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In This Section You Will Learn The Following

The document discusses the mean value theorem and linearization for functions of several variables. It defines the mean value theorem for functions of two variables, which states that if a function is continuous on a line segment and differentiable in the interior, there exists a point where the change in the function equals the gradient times the change in variables. This allows defining the linear approximation of a function near a point as its tangent plane. The error in the linear approximation depends on the continuity of the partial derivatives and tends to zero as the point gets closer. Examples demonstrate finding the linear approximation and estimating error for specific functions.

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17 views

In This Section You Will Learn The Following

The document discusses the mean value theorem and linearization for functions of several variables. It defines the mean value theorem for functions of two variables, which states that if a function is continuous on a line segment and differentiable in the interior, there exists a point where the change in the function equals the gradient times the change in variables. This allows defining the linear approximation of a function near a point as its tangent plane. The error in the linear approximation depends on the continuity of the partial derivatives and tends to zero as the point gets closer. Examples demonstrate finding the linear approximation and estimating error for specific functions.

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© © All Rights Reserved
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Module 12 : Total differential, Tangent planes and normals

Lecture 36 : Mean value theorem and Linearization [Section 36.1]


Objectives

In this section you will learn the following :


Mean value theorem for functions of several variables

Linear approximations for functions of several variables

36 .1 Mean value theorem and Linearization


36.1.1Definition:
Let

and

Let

Then,

and

are the open and the closed straight line segments joining

and

Figure 1. Open and closed line segments

36.1.2Mean Value Theorem:


Let

and

Let
(i)
(ii)

Both

be such that every point of

is an interior point of

is such that the following hold:


and

exist at every interior point of

is continuous at both

and are continuous at every point of

and

Then there exists some

such that

36.1.2Mean Value Theorem:


Let
. Let

and

and

be such that every point of


is such that the following hold:

exist at every interior point of

(i)

Both

(ii)

is continuous at both
Then there exists some

is an interior point of

and are continuous at every point of

and
such that

Proof
Define

Then,

by

is continuous on

. Also, by the chain rule,

is differentiable at every

Hence by the men value theorem for functions of one variable, there exists some
that

Thus,

with

such

36.1.3 Remark:
(i)

The mean value theorem for functions of two variables has consequences analogous to those of the
mean value
theorem for functions of one variable. For example, if every point of
two points of

can be joined by a finite number of straight line segments which lie in


such that

function

(ii)

is an interior point of

at every point of

and any
then any

must be a constant function.

As in the case of functions of a single variable, Taylor's theorem holds for functions of several variables
also.
The interested reader may consult an advanced book on calculus of several variables.

36.1.4Definition:
Let

and

be such that

exist on

and are continuous at

Then,

is a linear function called the linear (or tangent plane ) approximation of

for

near the point

36.1.5Note (Error estimate):


(i)

If

then using theorem 36.1.2, we can find

such that at points

close to

Thus, the error in using linear approximation is given by

It follows from the continuity of the partial derivatives that the error
i.e., as

tends to zero as

tends to zero. In fact, it tends to zero faster' than as

tends to

zero, since

(ii)

If the second order partial derivatives of

exist and are continuous in some open ball

centered at
then for
estimated as follows:

it can be shown that the error in linear approximation can be

where

is a real number such that

36.1.6Example:
Let

Then,

Thus, the linear approximation to

for

near

is

To estimate the error, we note that

Thus, we can take

and

For example, if both

, then

and

36.1.7Example :
Consider a rectangular box of length

, width

and hight

find the percentage error made in measuring the volume if an error of


each dimension of the box. Since the volume

is given by

We want to
is made in measuring

with

the error is given by

The actual volume is

Thus, the percentage error is

Practice Exercises

(1)

For the following functions, find the linear approximation at the a bound for the error is approximation in
the
specified region:

(i)

and

(ii)

and

Answer

(2)

Let

. Find the linear approximation to

such that the error

has the property

at

. Further find the points

Answer

Recap

In this section you have learnt the following


Mean value theorem for functions of several variables

Linear approximations for functions of several variables

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