I saw somewhere that given a function f(x,y) you can approximate with the following
Δf≈ ∂f/∂x * Δx + ∂f/∂y * Δy
Can someone explain why this works and where this came from? Thanks
I saw somewhere that given a function f(x,y) you can approximate with the following
Δf≈ ∂f/∂x * Δx + ∂f/∂y * Δy
Can someone explain why this works and where this came from? Thanks
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Using Taylor on the first variable,
$$g(x,y):=f(x+\Delta x, y)\approx f(x, y)+\dfrac{\partial f(x,y)}{\partial x}\Delta x.$$
Then using it on the second variable, $$f(x+\Delta x,y+\Delta y)=g(x,y+\Delta y)\approx g(x,y)+\dfrac{\partial g(x,y)}{\partial y}\Delta y \\\approx f(x, y)+\dfrac{\partial f(x,y)}{\partial x}\Delta x+\dfrac{\partial f(x,y)}{\partial y}\Delta y+\dfrac{\partial^2f(x,y)}{\partial x\,\partial y}\Delta x\Delta y.$$
The last term is negligible.