3.4 Differentials; Linear Approximations; Newton’s Method

OBJECTIVES

When you finish this section, you should be able to:

  1. Find the differential of a function and interpret it geometrically (p. 230)
  2. Find the linear approximation to a function (p. 232)
  3. Use differentials in applications (p. 233)
  4. Use Newton’s Method to approximate a real zero of a function (p. 234)

1 Find the Differential of a Function and Interpret It Geometrically

Recall that for a differentiable function \(y= f(x)\), the derivative is defined as \[ \frac{dy}{dx}=f^\prime (x)=\lim\limits_{\Delta x\rightarrow 0}\frac{\Delta y}{ \Delta x}=\lim\limits_{\Delta x\rightarrow 0}\frac{f({x+\Delta x}) -f(x)}{\Delta x} \]

That is, for \(\Delta x\) sufficiently close to \(0\), we can make \(\dfrac{ \Delta y}{\Delta x}\) as close as we please to \(f^\prime (x)\). This can be expressed as \[ \frac{\Delta y}{\Delta x}\approx f^\prime (x) \qquad \hbox{when}\qquad \Delta x\approx 0, \quad \Delta x≠ 0 \]

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or, since \(\Delta x≠ 0\), as \[\bbox[5px, border:1px solid black, #F9F7ED]{ {\Delta y\approx f^\prime (x)\Delta x \qquad \hbox{when}\qquad \Delta x\approx 0, \quad \Delta x≠ 0}}\tag{1} \]

spanDEFINITIONspan

Let \(y=f(x)\) be a differentiable function and let \(\Delta x\) denote a change in \(x\).

The differential of \(x\), denoted \(dx\), is defined as \( dx=\Delta x≠ 0\).

The differential of \(y\), denoted \(dy\), is defined as \[\bbox[5px, border:1px solid black, #F9F7ED]{ {dy=f^\prime (x) dx} }\tag{2} \]

From statement (1), if \(\Delta x \left( =dx\right) \approx 0,\) then \(\Delta y\approx dy=f^\prime (x) dx\). That is, when the change \(\Delta x\) in \(x\) is close to \(0\), then the differential \(dy\) is an approximation to the change \(\Delta y\) in \(y\).

To see the geometric relationship between \(\Delta y\) and \(dy\), we use Figure 8. There, \(P=(x, y)\) is a point on the graph of \(y=f(x)\) and \( Q=(x+\Delta x,y+\Delta y)\) is a nearby point also on the graph of \(f\). The change \(\Delta y\) in \(y\) \[ \Delta y=f( x+\Delta x) -f( x) \]is the distance from \(M\) to \(Q.\) The slope of the tangent line to \(f\) at \(P\) is \(f^\prime (x) =\dfrac{dy}{dx}\). So numerically, the differential \(dy\) measures the distance from \(M\) to \(N\). For \(\Delta x\) close to \(0\), \(dy=f^\prime (x) dx\) will be close to \(\Delta y\).

Figure 8

Finding and Interpreting Differentials Geometrically

For the function \(f(x) =xe^{x}\):

  1. Find the differential \(dy\).
  2. Compare \(dy\) to \(\Delta y\) when \(x=0\) and \(\Delta x=0.5.\)
  3. Compare \(dy\) to \(\Delta y\) when \(x=0\) and \(\Delta x=0.1\).
  4. Compare \(dy\) to \(\Delta y\) when \(x=0\) and \(\Delta x=0.01\).
  5. Discuss the results.

Solution(a) \(dy=f^\prime (x) dx= (xe^{x}+e^{x}) dx=(x+1) e^{x}dx\).

(b) See Figure 9(a). When \(x=0\) and \(\Delta x=dx=0.5\), then \[ \ dy=(x+1) e^{x}dx=(0+1) e^{0}(0.5) =0.5 \]

Figure 9

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The tangent line rises by \(0.5\) as \(x\) changes from \(0\) to \(0.5\). The corresponding change in the height of the graph \(f\) is \[ \begin{eqnarray*} \Delta y=f( x+\Delta x) -f( x) &=&f(0.5) -f( 0) =0.5e^{0.5}-0\approx 0.824\\ \vert \Delta y-dy\vert &\approx& \vert 0.824-0.5\vert =0.324 \end{eqnarray*} \]

The graph of the tangent line is approximately \(0.324\) below the graph of \(f\) at \(x\,{=}\,0.5\).

(c) See Figure 9(b). When \(x=0\) and \(\Delta x=dx=0.1\), then \[ dy=(0+1) e^{0}(0.1) =0.1 \]

The tangent line rises by \(0.1\) as \(x\) changes from \(0\) to \(0.1.\) The corresponding change in the height of the graph \(f\) is \[ \begin{eqnarray*} \Delta y=f( x+\Delta x) -f( x) &=&f(0.1) -f( 0) =0.1e^{0.1}-0\approx 0.111\\ \vert \Delta y-dy\vert &\approx& \left\vert 0.111-0.1\right\vert =0.011 \end{eqnarray*} \]

The graph of the tangent line is approximately \(0.011\) below the graph of \(f\) at \(x=0.1\).

(d) See Figure 9(c). When \(x=0\) and \(\Delta x=dx=0.01\), then \[ dy=(0+1) e^{0}( 0.01) =0.01 \]

The tangent line rises by \(0.01\) as \(x\) changes from \(0\) to \(0.01.\) The corresponding change in the height of the graph of \(f\) is \[ \begin{eqnarray*} \Delta y=f( x+\Delta x) -f( x) &=&f( 0.01) -f( 0) =0.01e^{0.01}-0\approx 0.0101\\ \vert \Delta y-dy\vert &\approx& \vert 0.0101-0.01\vert =0.0001 \end{eqnarray*} \]

The graph of the tangent line is approximately \(0.0001\) below the graph of \(f\) at \(x=0.01\).

(e) The closer \(\Delta x\) is to \(0\), the closer \(dy\) is to \(\Delta y.\) So, we conclude that the closer \(\Delta x\) is to \(0\), the less the tangent line departs from the graph of the function. That is, we can use the tangent line to \(f\) at a point \(P\) as a linear approximation to \(f\) near \(P\).

NOW WORK

Problems 9 and 17.

Example 1 shows that when \(dx\) is close to \(0,\) the tangent line can be used as a linear approximation to the graph. We discuss next how to find this linear approximation.

2 Find the Linear Approximation to a Function

Suppose \(y=f( x) \) is a differentiable function and suppose \(( x_{0},y_{0}) \) is a point on the graph of \(f\). Then \[ \Delta y=f( x) -f( x_{0})\qquad \hbox{and}\qquad dy=f^\prime (x_{0})dx=f^\prime (x_{0})\Delta x=f^\prime (x_{0})(x-x_{0}) \]

If \(dx=\Delta x\) is close to \(0\), then \[ \begin{eqnarray*} \Delta y &\approx & dy \\ f(x)-f({x_{0}}) &\approx & f^\prime ({x_{0}})({x-x_{0}}) \\ f(x) &\approx & f({x_{0}})+f^\prime ({x_{0}})({x-x_{0}}) \end{eqnarray*} \]

See Figure 10. Each figure shows the graph of \(y=f( x) \) and the graph of the tangent line at \((x_{0},y_{0})\). The first two figures show the difference between \(\Delta y\) and \(dy.\) The third figure illustrates that when \(\Delta x\) is close to \(0, \Delta y\approx dy\).

THEOREM Linear Approximation

The linear approximation \({L( x)}\) to a differentiable function \(f\) at \(x=x_{0}\) is given by \[\bbox[5px, border:1px solid black, #F9F7ED]{L( x) =f( x_{0}) +f^\prime ( x_{0}) ( x-x_{0})} \tag{3} \]

The closer \(x\) is to \(x_{0}\), the better the approximation. The graph of the linear approximation \(y=L( x) \) is the tangent line to the graph of \(f\) at \(x_{0}\), and \(L\) is often called the linearization of \({f}\) at \(x_{0}.\) Although \(L\) provides a good approximation of \(f\) in an interval centered at \(x_{0}\), the next example shows that as the interval widens, the accuracy of the approximation of \(L\) may decrease. In Section 3.5, we use higher-degree polynomials to extend the interval for which the approximation is efficient.

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Figure 10

Finding the Linear Approximation to a Function

  1. Find the linear approximation \(L( x) \) to \(f(x)=\sin x\) near \(x=0\).
  2. Use \(L( x) \) to approximate \(\sin \left( -0.3\right) \), \(\sin 0.1 \), \(\sin 0.4\), \(\sin 0.5 \), and \(\sin \dfrac{\pi }{4}\).
  3. Graph \(f\) and \(L.\)

Solution(a) Since \(f^\prime ( x) =\cos x\), then \(f(0)=\sin 0=0\) and \(f^\prime (0) = \cos 0 = 1\). Using Equation (3), the linear approximation \(L( x) \) to \(f\) at \(0\) is \[ L( x) =f(0) + f^\prime (0)(x -0)=x \]

So, for \(x\) close to \(0,\) the function \(f( x) =\sin x\) can be approximated by the line \(L( x) =x.\)

(b) The approximate values of \(\sin x\) using \(L( x) =x, \) the true values of \(\sin x,\) and the absolute error in using the approximation are given in Table 3. From Table 3, we see that the further \(x\) is from \(0,\) the worse the line \(L( x) =x\) approximates \(f( x) =\sin x\).

Table 3: TABLE 3
\({L(x) =x}\) \({f(x) =\sin x}\) Error: \({\vert x-\sin x\vert}\)
\(0.1\) \(0.0998\) \(0.0002\)
\(-0.3\) \(-0.2955\) \(0.0045\)
\(0.4\) \(0.3894\) \(0.0106\)
\(0.5\) \(0.4794\) \(0.0206\)
\(\dfrac{\pi }{4}\approx 0.7854\) \(0.7071\) \(0.0783\)

(c) See Figure 11 for the graphs of \(f( x) =\sin x\) and \(L( x) =x\).

Figure 11

NOW WORK

Problem 25.

The next two examples show applications of differentials. In these examples, we use the differential to approximate the change.

3 Use Differentials in Applications

Measuring Metal Loss in a Mechanical Process

A spherical bearing has a radius of \(3{\,{\rm{cm}}}\) when it is new. Use differentials to approximate the volume of the metal lost after the bearing wears down to a radius of \(2.971{\,{\rm{cm}}}\). Compare the approximation to the actual volume lost.

Solution The volume \(V\) of a sphere of radius \(R\) is \(V=\dfrac{4}{3}\pi R^{3}.\) As a machine operates, friction wears away part of the bearing. The exact volume of metal lost equals the change \(\Delta V\) in the volume \(V\) of the sphere, when the change in the radius of the bearing is \(\Delta R=2.971-3={-}0.029{\,{\rm{cm}}}\). Since the change \(\Delta R\) is small, we use the differential \(dV\) to approximate the change \(\Delta V\). Then \[ \begin{eqnarray*} && \Delta V \approx dV \underset{\underset{\color{#0066A7}{\hbox{\(dV=V^{\,\prime} dR\)}}}{\color{#0066A7}{\uparrow }}}{=} 4\pi R^{2}dR \underset{\underset{\color{#0066A7}{\hbox{\(dR=\Delta R\)}}}{\color{#0066A7}{\uparrow}}}{=} (4\pi )(3^{2})({-} 0.029) \approx {-}3.280 \end{eqnarray*} \]

The approximate loss in volume of the bearing is \(3.28{\,{\rm{cm}}}^{3}\).

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The actual loss in volume \(\Delta V\) is \[ \Delta V=V(R+\Delta R)-V(R)=\dfrac{4}{3}\pi \cdot 2.971^{3}-\dfrac{4}{3}\pi \cdot 3^{3}=\dfrac{4}{3}\pi ( -0.7755) =-3.248{\,{\rm{cm}}}^{3} \]

The approximate change in volume is correct to one decimal place.

NOW WORK

Problem 47.

The use of \(dy\) to approximate \(\Delta y\) when \(\Delta x=\) \(dx\) is small is also helpful in approximating error. If \(Q\) is the quantity to be measured and if \(\Delta Q\) is the change in \(Q\), then the \[\bbox[5px, border:1px solid black, #F9F7ED]{ {\begin{array}{@{}rcl@} \hbox{Relative error at \(x_0\) in \(Q\)}&=&\dfrac{ \vert \Delta Q\vert } {Q( x_{0}) } \\ \hbox{Percentage error at \(x_0\) in \(Q\)} &=&\dfrac{\vert \Delta Q\vert }{Q( x_{0}) }\cdot 100\% \end{array}}} \]

For example, if \(Q=50\) units and the change \(\Delta Q\) in \(Q\) is measured to be \(5\) units, then \[ \hbox{Relative error at }50 \hbox{ in}\ Q=\frac{5}{50}=0.10\qquad\! \hbox{Percentage error at }50\hbox{ in }Q=10\% \]

When \(\Delta x\) is small, \(dQ\approx \Delta Q\). The relative error and percentage error at \(x_{0}\) in \(Q\) can be approximated by \(\dfrac{\vert dQ\vert }{Q( x_{0}) }\) and \(\dfrac{\vert dQ\vert }{Q( x_{0}) }\cdot 100\%,\) respectively.

Measuring Error in a Manufacturing Process

A company manufactures spherical ball bearings of radius \(3{\,{\rm{cm}}}\). The customer accepts a tolerance of 1% in the radius. Use differentials to approximate the relative error for the surface area of the acceptable ball bearings.

Solution The tolerance of 1% in the radius \(R\) means that the relative error in the radius \(R\) must be within \(0.01.\) That is, \(\dfrac{\vert \Delta R\vert }{R}≤ 0.01\). The surface area \(S\) of a sphere of radius \(R\) is given by the formula \(S=4\pi R^{2}.\) We seek the relative error in \(S, \dfrac{\vert \Delta S\vert }{S},\) which can be approximated by \(\dfrac{\vert dS\vert}{S}\). \[ \begin{eqnarray*} && \frac{\vert \Delta S\vert }{S}\approx \frac{\vert dS\vert }{S} \underset{\underset{\color{#0066A7}{\hbox{\(dS=S^{\,\prime} dR\)}}}{\color{#0066A7}{\uparrow}}}{=} \frac{( 8\pi R) \vert dR \vert }{4\pi R^{2}}=\frac{2\vert dR\vert }{R}= 2\cdot \frac{\vert \Delta R\vert }{R} \underset{\underset{\color{#0066A7}{\hbox{\(\tfrac{\vert \Delta R\vert }{R}≤ 0.01\)}}}{\color{#0066A7}{ \uparrow}}}{\le} 2(0.01)= 0.02 \end{eqnarray*} \]

The relative error in the surface area will be less than or equal to \(0.02\).

In Example 4, the tolerance of 1% in the radius of the ball bearing means the radius of the sphere must be somewhere between \(3-0.01( 3) =2.97{\,{\rm{cm}}}\) and \(3+0.01( 3) =3.03{\,{\rm{cm}}}\). The corresponding 2% error in the surface area means the surface area lies within \(\pm0.02\) of \(S=4\pi R^{2}=36\pi {\,{\rm{cm}}}^{2}\). That is, the surface area is between \(35.28\pi \approx 110.84{\,{\rm{cm}}}^{2}\) and \(36.72\pi \approx 115.36{\,{\rm{cm}}}^{2}\). Notice that a rather small error in the radius results in a more significant variation in the surface area!

NOW WORK

Problem 59.

4 Use Newton’s Method to Approximate a Real Zero of a Function

Newton’s Method is used to approximate a real zero of a function. Suppose a function \(y=f(x)\) is defined on a closed interval \([a, b] ,\) and its derivative \(f^\prime \) is continuous on the interval \(( a, b) .\) Also suppose that, from the Intermediate Value Theorem or from a graph or by trial calculations, we know that the function \(f\) has a real zero in some open subinterval of (\(a\), \(b\)) containing the number \(c_{1}\).

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Figure 12

Draw the tangent line to the graph of \(f\) at the point \(P_{1}=(c_{1}, f(c_{1}))\) and label as \(c_{2}\) the \(x\)-intercept of the tangent line. See Figure 12. If \(c_{1}\) is a first approximation to the required zero of \(f\), then \(c_{2}\) will be a better, or second approximation to the zero. Repeated use of this procedure often* generates increasingly accurate approximations to the zero we seek.

Suppose \(c_{1}\) has been chosen. We seek a formula for finding the approximation \(c_{2}\). The coordinates of \(P_{1}\) are \(( c_{1}, f(c_{1}) ) \), and the slope of the tangent line to the graph of \(f\) at point \(P_{1}\) is \(f^\prime (c_{1})\). So, the equation of the tangent line to graph of \(f\) at \(P_{1}\) is \[ y-f(c_{1})=f^\prime (c_{1})(x-c_{1}) \]

To find the \(x\)-intercept \(c_{2}\), we let \(y=0\). Then \(c_{2}\) satisfies the equation \[ \begin{eqnarray*} \begin{array}{rl@{\qquad}l} -f( c_{1}) &= f^\prime ( c_{1}) ( c_{2}-c_{1})\\ c_{2}&= c_{1}-\dfrac{f(c_{1})}{f^\prime (c_{1})}\qquad \hbox{if } f^\prime (c_{1}) ≠ 0 & {{\color{#0066A7}{\hbox{Solve for }c_2.}}} \end{array} \end{eqnarray*} \]

Notice that we are using the linear approximation to \(f\) at the point \((c_{1},f( c_{1}) ) \) to approximate the zero.

Now repeat the process by drawing the tangent line to the graph of \(f\) at the point \(P_{2}=(c_{2},f( c_{2}) ) \) and label as \(c_{3}\) the \(x\)-intercept of the tangent line. By continuing this process, we have Newton’s method.

*See When Newton’s Method Fails, after Example 6.

Newton’s Method

Suppose a function \(f\) is defined on a closed interval \([a, b] \) and its first derivative \(f^\prime \) is continuous and not equal to \(0\) on the open interval \(( a, b) .\) If \(x=c_{1}\) is a sufficiently close first approximation to a real zero of the function \(f\) in \(( a, b) \), then the formula \[\bbox[5px, border:1px solid black, #F9F7ED]{ c_{2}=c_{1}-\dfrac{f(c_{1})}{f^\prime (c_{1})}} \] gives a second approximation to the zero. The \(n\)th approximation to the zero is given by \[\bbox[5px, border:1px solid black, #F9F7ED]{ c_{n}=c_{n-1}-\dfrac{f( c_{n-1}) }{f^\prime (c_{n-1})}} \]

ORIGINS

When Isaac Newton first introduced his method for finding real zeros in 1669, it was very different from what we did here. Newton’s original method (also known as the Newton–Raphson Method) applied only to polynomials, and it did not use calculus! In 1690 Joseph Raphson simplified the method and made it recursive, again without calculus. It was not until 1740 that Thomas Simpson used calculus, giving the method the form we use here.

The formula in Newton’s Method is a recursive formula, because the approximation is written in terms of the previous result. Since recursive processes are particularly useful in computer programs, variations of Newton’s Method are used by many computer algebra systems and graphing utilities to find the zeros of a function.

Using Newton’s Method to Approximate a Real Zero of a Function

Use Newton’s Method to find a fourth approximation to the positive real zero of the function \(f( x) =x^{3}+x^{2}-x-2\).

Solution Since \(f(1) =-1\) and \(f(2) =8,\) we know from the Intermediate Value Theorem that \(f\) has a zero in the interval \((1, 2) \). Also, since \(f\) is a polynomial function, both \(f\) and \(f^\prime \) are differentiable functions. Now \[ f(x) =x^{3}+x^{2}-x-2 \qquad \hbox{and}\qquad f^\prime ( x) =3x^{2}+2x-1 \]

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We choose \(c_{1}=1.5\) as the first approximation and use Newton’s Method. The second approximation to the zero is \[ c_{2}=c_{1}-\dfrac{f( c_{1}) }{f^\prime ( c_{1}) }=1.5-\dfrac{f(1.5) }{f^\prime (1.5) }=1.5-\dfrac{2.125}{ 8.75}\approx 1.2571429 \]

Use Newton’s Method again, with \(c_{2}=1.2571429\). Then \(f(1.2571429) \approx 0.3100644\) and \(f^\prime (1.2571429)\approx 6.2555106\). The third approximation to the zero is \[ c_{3}=c_{2}-\dfrac{f( c_{2}) }{f^\prime ( c_{2}) }=1.2571429-\dfrac{0.3100641}{6.2555102}\approx 1.2075763 \]

Figure 13 \(f(x) = x^{3} + x^{2} - x - 2\)

The fourth approximation to the zero is \[ c_{4}=c_{3}-\dfrac{f( c_{3}) }{f^\prime ( c_{3}) } =1.2075763-\dfrac{0.0116012}{5.7898745}\approx 1.2055726 \]

Using graphing technology, the zero of \(f( x) =x^{3}+x^{2}-x-2\) is given as \(x=1.2055694.\) See Figure 13.

NOW WORK

Problem 33.

The table feature of a graphing utility can be used to take advantage of the recursive nature of Newton’s Method and speed up the computation.

Using Technology with Newton’s Method

The graph of the function \(f( x) =\sin x+x^{2}-1\) is shown in Figure 14.

Figure 14 \(f(x) = \sin x + x^{2}-1\)
  1. Use the Intermediate Value Theorem to confirm that \(f\) has a zero in the interval \((0,1) \).
  2. Use graphing technology with Newton’s Method and a first approximation of \(c_{1}= 0.5\) to find a fourth approximation to the zero.

Solution(a) The function \(f( x) =\sin x+x^{2}-1\) is continuous on its domain, all real numbers, so it is continuous on the closed interval \([0,1] .\) Since \(f( 0) =-1\) and \(f(1) =\sin 1\approx 0.841\) have opposite signs, the Intermediate Value Theorem guarantees that \(f\) has a zero in the interval \((0,1) .\)

(b) We begin by finding \(f^\prime ( x) =\cos x+2x.\) To use Newton’s Method with a graphing utility, we enter \[ x-\dfrac{\sin x+x^{2}-1}{\cos x+2x} \qquad {\color{#0066A7}{x-\dfrac{{ f}({x}) }{{ f^\prime }({x})}}} \]

Figure 15

into the \(Y= \hbox{editor}\), as shown in Figure 15. We create a table by entering the initial value \(0.5\) in the \(X\) column. The graphing utility computes \[ 0.5-\dfrac{\sin 0.5+0.5^{2}-1}{\cos 0.5+2(0.5) }=0.64410789 \]

and displays \(0.64411\) in column \(Y_{1}\) next to \(0.5.\) The value \(Y_{1}\) is the second approximation \(c_{2}\) that we use in the next iteration. That is, we enter \(0.64410789\) in the \(X\) column of the next row, and the new entry in column \(Y_{1}\) is the third approximation \(c_{3}.\) We repeat the process until we obtain the desired approximation. The fourth approximation to the zero of \(f\) is \(0.63673\), as shown in Figure 16.

Figure 16

NOW WORK

Problem 41.

When Newton’s Method Fails

You may wonder, does Newton’s Method always work? The answer is no, as we mentioned earlier. The list below, while not exhaustive, gives some conditions under which Newton’s Method fails.

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  1. \(f^\prime (c_{n}) =0\): Algebraically, division by \(0\) is not defined. Geometrically, the tangent line is parallel to the \(x\)-axis and so has no \(x\)-intercept.
  2. \(f^\prime ( c) \) is undefined: The process cannot be used.
  1. Choosing an initial estimate too far from the required zero could result in approximating a different zero of the function.
  2. The convergence could approach the zero so slowly that hundreds of iterations are necessary.

Problems 7275 illustrate some of these possibilities.