In my mechanics textbook there is a derivation of the moment of inertia of a disc of mass $m$ and radius $r$ about an axis through its centre and perpendicular to its plane surface, which goes something like this:
The mass per unit area is $\dfrac{m}{\pi r^2}$. Dividing the disc into concentric rings, the ring has inner radius $x$ and outer radius $x+\delta x$ and so its area is $\pi(x+\delta x)^2-\pi x^2\approx 2\pi x\delta x$. So the moment of inertia of this ring is $\dfrac{m}{\pi r^2}(2\pi x\delta x)(x^2)=\dfrac{2mx^3}{r^2}\delta x$ so the moment of inertia of the whole disc is $\displaystyle \lim_{\delta x\to0}\sum_{i=0}^n\dfrac{2mx_i^3}{r^2}\delta x=\int_0^r\dfrac{2mx^3}{r^2}\,\mathrm{d}x=\frac{1}{2}mr^2$.
But the step $\pi(x+\delta x)^2-\pi x^2\approx 2\pi x\delta x$ is hand-wavy. How do I know this is a valid approximation?
$\delta x$ is supposed to be small. Expanding, we get $\pi (x+\delta x)^2 - \pi x^2 = \pi(x^2+2x\delta x + (\delta x)^2) - \pi x^2 = 2x\delta x \pi + \pi (\delta x)^2$
For $\delta x$ small, the $(\delta x)^2$ term is negligible in comparison to the linear term.