HOME

TheInfoList



OR:

In
mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, a linear approximation is an approximation of a general function using a linear function (more precisely, an
affine function In Euclidean geometry, an affine transformation or affinity (from the Latin, ''affinis'', "connected with") is a geometric transformation that preserves lines and parallelism, but not necessarily Euclidean distances and angles. More generally, ...
). They are widely used in the method of finite differences to produce first order methods for solving or approximating solutions to equations.


Definition

Given a twice continuously differentiable function f of one real variable,
Taylor's theorem In calculus, Taylor's theorem gives an approximation of a ''k''-times differentiable function around a given point by a polynomial of degree ''k'', called the ''k''th-order Taylor polynomial. For a smooth function, the Taylor polynomial is the t ...
for the case n = 1 states that f(x) = f(a) + f'(a)(x - a) + R_2 where R_2 is the remainder term. The linear approximation is obtained by dropping the remainder: f(x) \approx f(a) + f'(a)(x - a). This is a good approximation when x is close enough to since a curve, when closely observed, will begin to resemble a straight line. Therefore, the expression on the right-hand side is just the equation for the tangent line to the graph of f at (a,f(a)). For this reason, this process is also called the tangent line approximation. If f is concave down in the interval between x and a, the approximation will be an overestimate (since the derivative is decreasing in that interval). If f is
concave up In mathematics, a real-valued function is called convex if the line segment between any two points on the graph of the function lies above the graph between the two points. Equivalently, a function is convex if its epigraph (the set of poin ...
, the approximation will be an underestimate. Linear approximations for vector functions of a vector variable are obtained in the same way, with the derivative at a point replaced by the
Jacobian In mathematics, a Jacobian, named for Carl Gustav Jacob Jacobi, may refer to: *Jacobian matrix and determinant *Jacobian elliptic functions *Jacobian variety *Intermediate Jacobian In mathematics, the intermediate Jacobian of a compact Kähler m ...
matrix. For example, given a differentiable function f(x, y) with real values, one can approximate f(x, y) for (x, y) close to (a, b) by the formula f\left(x,y\right)\approx f\left(a,b\right) + \frac \left(a,b\right)\left(x-a\right) + \frac \left(a,b\right)\left(y-b\right). The right-hand side is the equation of the plane tangent to the graph of z=f(x, y) at (a, b). In the more general case of
Banach space In mathematics, more specifically in functional analysis, a Banach space (pronounced ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vector ...
s, one has f(x) \approx f(a) + Df(a)(x - a) where Df(a) is the Fréchet derivative of f at a.


Applications


Optics

Gaussian optics is a technique in geometrical optics that describes the behaviour of light rays in optical systems by using the paraxial approximation, in which only rays which make small angles with the optical axis of the system are considered. In this approximation, trigonometric functions can be expressed as linear functions of the angles. Gaussian optics applies to systems in which all the optical surfaces are either flat or are portions of a sphere. In this case, simple explicit formulae can be given for parameters of an imaging system such as focal distance, magnification and brightness, in terms of the geometrical shapes and material properties of the constituent elements.


Period of oscillation

The period of swing of a simple gravity pendulum depends on its
length Length is a measure of distance. In the International System of Quantities, length is a quantity with dimension distance. In most systems of measurement a base unit for length is chosen, from which all other units are derived. In the Interna ...
, the local strength of gravity, and to a small extent on the maximum angle that the pendulum swings away from vertical, , called the amplitude. It is independent of the mass of the bob. The true period ''T'' of a simple pendulum, the time taken for a complete cycle of an ideal simple gravity pendulum, can be written in several different forms (see pendulum), one example being the infinite series: T = 2\pi \sqrt \left( 1+ \frac\theta_0^2 + \frac\theta_0^4 + \cdots \right) where ''L'' is the length of the pendulum and ''g'' is the local acceleration of gravity. However, if one takes the linear approximation (i.e. if the amplitude is limited to small swings,A "small" swing is one in which the angle θ is small enough that sin(θ) can be approximated by θ when θ is measured in radians ) the period is: In the linear approximation, the period of swing is approximately the same for different size swings: that is, ''the period is independent of amplitude''. This property, called isochronism, is the reason pendulums are so useful for timekeeping. Successive swings of the pendulum, even if changing in amplitude, take the same amount of time.


Electrical resistivity

The electrical resistivity of most materials changes with temperature. If the temperature ''T'' does not vary too much, a linear approximation is typically used: \rho(T) = \rho_0 +\alpha (T - T_0)/math> where \alpha is called the ''temperature coefficient of resistivity'', T_0 is a fixed reference temperature (usually room temperature), and \rho_0 is the resistivity at temperature T_0. The parameter \alpha is an empirical parameter fitted from measurement data. Because the linear approximation is only an approximation, \alpha is different for different reference temperatures. For this reason it is usual to specify the temperature that \alpha was measured at with a suffix, such as \alpha_, and the relationship only holds in a range of temperatures around the reference. When the temperature varies over a large temperature range, the linear approximation is inadequate and a more detailed analysis and understanding should be used.


See also

* Binomial approximation * Euler's method * Finite differences *
Finite difference methods In numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating Derivative, derivatives with Finite difference approximation, finite differences. Both the spatial dom ...
*
Newton's method In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valu ...
* Power series * Taylor series


Notes


References


Further reading

* * *{{cite book , author1=Bock, David , author2=Hockett, Shirley O. , title=How to Prepare for the AP Calculus , publisher=Barrons Educational Series , location=Hauppauge, NY , year=2005 , isbn=0-7641-2382-3 , pag
118
, url-access=registration , url=https://archive.org/details/isbn_9780764177668/page/118 Differential calculus Numerical analysis First order methods