Definitions

Linearization

Linearization

[lin-ee-uh-rahyz]
In mathematics and its applications, linearization refers to finding the linear approximation to a function at a given point. In the study of dynamical systems, linearization is a method for assessing the local stability of an equilibrium point of a system of nonlinear differential equations. This method is used in fields such as engineering, physics, economics, and ecology.

Linearization of a function

Linearizations of a function are lines — ones that are usually used for purposes of calculation. Linearization is an effective method for approximating the output of a function y = f(x) at any x = a based on the value and slope of the function at x = b, given that f(x) is continuous on [a, b] (or [b, a])and that a is close to b. In, short, linearization approximates the output of a function near x = a.

For example, you might know that sqrt{4} = 2. However, without a calculator, what would be a good approximation of sqrt{4.001} = sqrt{4 + .001}?

For any given function y = f(x), f(x) can be approximated if it is near a known continuous point. The most basic requisite is that, where L_a(x) is the linearization of f(x) at x = a, L(a) = f(a). The point-slope form of an equation forms an equation of a line, given a point (H, K) and slope M. The general form of this equation is: y - K = M(x - H).

Using the point (a, f(a)), L_a(x) becomes y = f(a) + M(x - a). Because continuous functions are locally linear, the best slope to substitute in would be the slope of the line tangent to f(x) at x = a.

While the concept of local linearity applies the most to points arbitrarily close to x = a, those relatively close work relatively well for linear approximations. After all, a linearization is only an approximation. The slope M should be, most accurately, the slope of the tangent line at x = a.

Visually, the accompanying diagram shows the tangent line of f(x) at x. At f(x+h), where h is any small positive or negative value, f(x+h) is very nearly the value of the tangent line at the point (x+h, L(x+h)).

The final equation for the linearization of a function at x = a is:

y = f(a) + f'(a)(x - a),

For x = a, f(a) is f(x) at a. The derivative of f(x) is f'(x), and the slope of f(x) at a is f'(a).

Example

To find sqrt{4.001}, we can use the fact that sqrt{4} = 2. The linearization of f(x) = sqrt{x} at x = a is y = sqrt{a} + frac{1}{2 sqrt{a}}(x - a), because the function f'(x) = frac{1}{2 sqrt{x}} defines the slope of the function f(x) = sqrt{x} at x. Plugging in a = 4, the linearization at 4 is y = 2 + frac{x-4}{4}. In this case x = 4.001, so sqrt{4.001} is approximately 2 + frac{4.001-4}{4} = 2.00025. The true value is close to 2.00024998, so the linearization approximation is amazingly accurate.

Uses of linearization

Linearization makes it possible to use tools for studying linear systems to analyze the behavior of a nonlinear function near a given point. The linearization of a function is the first order term of its Taylor expansion around the point of interest. For a system defined by the equation

frac{dbold{x}}{dt} = bold{F}(bold{x},t),

the linearized system can be written as

frac{dbold{x}}{dt} = Dbold{F}(bold{x_0},t) cdot (bold{x} - bold{x_0})

where bold{x_0} is the point of interest and Dbold{F}(bold{x_0}) is the Jacobian of bold{F}(bold{x}) evaluated at bold{x_0}.

Stability analysis

In stability analysis, one can use the eigenvalues of the Jacobian matrix evaluated at an equilibrium point to determine the nature of that equilibrium. If all the eigenvalues are positive, the equilibrium is unstable; if they are all negative the equilibrium is stable; and if the values are of mixed signs, the equilibrium is a saddle point. Any complex eigenvalues will appear in complex conjugate pairs and indicate spiral (or circular if the real components are zero around the equilibrium.

Microeconomics

In microeconomics, decision rules may be approximated under the state-space approach to linearization. Under this approach, the Euler equations of the utility maximization problem are linearized around the stationary steady state. A unique solution to the resulting system of dynamic equations then is found.

See also

References

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