xa)2)O((x-a)^2).

  40. Ex. 57.40

    Prove that Newton-Raphson has quadratic convergence: if en=xnxe_n = x_n - x^* is the error at the nn-th iteration and f(x)0f'(x^*) \neq 0, then en+1Cen2|e_{n+1}| \leq C\,|e_n|^2 for some constant C>0C > 0.

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.

Updated on 2024-05-15 · Author(s): Clube da Matemática

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