Differential Calculus
Linear Approximation and Differentials
Linear approximation is the practical payoff of the derivative: at a point where is differentiable, the graph of is indistinguishable from its tangent line, so a hard function can be replaced locally by an easy linear one. This topic turns that idea into a formula (the linearisation), a notation for small changes (differentials), and — the part students skip — a way to say how wrong the answer is and in which direction. It is the first-order Taylor polynomial you will meet again in integral calculus, and it is the engine behind every "propagation of measurement error" calculation in physics and engineering.
The linearisation and the tangent-line approximation
Definition. If is differentiable at , the linearisation of at is The graph is exactly the tangent line to at the point . The linear approximation (tangent-line approximation) is the statement
Two hypotheses carry all the weight: must exist, and must be near . In fact differentiability at is precisely the statement that so the error is not merely small — it is small compared with . Nothing here promises anything far from : is excellent at and useless at .
Choosing . Pick the nearest point at which and are computable exactly: a perfect square or cube, , , , . To estimate use , not .
Standard linearisations at
| near | Sign of near | over- or under-estimates | |
|---|---|---|---|
| (needs ) | sign of | over if ; under if or ; exact if or | |
| negative | over | ||
| positive | under | ||
| positive | under | ||
| negative | over | ||
| opposite sign to | over for , under for | ||
| same sign as | under for , over for | ||
| opposite sign to | over for , under for | ||
| negative | over |
Note the last row: , so the linearisation of at is the constant . That is not a failure — it is why is unusually accurate for small (the error is of order , not ).
Differentials
Definition. Let with differentiable. The symbol is an independent variable: it may be given any real value. The differential is then defined by
Compare it with the true change. Fix and a step , and set . Then
- is the actual rise along the curve;
- is the rise along the tangent line.
So , and faster than does. Evaluating the differential at the base point — the derivative taken at , with — recovers the linearisation: . Once and are separate objects, the Leibniz symbol really is a quotient — which is why chain-rule and separable-equation notation behaves so well.
Estimating a small change: the recipe
- Identify the quantity and the base point where , are exact.
- Write (the small change or the measurement error).
- Compute .
- Report , or "the change in is about ".
- Say whether it is an over- or under-estimate (concavity) and, if asked, bound the error.
Absolute, relative and percentage error
For a quantity with estimated error :
- absolute error (carries units);
- relative error (dimensionless);
- percentage error relative error.
Power rule for error propagation. If with constant, and (so neither denominator below vanishes), then , so The percentage error in is about times the percentage error in . Hence a error in a radius gives about in an area and in a volume, while turns a error in into only in .
Over- or under-estimate: read it off the concavity
Theorem. Suppose exists on an open interval containing .
- If for all in ( concave up), then on : the tangent line lies below the graph, so under-estimates.
- If for all in ( concave down), then on : the tangent lies above, so over-estimates.
It makes no difference whether or — only the sign of matters. If changes sign between and (an inflection point in between), no conclusion is available.
Error bounds
Theorem (Taylor's inequality, first order). Suppose is continuous on the closed interval with endpoints and , and exists on the open interval between them. Then there is a number strictly between and with Consequently, if for every between and , then
Three consequences worth memorising: (i) must bound across the whole interval, not just at ; (ii) any valid gives a valid bound, so a clean over-estimate of is perfectly acceptable; (iii) the bound is quadratic in the step, so halving quarters it.
Worked example 1 — a cube root, with direction and error bound
Estimate , decide whether the estimate is too big or too small, and bound the error.
Take and (the nearest perfect cube).
With , so :
Direction. for , so is concave down and is an over-estimate.
Bound. For in we have , hence and Therefore Combining with the direction: . (The true value is , so both statements are correct.)
Worked example 2 — measurement error
The radius of a circular disk is measured as cm with a maximum error of cm. Estimate the resulting maximum error, relative error and percentage error in the computed area.
, so . With and : Relative error: i.e. about . The shortcut gives the same thing with no arithmetic. (Exactly: , against the estimate .)
Common mistakes
| Wrong | Right |
|---|---|
| — the derivative is frozen at , so is genuinely linear in | |
| Estimating with | Convert to radians first: |
| Using to estimate | Then and you learn nothing; must be a nearby point you can evaluate exactly |
| ", so the estimate is too small" | The side of is irrelevant; the sign of decides over- vs under-estimate |
| Treating and as equal | is the tangent-line rise; is nonzero. Differentiability alone gives only faster than ; the familiar order needs to exist and be bounded near (for at the gap is , far bigger than ) |
| Writing | — without the the equation is dimensionally meaningless |
| Taking $M = \left | f''(a) \right |
| Reporting as "the percentage error" | Percentage error is the relative error: |
| Linearising $\left | x \right |
Key terms
- linearisation L(x)
- tangent-line approximation
- base point a
- differential dy = f'(x) dx
- dx as an independent variable
- actual change Delta y vs. differential dy
- first-order Taylor polynomial
- standard small-x approximations
- absolute error
- relative error
- percentage error
- error propagation
- power rule for relative error
- concavity and over-estimation
- concavity and under-estimation
- tangent line below/above the graph
- Taylor's inequality (first order)
- Lagrange remainder f''(c)(x-a)^2/2
- bound M on the second derivative
- quadratic decay of the error bound
Practice Problems
Find the linearisation of at and use it to approximate . Is your estimate too large or too small? Justify the direction.
Show hint
You need and exactly — is a perfect square, which is why it was chosen. For the direction, look at the sign of .
Show answer
Set up. , base point .
Linearisation.
Approximate. Put , so :
Direction. for , so is concave down on and the tangent line lies above the graph. The estimate is therefore too large.
Independent check. Square the estimate: confirming that .
Answer: and , an over-estimate. (True value ; the error is about .)
Let .
(a) Find the differential .
(b) Evaluate and the actual change when changes from to .
(c) By how much do they differ, and what happens to that difference if the step is instead?
Show hint
with equal to the step; is computed from the function itself, not from the tangent line.
Show answer
(a) With we have , so
(b) Here and :
For the actual change,
(c) .
To see the pattern, expand with a general step :
The differential is exactly the linear part, , so With this is (matching the direct computation). With it is — roughly times smaller for a step times smaller, exactly the quadratic behaviour predicted by the error bound.
Answer: ; at , : , , difference . For the difference drops to .
Use a linear approximation at a suitable point to estimate . State whether the estimate is above or below the true value.
Show hint
Take and choose the nearby point where and are exact. Concavity of on settles the direction.
Show answer
Set up. , base point (nearby and easy).
Approximate. With , :
Direction. for , so is concave up there, the tangent line lies below the graph, and is an under-estimate.
Independent check. Multiply back: so , confirming the under-estimate.
Answer: , slightly below the true value (error about ).
Find the linearisation of at and use it to approximate and . Are these over- or under-estimates?
Show hint
This is the binomial approximation . For the direction, note that the sign of does not depend on which side of you are on.
Show answer
Linearisation. , so
(This is the case of .)
First estimate. corresponds to , i.e. :
Second estimate. corresponds to :
Direction. so is concave down on and the tangent line lies above the graph on both sides of . Both estimates are over-estimates.
Independent check. Cube each estimate:
Answer: ; and , both over-estimates (true values and ).
Use a linear approximation to estimate . Give the exact expression and a decimal to decimal places, say whether it over- or under-estimates, and bound the error.
Show hint
Work in radians throughout and base the approximation at , where the cosine and sine are known exactly. The step is one degree expressed in radians.
Show answer
Convert to radians. and the base point is . Hence
Set up. , so and
Linearisation.
Evaluate.
To six decimal places, .
Direction. , and throughout , so there: is concave down, the tangent lies above the graph, and this is an over-estimate.
Error bound. For in that interval, , so take :
Check. The true value is , so the actual error is , comfortably inside the bound, and indeed the estimate is too large.
Answer: ; an over-estimate, with error at most .
The radius of a sphere is measured as cm with a possible error of at most cm. Use differentials to estimate the maximum error in the calculated volume, and find the relative and percentage error.
Show hint
Differentiate to get in terms of . For the relative error, divide by before substituting numbers — most of the mess cancels.
Show answer
Model. The volume of a sphere of radius is
Maximum error in . With and :
Relative error. Divide the differential by the volume symbolically first: Hence
Percentage error. .
Independent check. cm, and which agrees with the shortcut.
Answer: maximum error in the volume cm; relative error ; percentage error . (Note the general rule: a error in produces three times that, , in .)
(a) Show that if ( and constants, , ), the relative error in satisfies .
(b) The period of a simple pendulum is . If is measured with a percentage error of at most , estimate the resulting percentage error in . Illustrate with m, m/s.
Show hint
For (a) compute and divide by — every constant cancels. For (b), write as a constant times a power of and read off the exponent.
Show answer
(a) Differentiate : Divide by (nonzero because and ): So the relative error is multiplied by the exponent , and the percentage error in is about times that in . (Equivalently: , and differentiating gives .)
(b) Write the period as a constant times a power of : so part (a) applies with : A error in therefore gives
Illustration. With and : Taking m (that is ),
Independent check. Exactly, so s, against the differential estimate s — agreement to three significant figures.
Answer: ; a error in produces roughly a error in (about s when s).
Use the linearisation of at to estimate . Then use Taylor's inequality to produce a rigorous bound on the error, and state whether the estimate is too big or too small.
Show hint
The linearisation is the familiar . For the bound you need a number with for all in — find one you can justify without already knowing .
Show answer
Linearisation. , , , , so
Direction. everywhere, so is concave up and the tangent line lies below the graph: is an under-estimate, i.e. .
A usable bound . On , (the exponential is increasing). To avoid circularity, bound crudely: since , and because . So works.
Taylor's inequality. is continuous on and exists on , so
Conclusion. Combining the two facts,
Independent check. The true value is , so the actual error is , which is indeed positive (under-estimate) and less than the bound .
Answer: , an under-estimate, with ; in fact .
Estimate using a linear approximation. State the estimate as an exact fraction, decide whether it is an over- or under-estimate, and give a rigorous error bound. Compare with the actual error.
Show hint
Base the approximation at the nearest perfect cube. For the bound you must dominate on the whole interval between the base point and ; a crude lower bound on there is enough.
Show answer
Set up. , base point (the nearest perfect cube).
Estimate. With , so :
Direction. for , so is concave down: the tangent lies above the graph and is an over-estimate.
Error bound. Let lie in . Then , because . Hence and therefore Take . Taylor's inequality gives
Conclusion. .
Independent check. Cube the estimate: which re-confirms the over-estimate. The true value is , so the actual error is
Answer: , an over-estimate, with error at most (actual error ).
Suppose is twice differentiable on the whole real line with , , and for every .
(a) Use the linearisation at to estimate and .
(b) Is each estimate too large or too small? Explain why the answer is the same for both.
(c) If in addition on , give an interval that certainly contains .
Show hint
Write down from the given data, then remember that the over/under question is decided by the sign of alone, not by which side of the point lies on.
Show answer
(a) Linearisation at .
(b) Since for all , is concave up everywhere, so its graph lies above every tangent line (strictly, except at the point of tangency): Therefore and : both estimates are too small.
They agree in direction because the tangent line is below the curve on both sides of — the relevant fact is the sign of , not whether or . (The sign of is irrelevant here too: is decreasing at , yet both estimates are still under-estimates.)
(c) Taylor's inequality with , and : So . Combining with part (b), which says , the sharper conclusion is
Remark on accuracy. The same bound at gives — four times smaller, because the error bound is quadratic in the distance from and is half as far from as is.
Answer: (a) , ; (b) both are under-estimates, because puts the graph above the tangent line on both sides of ; (c) .
The area of a circular disk is to be computed from a measurement of its radius, which is nominally cm. The area must be correct to within a percentage error of . Using differentials, how accurately must the radius be measured — as a percentage, and in centimetres?
Show hint
This is the error-propagation relation run backwards: express the relative error in in terms of the relative error in , then solve the inequality for .
Show answer
Relation between the relative errors. For , (The general power rule with .)
Impose the tolerance. We require Substituting,
So the radius must be measured to within — half the allowed percentage error in the area, because the exponent is .
Convert to centimetres. With cm,
Independent check (and a caution). An error of exactly cm gives a true percentage error of — a hair over , because the differential drops the term. An error of cm gives , i.e. . The linear answer is thus off by only about percentage points ( points); if the specification is a hard limit, tighten slightly (for example to cm).
Answer: the radius must be measured with a percentage error of at most about , i.e. cm.
Use differentials to estimate the amount of paint needed to apply a coat of paint cm thick to a hemispherical dome of diameter m. Give the answer in cubic metres and in litres.
Show hint
The paint forms a thin shell on the curved surface. Model its volume as the change in the volume of a solid hemisphere when the radius increases by the paint thickness — and be ruthless about units.
Show answer
Model. A solid hemisphere of radius has volume The coat of paint is the thin shell added when increases by the paint thickness, so its volume is approximately . (Sanity check on the formula: is exactly the curved surface area of the hemisphere, so , as it should be.)
Units. Work entirely in centimetres:
Compute.
Convert. Since and litre cm:
Independent check. The exact shell volume is
so the differential estimate is low by about cm — a relative error of roughly , utterly negligible next to the uncertainty in how evenly anyone paints.
Answer: about cm, i.e. roughly m (about litres) of paint.
