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Linearization


The linearization of a differentiable map F:R^n->R^m at a point x_0 is its first-order linear approximation

 F(x_0+h)=F(x_0)+J_F(x_0)h+o(||h||),

where J_F(x_0) is the Jacobian matrix. The affine map F(x_0)+J_F(x_0)(x-x_0) is also called the local linearization of F.

For an autonomous system x^.=F(x) with an equilibrium point x_*, writing u=x-x_* gives the linearized system

 u^.=J_F(x_*)u.

The eigenvalues of this matrix often determine the local stability of the equilibrium; when an eigenvalue has zero real part, the linearization alone may be inconclusive. More broadly, a linearization can also be a substitution that converts a nonlinear equation or system into a linear one.


See also

Equilibrium Point, Jacobian Matrix, Linear Approximation, Linear Stability, Little-O Notation

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References

Strogatz, S. H. Nonlinear Dynamics and Chaos. Reading, MA: Addison-Wesley, 1994.

Cite this as:

Weisstein, Eric W. "Linearization." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Linearization.html

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