Linear Approximation Theorem: Proof of Differentability - Prof. E. R. Heal, Study notes of Mathematics

The proof of the linear approximation theorem, which states that a function is differentiable at a point if and only if there exists a linear function that approximates the function near that point. The theorem is presented for functions defined in an open interval containing the point.

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Pre 2010

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Math 4200
Linear Approximation Theorem:
Suppose is defined in an open interval containing Then is differentiable0 B Þ 0
!
at if and only if there exists a linear affine) functionB Ð
!
that approximates near in the sense thatEÐBÑ œ +ÐB B Ñ 0 ÐB Ñ 0 B
! ! !
lim
BÄB
0ÐBÑ EÐBÑ
BB
!!
¸ ¸
œ ! Þ
Proof.
I. Suppose is differentiable at . Let .0 B œ B EÐBÑ œ 0 ÐB ÑÐB B Ñ 0 ÐB Ñ
! ! ! !
w
= 0 So,lim lim
BÄB BÄB
0ÐBÑ EÐBÑ
BB
0ÐBÑ 0 ÐB Ñ
BB
! !
!
!
!
¸ ¸
¸ ¸
º º
œ Þ
0 ÐB Ñ
w
!
= 0 .lim
BÄB
0ÐBÑ EÐBÑ
BB
!!
¸ ¸
II. Suppose there exists such thatEÐBÑ œ +ÐB B Ñ 0ÐB Ñ
! !
. Then, andlim lim
BÄB BÄB
0ÐBÑ EÐBÑ 0ÐBÑ EÐBÑ
BB BB
! !
!!
¸ ¸
œ ! œ !
º º
= 0 ,lim
BÄB
0ÐBÑ 0 ÐB Ñ ÐBB Ñ
BB
!
! !
!
º º
a
0 This implies that .lim lim
BÄB BÄB
0ÐBÑ 0 ÐB Ñ 0ÐBÑ 0 ÐB Ñ
BB BB
! !
! !
! !
º º
+ œ Þ œ +

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Math 4200

Linear Approximation Theorem:

Suppose 0 is defined in an open interval containing B Þ Then 0 is differentiable !

at B if and only if there exists a linear affine) functionÐ !

EÐBÑ œ +ÐB  B Ñ  0 ÐB Ñ that approximates 0 near B in the sense that !!!

lim

BÄB

0ÐBÑ EÐBÑ

BB

!

!

¸ ¸

œ! Þ

Proof.

I. Suppose 0 is differentiable at B œ B. Let EÐBÑ œ 0 ÐB ÑÐB  B Ñ  0 ÐB Ñ. !!!!

w

lim = lim 0 So,

BÄB BÄB

0ÐBÑ EÐBÑ

BB

0ÐBÑ  0ÐB Ñ

BB

!!

!

!

!

¸ ¸

¸ ¸

 0 ÐB Ñ œ Þ

w

!

lim = 0.

BÄB

0ÐBÑ EÐBÑ

BB

!

!

¸ ¸

II. Suppose there exists EÐBÑ œ +ÐB  B Ñ  0 ÐB Ñ such that !!

lim. Then, lim and

BÄB BÄB

0ÐBÑ EÐBÑ 0ÐBÑ EÐBÑ

BB BB

!!

! !

¸ ¸

œ! œ! º º

lim = 0 ,

BÄB

0ÐBÑ  0ÐB Ñ  ÐBB Ñ

BB

!

!!

!

a

lim 0 This implies that lim.

BÄB BÄB

0ÐBÑ  0ÐB Ñ 0ÐBÑ  0ÐB Ñ

BB BB

!!

!!

!!

 + œ Þ œ +