Cookies   I display ads to cover the expenses. See the privacy policy for more information. You can keep or reject the ads.

# Quadratic approximation formula, part 2

- [Voiceover] ♫ Line things up a little bit right here. ♫
All right.
So in the last video I set up the scaffolding
for the quadratic approximation which
I'm calling Q of a function,
an arbitrary two variable function which I'm calling f,
and the form that we have right now
looks like quite a lot actually.
We have six different terms.
Now the first three were just basically stolen
from the local linearization formula
and written in their full abstractness.
It almost makes it seem a little bit more
complicated than it is.
And then these next three terms
are basically the quadratic parts.
We have what is basically X squared.
We take it as X minus X naught squared
so that we don't mess with anything previously
once we plug in X equals X naught,
but basically we think of this as X squared.
And then this here is basically X times Y,
but of course we're matching each one of them
with the corresponding X naught Y naught,
and then this term is the Y squared.
And the question at hand is
how do we fill in these constants?
The coefficients in front of each one
of these quadratic terms to make it
so that this guy Q hugs the graph of f
as closely as possible.
And I showed that in the very first video,
kind of what that hugging means.
Now in formulas, the goal here,
I should probably state,
what it is that we want is for the second
partial derivatives of Q,
so for example if we take the partial derivative
with respect to X twice in a row,
we want it to be the case that if you take that guy
and you evaluate it at the point of interest,
the point about which we are approximating,
it should be the same as when you take
the second partial derivative of f
or the corresponding second partial derivative
I should say since there's multiple different
second partial derivatives,
and you evaluate it at that same point.
And of course we want this to be true
not just with the second partial derivative
with respect to X twice in a row,
but if we did it with the other ones.
Like for example,
let's say we took the partial derivative
first with respect to X,
and then with respect to Y.
This is called the mixed partial derivative.
We want it to be the case that when we evaluate that
at the point of interest it's the same as taking
the mixed partial derivative of f with respect to X,
and then with respect to Y,
and we evaluate it at that same point.
And remember, for almost all functions that you deal with,
when you take this second partial derivative
where we mix two of the variables,
it doesn't matter the order in which
you take them, right?
You could take it first with respect to X then Y
or you could it first with respect to Y,
and then with respect to X.
Usually these guys are equal.
There are some functions for which this isn't true,
but we're going to basically assume that
we're dealing with functions where this is.
So, that's the only mixed partial derivative
that we have to take into account.
And I'll just kind of get rid of that guy there.
And then, of course, the final one,
just to have it on record here,
is that we want the partial derivative
when we take it with respect to Y
two times in a row
and we evaluate that at the same point,
there's kind of a lot,
there's a lot of writing that goes on
with these things and that's just kind of
par for the course when it comes
to multi-variable calculus,
but you take the partial derivative
with respect to Y, add both of them,
and you want it to be the same value at this point.
So even though there's a lot going on here,
all I'm basically saying is all the second
to partial differential information should be the same
for Q as it is for f.
So, let's actually go up and take a look
at our function and start thinking about
what it's partial derivatives are.
What it's first and second partial derivatives are.
And to do that,
let me first just kind of clear up
some of the board here
just to make it so we can actually start
computing what this second partial derivative is.
So let's go ahead and do it.
First, this partial derivative with respect to X twice,
what we'll do is I'll take one of those out
and think partial derivative with respect to X.
And then on the inside I'm going to put
what the partial derivative of this entire expression
with respect to X is.
But we just take it one term at a time.
This first term here is a constant,
so that goes to zero.
The second term here actually has the variable X in it.
And when we take it's partial derivative,
since this is a linear term,
it's just going to be that constant sitting in front of it.
So it will be that constant which is the value
of the partial derivative of f with respect to X
evaluated at the point of interest.
And that's just a constant.
All right, so that's there.
This next term has no Xs in it,
so that's just going to go to zero.
This term is interesting because it's got an X in it.
So when we take its derivative with respect to X,
that two comes down.
So this will be two times a,
whatever the constant a is,
multiplied by X minus X naught.
That's what the derivative of this component is
with respect to X.
Then this over here,
this also has an X,
but it's just showing up basically as a linear term.
And when we treat Y as a constant,
since we're taking the partial derivative
with respect to X,
what that ends up being is b multiplied by that,
what looks like a constant as far as X is concerned,
Y minus Y naught.
And then the last term doesn't have any Xs in it.
So that is the first partial derivative
with respect to X.
And now we do it again.
Now we take the partial derivative with respect to X,
and I'll hmm,
maybe I should actually clear up
even more of this guy.
And now when we take the partial derivative
of this expression with respect to X,
f of X of X naught, Y naught,
that's just a constant,
so that goes to zero.
Two times a times X, that's going to,
we take the derivative with respect to X
and we're just going to get two times a.
And this last term doesn't have an Xs in it,
so that also goes to zero.
So conveniently,
when we take the second partial derivative
of Q with respect to X,
We just get a constant.
It's this constant to a.
And since we want it to be the case,
we want that this entire thing is equal to,
well what do we want?
We want it to be the second partial derivative
of f both times with respect to X.
So here I'm going to use the subscript notation.
Over here I'm using the kind of Leibniz notation,
but here just second partial derivative
with respect to X,
we want it to match whatever that looks like
when we evaluate it at the point of interest.
So what we could do to make that happen,
to make sure that two a is equal to this guy,
is we set a equal to one half of that
second partial derivative evaluated
at the point of interest.
Okay. So this is something we kind of tuck away.
We remember this is,
we have solved for one of the constants.
So now let's start thinking about another one of them.
Well I guess actually I don't have to scroll off
because let's say we just want to take
the mixed partial derivative here where
if instead of taking it with respect to X twice,
we wanted to, let's see I'll kind of erase this,
we wanted to first do it with respect to X,
and then do it with respect to Y.
Then we can kind of just edit what
we have over here and we say,
"we already took it with respect to X,
"so now as our second go we're going to be
"taking it with respect to Y."
So in that case,
instead of getting two a let's kind of figure out
what it is that we get.
When we take the derivative of this whole guy
with respect to Y,
well this looks like a constant.
This here also looks like a constant
since we're doing it with respect to Y
and no Ys show up.
And the partial derivative of this
just ends up being b.
So again, we just get a constant.
This time it's b not two,
previously it was two a,
but now it's just b.
And this time we want it to equal
the mixed partial derivative.
So instead of saying f sub XX,
I'm going to f XY which basically says
you take the partial derivative first
with respect to X and then with respect to Y.
We want this guy to equal the value of that
mixed partial derivative evaluated at that point.
So that gives us another fact.
That means we can just basically set b equal to that.
And this is another fact,
another constant that we can record.
And now for C,
when we're trying to figure out what that should be,
the reasoning is almost identical.
It's pretty much symmetric.
We did everything that we did for the case X,
and instead we do it for taking the partial derivative
with respect to Y twice in a row,
and I encourage you to do that for yourself.
It'll definitely solidify everything that
we're doing here because it can seem
kind of like a lot and a lot of computations.
But you're going to get basically the same conclusion
you did for the constant a.
It's going to be the case that you have the constant c
is equal to one half of the second partial derivative
of f with respect to Y,
so you're differentiating with respect to Y twice
evaluated at the point of interest.
So this is going to be kind of the third fact.
And the way that you get to that conclusion again,
it's going to be almost identical to the way
that we found this one for X.
Now when you plug in these values for a, b and c,
and these are constants,
even though we've written them as formulas
they are constants,
when you plus those in to this full formula,
you're going to get the quadratic approximation.
It'll have six separate terms.
One that corresponds to the constant,
two that correspond to the linear fact,
and then three which correspond to
the various quadratic terms.
And if you wanted to dig into more details
and kind of go through an example or two on this,
I do have an article on quadratic approximations
and hopefully you can kind of step through
and do some of the computations yourself as you go.
But in all of this,
even though there's a lot of formulas going on,
it can be pretty notationly heavy.
I want you to think back to that
original graphical intuition, here,
let me actually pull up the graphical intuition here.
So if you're approximating a function
near a specific point,
the quadratic approximation looks like
this curve where if you were to chop it
in any direction it would be a parabola,
but it's hugging the graph pretty closely.
So it gives up a pretty close approximation.
So even though there's a lot of formulas
that go on to get us that,
the ultimate visual and I think the ultimate intuition
is actually a pretty sensible one.
You're just hoping to find something that
hugs the function nice and closely.
And with that, I will see you next video.