Linearization of an Equation

Linearization of an Equation
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I came across an exercise about the linearization of this non-linear equation arount the operational points $x^{\circ}=0, y^{\circ}=0$:

$$y=a\ddot{x}+b\sin x$$

The process started by:

$$x=x^{\circ}+\Delta x,\; \dot{x}=\dot{x}^{\circ}+\Delta \dot{x},\; \ddot{x}=\ddot{x}^{\circ}+\Delta \ddot{x}$$

and also

$$y=y^{\circ}+\Delta y$$

Then those relations were substituted in the initial equation and by using Taylor's series the linearized equation was produced.

My question is how the following relations came to being?

$$\dot{x}=\dot{x}^{\circ}+\Delta \dot{x},\; \ddot{x}=\ddot{x}^{\circ}+\Delta \ddot{x}$$ It can't be by derivation of the

$$x=x^{\circ}+\Delta x$$

as the $x^{\circ}$ is a number and it would be 0 after the differentiation and wouldn't result in $\dot{x}^{\circ}$ and $\ddot{x}^{\circ}$.

Also can $\Delta x$ be differentiated? Isn't it supposed to be just a small number?

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1 Answer

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Those relations are simply a change of variables: you position yourself to the point of interest, and $\Delta x$ (and its derivatives) are simply coordinates that measure distance from your new origin. It's a regular variable, people often don't even use $\Delta$ prefix and just write $x=x_0+u$ or something like that (think of celsius scale measuring relative to freezing point instead of absolute zero).

Of course, if we want the linear approximation to be reasonable, $\Delta x$ still has to be small (in the limit $\Delta x \to {\rm d}x$, the approximation becomes exact, because that's exactly what a Taylor series does - the linear term stands next to the derivative).

Short story even shorter: $\Delta x$ is a regular variable, it can be differentiated, and manipulated further just like any other variable. It's the Taylor expansion what then assumes it to be small.

EDIT:

Your original question seems to be how do you get the derivative versions. You have to realize that your $x$ and $y$ are some two dependent variables of some third independent variable $t$, and the dot differentiates with respect to this third parameter. You can interpret $x(t)$ physically as trajectory of some object in space. Then, $\dot{x}(t)$ is the velocity and $\ddot{x}(t)$ is the acceleration. Now, let's pick initial "time" $t=t_0$, and define $$x^\circ = x(t_0),\quad \dot{x}^\circ=\dot{x}(t_0),\quad \ldots$$ You see this is perfectly well defined: you are not differentiating the constant with respect to time... you're taking the derivative and checking its value at some time.

The displacements $\Delta x, \Delta \dot{x}, \Delta \ddot{x}$ are then simply the matter of specifying how far your values differ from this reference state at $t_0$. The key is in the order of operations: first differentiate and then evaluate, not the other way around. It's the same as in Taylor series: there, you also have $$f(t_0+\Delta t)=f(t_0)+\dot{f}(t_0)\Delta t+\frac{1}{2}\ddot{f}(t_0)\Delta t^2+\cdots$$ here, $\dot{f}(t_0)$ also doesn't mean the derivative of $f(t_0)$, but derivative, evaluated at $t_0$.

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David Miller
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David Miller

David Miller brings 15 years of experience in global economics, personal finance strategy, and market dynamics. He specializes in turning complex economic trends into actionable insights for everyday readers.