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1 Linearisation & Differentials

SHES 2303 MATHEMATICS IN BIOLOGY 1 Linearisation & Differentials The idea of linearisation is to approximate a complicated function f (x) with a simple linear function over a small interval, at some point in the domain of f (x). This approach provides√ with a fast way of evaluating f (x). As an example, consider the function us f (x) = 1 + x, and we are interested in obtaining its linearisation L(x) at x = 0.96. √ The equation for the line tangent to 1 + x at x = 0.96 is given by L(x) = f (0.9

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0% found this document useful (0 votes)
204 views6 pages

1 Linearisation & Differentials

SHES 2303 MATHEMATICS IN BIOLOGY 1 Linearisation & Differentials The idea of linearisation is to approximate a complicated function f (x) with a simple linear function over a small interval, at some point in the domain of f (x). This approach provides√ with a fast way of evaluating f (x). As an example, consider the function us f (x) = 1 + x, and we are interested in obtaining its linearisation L(x) at x = 0.96. √ The equation for the line tangent to 1 + x at x = 0.96 is given by L(x) = f (0.9

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mrtfkhang
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© Attribution Non-Commercial (BY-NC)
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SHES 2303 MATHEMATICS IN BIOLOGY

1 Linearisation & Differentials


The idea of linearisation is to approximate a complicated function f (x) with a simple
linear function over a small interval, at some point in the domain of f (x). This approach
provides√us with a fast way of evaluating f (x). As an example, consider the function
f (x) = 1 + x, and we are interested √ in obtaining its linearisation L(x) at x = 0.96.
The equation for the line tangent to 1 + x at x = 0.96 is given by

L(x) = f (0.96) + f ′ (0.96)(x − 0.96).

Since
1
f ′ (x) = √ ,
2 1+x
√ √
we have f (0.96) = 1.96 = 1.4 = 7/5, and f ′ (0.96) = 1/(2 1.96) = 10/28 = 5/14.
 
7 5 24 5x 37
L(x) = + x− = + .
5 14 25 14 35

Thus, for values of x close to 0.96, L(x) will return √


an approximate answer√ close to that
given by f (x). Suppose we are interested in finding 2, which is close to 1.96, without
modern computing tools. We use L(1), which is L(1) = 693/490 ≈ 1.41429, to five
decimal places; the true value is 1.41421, so the absolute error is about +0.00008. Not a
bad result (Figure 1)!
1.5
1.0
f(x)

0.5
0.0

−1.0 −0.5 0.0 0.5 1.0 1.5 2.0

x

Figure 1. The solid line is f (x) = 1 + x, and its linearisation L(x) at x = 0.96 is the broken line.
Clearly, as we move away from the neighbourhood of x = 0.96, the error becomes larger; but for a small
neighbourhood around 0.96, L(x) will be reasonably accurate.

1
It is straightforward to generalise the preceding result to obtain linearisations at some
point x = a of f (x).

DEFINITION 1 (TC). If f (x) is differentiable at x = a, then its linearisation at x = a is


given by
L(x) = f (a) + f ′ (a)(x − a).

Linearisation is useful because it allows us to study complicated functions using a


simpler function, which is approximately correct over a small neighbourhood of interest.
This is invaluable for theoretical analysis. As an approximation tool, it is a precursor to
the more powerful method of infinite series, which we will discuss later in this course.

EXAMPLE 1. When x = 0, the linearisation of the power function f (x) = (1 + x)k ,


where k is any positive or negative real valued number, is given by

L(x) = 1 + kx.

Verify this result on your own. This result implies that for small x, we have (1 + x)k ≈
1 + kx. ♣

EXAMPLE 2. Try to find (1.002)50 without using a calculator.

SOLUTION. Using the linearisation result in Example 1, x = 0.002, and k = 50, so

(1.002)50 ≈ 1 + 50(0.002) = 1.1.

The correct answer (to 3 decimal places) is 1.105, so the error is only about 0.5%. ♣

EXAMPLE 3. Find the linearisation of sin x at x = 0.

SOLUTION. We know that f ′ (x) = cos x. Then, f (0) = 0, f ′ (0) = 1, so

L(x) = 0 + (1)(x − 0) = x.

This means that sin x ≈ x for small values of x, leading to the result
sin x
≈ 1.
x
Hence intuitively, the limit of sin x/x as x → 0 should be 1. Note that L(x) has helped
us to study the behaviour of sin x/x for small values of x. ♣

2
We know from our geometrical study of the meaning of a derivative that

dy δy f (x + h) − f (x)
= lim = lim .
dx h→0 δx h→0 h
Accordingly, it does not make sense to view dy/dx as a ratio. For example,

d(sin x)
= cos x,
dx
and it seems ridiculous that we can treat the derivative as a ratio and write

d(sin x) = cos xdx,

because it is not clear what is meant from such operations. Fortunately, the concept of a
differential justifies such operations, and vastly extends the usefulness of the derivative.

DEFINITION 2 (TC). Suppose y = f (x) is differentiable. The differential dx is an


independent variable; while the differential dy is

dy = f ′ (x)dx.

It is not hard to see why Definition 2 works. From our earlier understanding of the
derivative, the tangent line at any point on f (x) has slope f ′ (x). If we complete a right-
angled triangle with small base dx, then the height dy must be f ′ (x)dx. This alternative
view of the derivative allows us to use the derivative as a means of estimating change.
According to Definition 2, if the ratio dy/dx exists, then it will be equal to the derivative.
For example, if dx 6= 0, then

dy f ′ (x)dx
= = f ′ (x).
dx dx

EXAMPLE 4. Find the differential of x/(x + 1).

SOLUTION. The Quotient Rule gives


 
x dx
d = .
x+1 (x + 1)2

However, it is useful to see that we can obtain the same result in the following way
 
x (x + 1)dx − xd(x + 1) (x + 1)dx − xdx dx
d = = = .
x+1 (x + 1) 2 (x + 1) 2 (x + 1)2

3
We can use differentials to estimate change in the value of f (x), as we move a small
distance dx away from some particular point of the function.

EXAMPLE 5. Let f (x) = 1 + x. What is the estimated relative change in f (x) as we
move away from x = 0.96 to x = 1 (that is, dx = 0.04)?

SOLUTION. The true relative change is given by (f (1) − f (0.96))/f (0.96) = ( 2 −
1.4)/1.4 ≈ 0.01015. Let’s see how good is our differential estimation. The estimated
relative change is given by

df f ′ (0.96)(0.04) 0.04
= = ≈ 0.01020,
f (0.96) f (0.96) 2(1.96)

which is very close to the true relative change. ♣

EXAMPLE 6. The French physiologist Jean Poiseuille (1797-1869) made a fundamental


contribution to human physiology through a model for blood circulation in arteries. The
model
V = kr 4 ,
describes the flow of V volume of liquid through a small pipe or tube with radius r in a
unit of time at fixed pressure. If r increases 10%, how does that affect V ?

SOLUTION. The differentials of r and V are given by

dV = kd(r 4 ) = 4kr 3 dr.

The relative change in V is then

4kr 3 df
 
dV dr
= =4 .
V kr 4 r

A relative increase of 10% in r means dr/r = 0.1, so dV /V = 0.4. In words, this means
a 10% increase in r will result in 40% increase in flow. Doctors can use this principle to
calculate how large should the balloon at the end of a cathether be inflated in order to
restore a certain percentage of flow in a clogged artery. ♣

4
2 Newton’s Method for Finding Roots
A numerical method known as Newton’s Method (or Newton-Raphson’s Method) is used
for solving equations of the form
f (x) = 0.
This particular method is an example of numerical methods that make use of gradient
information and linearisation. It works in the following way. From a starting point x0 ,
the method finds the linearisation of f (x) at x0 , and then solves for

L(x) = f (x0 ) + f ′ (x0 )(x − x0 ) = 0,

to obtain an approximate solution

f (x0 )
x1 = x0 − .
f ′ (x0 )

Subsequently, the process is iterated using x1 as the input value, until convergence is
achieved, or a specified number of iterations has been reached. Usually, when the differ-
ence between two consecutive solutions xn and xn−1 is less than some threshold value, say
10−5 , we say that convergence has been attained. Figure 2 illustrates Newton’s method
in action for finding the positive root of (x − 1)(x + 1) = 0.
8
6
(x − 1) * (x + 1)

4
2
0

x2 x1 x0

0.0 0.5 1.0 1.5 2.0 2.5 3.0

Figure 2. The linearisation of f (x) at the initial guess value x0 = 2.5 intersects the x-axis at x = 1.45,
which is an improved guess of the root. By successively applying linearisations of f (x) at such improved
guesses, Newton’s Method leads to the solution x = 1.

5
EXAMPLE 7. Find the solution cos x = x.

SOLUTION. Equivalently, we solve for f (x) = 0. Write f (x) = cos x − x, so f ′ (x) =


− sin x − 1. An implementation of Newton’s method with starting value x0 = 1 is shown
in the following table. The convergence is rapid - the solution (accurate to 7 decimal
places) is obtained at the fourth iteration.

i xi f (xi−1 ) f ′ (xi−1 ) xi−1 − f (xi−1 )/f ′ (xi−1 )


1 1 -0.4596977 -1.841471 0.7503639
2 0.7503639 -0.01892307 -1.681905 0.7391129
3 0.7391129 −4.645590 × 10−5 -1.673633 0.7390851
4 0.7390851 −2.847206 × 10−10 -1.673612 0.7390851

In general, Newton’s Method will work for “well-behaved” functions, but it is im-
portant to be cautious in interpreting the solutions. When multiple roots exist, different
starting points will lead to different roots, so it is important to try to find out from theory
(if possible), how many solutions exist. In addition, iterations may occasionally “hang”
if f ′ (xn ) = 0, since there will not be an intersection point to define xn+1 . In this case, we
should restart the process using a different starting point. Finally, for some functions,
Newton’s Method may fail to converge due to a “cycling effect”.

KTF 2009/2010(2)
6

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