Lecture X: Linearization; Dierentials

Louis A. Talman, Ph.D. Department of Mathematical & Computer Sciences Metropolitan State College of Denver October 15, 2007

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Linearization
The underlying idea

We begin with a function f giving a relationship between the two variables x and y: y = f (x). If we suppose that x0 lies in the domain of f , and that f (x0 ) exists, then we know that the equation of the line tangent to the curve y = f (x) at the point x0 , f (x0 ) is y = f (x0 ) + f (x0 )(x x0 ). (1) The expression on the right side of this equation itself denes a function x f (x0 ) + f (x0 )(x x0 ), (2)

which is called the linearization of f at x0 . If we denote the linearization of f at x0 by Lf (or just by L when there will be no confusion), then Lf (x) = f (x0 ) + f (x0 )(x x0 ). (3)

We have already noted (see Lecture V) that when f is dierentiable at x0 there is a function r, dened for all values of x near x0 except possibly x0 itself, such that 1. limxx0 r(x) = 0, and 2. When x = x0 but x is close to x0 , f (x) = f (x0 ) + f (x0 )(x x0 ) + r(x)(x x0 ). (4)

Thus, the values Lf (x) of the linearization function provide good approximations to the value of f (x) itselfprovided that x doesnt lie too far from x0 . The approximation is so good that the error goes to zero, even after we divide it by the dierence between x and x0 , as x approaches x0 .

1.2

Example
5 33.

Problem: Find an approximate value for

We begin with the observation that 33, the number whose fth root we would like to approximate, is close to the number 32, whose fth root we know to be 2. Thus, we should 5 be able to get a reasonable approximation of 33 by linearizing the function f (x) = x1/5 at the point (32, 2). We have f (32) = 1 5x4/5 1 = , 80 (5)
x=32

(6)

so that the linearization function Lf is given by Lf (x) = 2 + 1 (x 32). 80 (7)

See Figure 1. Setting x = 33 in the linearization function, we obtain the approximation

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Figure 1: Linearizing the fth root function at x = 32 33 Lf (33) = 161/80 = 2.0125. Direct calculation gives 5 33 2.012346617 . . .. Our approximation compares very favorably with this more nearly exact value. 5

1.3

Example

Problem: Find the approximate value for the y coordinate of the point (1.09, y) that lies near the point (1, 2) on the curve whose equation is x3 3xy + y 3 = 3. (8)

We begin by looking (Figure 2) at a portion of the curve given by equation (8), showing the point (1, 2), whichas advertiseddoes lie on the curve:

Figure 2: The point (1, 2) on the curve x3 3xy + y 3 = 3 In order to get a better picture of what we are trying to accomplish, lets insert the vertical line x = 1.09 into the picture. Notice that there are three points on the curve whose x-coordinate is 1.09; we would like to nd an approximate value for the y-coordinate of the one that is near the point (1, 2). Notice that if we restrict our attention to a suitable rectangle centered at the point (1, 2), the part of the graph of the curve that lies inside that rectangle is the graph of a function (Figure 4). Moreover, we know how to nd the line tangent to that function at the point whose coordinates are (1, 2) by using implicit dierentiation. Lets do so. If x3 3xy + y 3 = 3, 3 (9)

Figure 3: The curve and the line x = 1.09

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Figure 4: The curve near the point (1, 2) and the line x = 1.09

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Figure 5: Curve and tangent line at (1, 2) then 3x2 3y 3xy + 3y 2 y = 0, so that y = Hence, y The equation of the tangent line at (1, 2) is 1 y = 2 + (x 1), 3 and so the linearization function at (1, 2) is given by 1 Ly (x) = 2 + (x 1). 3 (14) (13)
(1,2)

(10)

y x2 . y2 x

(11)

1 21 = . 21 2 3

(12)

Figure 5 shows what the curve and its linearization at (1, 2) look like together. Figure 6 shows the curve, its linearization, and the vertical line x = 1.09 all together. Notice: The 5

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Figure 6: Curve, tangent, and vertical line points where the vertical line crosses the curve and where the vertical line crosses the tangent line are barelyif at alldistinguishable in Figure 6. Lets zoom in some more see Figure 7. Thats impressive. Even with a zoom factor of about 15, the points where
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Figure 7: Zooming in the vertical line crosses curve and line havent moved very far apart. Nowheres the payo. Its hard to solve the equation (1.09)3 3(1.09)y + y 3 = 3 (15)

for y (try it), but its easy to nd Ly (1.09). In fact, 1 Ly (1.09) = 2 + (1.09 1) 3 = 2.03. (16) (17)

Thats the solution to our problem! Our approximate value for y when x = 1.09 is y 2.03. In fact, more advanced techniques give y 2.0275372638. Our linearization approximation is o by about 0.0025, or just over one part in a thousand. Not bad at all!

1.4

Dierentials

The idea that underlies dierentials is this: Given a functional relationship, y = f (x) between two variables, and a point (x0 , y0 ) with y0 = f (x0 ), we introduce an auxiliary coordinate system in which the equation of the line tangent to the curve y = f (x) at the point (x0 , y0 ) takes on a particularly simple form. In the auxiliary coordinate system, we use the same scales on the axes that we use on the original axes and we place the origin at the point whose coordinates in the original system are (x0 , y0 ). It is traditional
y dy

x0 ,y0 dx y f x0

dy

f ' x0 dx

Figure 8: The dx-dy auxiliary coordinates to call the auxiliary horizontal coordinate the dierential of x (or whatever the original independent variable is) and write it dx. Similarly, we call the auxiliary vertical coordinate the dierential of y and write it dy. The symbols dx and dy should not be thought of as products of a variable d with the variables x and y, but as variables in their own rights. (See Figure 8.) In the auxiliary coordinate system, we can write the equation of the tangent line very simply: dy = f (x0 ) dx. If we now assign a small value x to dx, then dy is 7

approximately y = f (x0 + x) f (x0 ). We look at another example to see how this works.

1.5

Example

Problem: When two resistors R1 and R2 are connected in parallel, the resistance R across the circuit that results is given by 1 1 1 + . = R R1 R2 (18)

A resistor whose value is known accurately as 50 is connected in parallel with another resistor whose resistance has been measured inaccurately as 252 . Estimate the potential error in the computed resistance. We begin by solving equation (18) for R, getting R= R1 R2 . R1 + R2 (19)

We put R1 = 50 and substitute a variable r for R2 , so that the computed resistance R becomes a function of the second resistance r: 50r . (20) R= 50 + r If the second resistance were exactly 25 , then the computed resistance, in ohms, of the two resistors in parallel would be R= 50 25 50 + 25 50 = . 3 (21) (22)

Thus, we need to write the equation for the line tangent to the curve (20) at the point (50, 50/3). Now R = 50(50 + r) 50r (50 + r)2 2500 = . (50 + r)2 2500 dr (50 + 25)2 4 = dr. 9 8 (23) (24)

In the dr-dR coordinate system we thus have, for the equation of the tangent line, dR = (25) (26)

Thus, if r is the error in the measured value of the second resistor, the error in the computed value of the parallel circuit is approximately (4/9)r. There is, however, a slight wrinkle. We dont know what r is; we know only that |r| 2. Thus, we know that dR = 4 dr 9 4 = dr . 9 (27) (28)

Substituting what we know about r, we now have dR = 4 r 9 4 8 2= . 9 9 (29) (30)

But R, the error in the computed value of the resistance, is approximately dR. We conclude that the magnitude of the error in the computed value of the resistance is at most about 8/9 .