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Linear approximation

Inmathematics, alinear approximation is an approximation of a generalfunction using alinear function (more precisely, anaffine function). They are widely used in the method offinite differences to produce first order methods for solving or approximating solutions to equations.

Tangent line at (a,f(a))

Definition

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Given a twice continuously differentiable functionf{\displaystyle f}  of onereal variable,Taylor's theorem for the casen=1{\displaystyle n=1}  states thatf(x)=f(a)+f(a)(xa)+R2{\displaystyle f(x)=f(a)+f'(a)(x-a)+R_{2}} whereR2{\displaystyle R_{2}}  is the remainder term. The linear approximation is obtained by dropping the remainder:f(x)f(a)+f(a)(xa).{\displaystyle f(x)\approx f(a)+f'(a)(x-a).} 

This is a good approximation whenx{\displaystyle x}  is close enough toa{\displaystyle a} ; 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 thetangent line to the graph off{\displaystyle f}  at(a,f(a)){\displaystyle (a,f(a))} . For this reason, this process is also called thetangent line approximation. Linear approximations in this case are further improved when thesecond derivative of a,f(a){\displaystyle f''(a)} , is sufficiently small (close to zero) (i.e., at or near aninflection point).

Iff{\displaystyle f}  isconcave down in the interval betweenx{\displaystyle x}  anda{\displaystyle a} , the approximation will be an overestimate (since the derivative is decreasing in that interval). Iff{\displaystyle f}  isconcave up, the approximation will be an underestimate.[1]

Linear approximations forvector functions of a vector variable are obtained in the same way, with the derivative at a point replaced by theJacobian matrix. For example, given a differentiable functionf(x,y){\displaystyle f(x,y)}  with real values, one can approximatef(x,y){\displaystyle f(x,y)}  for(x,y){\displaystyle (x,y)}  close to(a,b){\displaystyle (a,b)}  by the formulaf(x,y)f(a,b)+fx(a,b)(xa)+fy(a,b)(yb).{\displaystyle f\left(x,y\right)\approx f\left(a,b\right)+{\frac {\partial f}{\partial x}}\left(a,b\right)\left(x-a\right)+{\frac {\partial f}{\partial y}}\left(a,b\right)\left(y-b\right).} 

The right-hand side is the equation of the plane tangent to the graph ofz=f(x,y){\displaystyle z=f(x,y)}  at(a,b).{\displaystyle (a,b).} 

In the more general case ofBanach spaces, one hasf(x)f(a)+Df(a)(xa){\displaystyle f(x)\approx f(a)+Df(a)(x-a)} whereDf(a){\displaystyle Df(a)}  is theFréchet derivative off{\displaystyle f}  ata{\displaystyle a} .

Applications

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Optics

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Main article:Gaussian optics

Gaussian optics is a technique ingeometrical optics that describes the behaviour of light rays in optical systems by using theparaxial approximation, in which only rays which make small angles with theoptical axis of the system are considered.[2] 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 asphere. 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

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Main article:Pendulum

The period of swing of asimple gravity pendulum depends on itslength, the localstrength of gravity, and to a small extent on the maximumangle that the pendulum swings away from vertical,θ0, called theamplitude.[3] It is independent of themass of the bob. The true periodT of a simple pendulum, the time taken for a complete cycle of an ideal simple gravity pendulum, can be written in several different forms (seependulum), one example being theinfinite series:[4][5]T=2πLg(1+116θ02+113072θ04+){\displaystyle T=2\pi {\sqrt {L \over g}}\left(1+{\frac {1}{16}}\theta _{0}^{2}+{\frac {11}{3072}}\theta _{0}^{4}+\cdots \right)} 

whereL is the length of the pendulum andg is the localacceleration of gravity.

However, if one takes the linear approximation (i.e. if the amplitude is limited to small swings,[Note 1] ) theperiod is:[6]

T2πLgθ01{\displaystyle T\approx 2\pi {\sqrt {\frac {L}{g}}}\qquad \qquad \qquad \theta _{0}\ll 1} 1

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, calledisochronism, is the reason pendulums are so useful for timekeeping.[7] Successive swings of the pendulum, even if changing in amplitude, take the same amount of time.

Electrical resistivity

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The electrical resistivity of most materials changes with temperature. If the temperatureT does not vary too much, a linear approximation is typically used:ρ(T)=ρ0[1+α(TT0)]{\displaystyle \rho (T)=\rho _{0}[1+\alpha (T-T_{0})]} whereα{\displaystyle \alpha }  is called thetemperature coefficient of resistivity,T0{\displaystyle T_{0}}  is a fixed reference temperature (usually room temperature), andρ0{\displaystyle \rho _{0}}  is the resistivity at temperatureT0{\displaystyle T_{0}} . The parameterα{\displaystyle \alpha }  is an empirical parameter fitted from measurement data. Because the linear approximation is only an approximation,α{\displaystyle \alpha }  is different for different reference temperatures. For this reason it is usual to specify the temperature thatα{\displaystyle \alpha }  was measured at with a suffix, such asα15{\displaystyle \alpha _{15}} , and the relationship only holds in a range of temperatures around the reference.[8] 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

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Notes

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  1. ^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

References

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  1. ^"12.1 Estimating a Function Value Using the Linear Approximation". Archived fromthe original on 3 March 2013. Retrieved3 June 2012.
  2. ^Lipson, A.; Lipson, S. G.; Lipson, H. (2010).Optical Physics (4th ed.). Cambridge, UK: Cambridge University Press. p. 51.ISBN 978-0-521-49345-1.
  3. ^Milham, Willis I. (1945).Time and Timekeepers. MacMillan. pp. 188–194.OCLC 1744137.
  4. ^Nelson, Robert; M. G. Olsson (February 1987)."The pendulum – Rich physics from a simple system"(PDF).American Journal of Physics.54 (2):112–121.Bibcode:1986AmJPh..54..112N.doi:10.1119/1.14703.S2CID 121907349. Retrieved2008-10-29.
  5. ^Beckett, Edmund; and three more (1911)."Clock" . InChisholm, Hugh (ed.).Encyclopædia Britannica. Vol. 06 (11th ed.). Cambridge University Press. pp. 534–553, see page 538, second para.Pendulum.— includes a derivation
  6. ^Halliday, David; Robert Resnick; Jearl Walker (1997).Fundamentals of Physics, 5th Ed. New York: John Wiley & Sons. p. 381.ISBN 0-471-14854-7.
  7. ^Cooper, Herbert J. (2007).Scientific Instruments. New York: Hutchinson's. p. 162.ISBN 978-1-4067-6879-4.
  8. ^Ward, M. R. (1971).Electrical Engineering Science. McGraw-Hill. pp. 36–40.ISBN 0-07-094255-2.

Further reading

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