Approximating a function with polynomials and circles

Branko Ćurgus


Linear approximation

Let $f : I \to \mathbb R$ be a function defined on an open interval $I$, let $a \in I$ and assume that $f$ is differentiable on $I$. By the definition of the derivative \[ f'(a) = \lim_{x\to a} \frac{f(x) - f(a)}{x - a}. \] The last equality can be rewritten as \[ \lim_{x\to a} \frac{f(x) - \bigl( f(a) + f'(a) (x-a) \bigr) }{x - a} = 0. \] The last equality can be interpreted that the error $\bigl|f(x) - \bigl( f(a) + f'(a) (x-a) \bigr) \bigr|$ made in approximating the function $f$ near $a$ by the line $ y = f(a) + f'(a) (x-a)$, is tiny compared to $|x-a|$. Or, in the language of the little-Oh notation: the quantity $f(x) - \bigl( f(a) + f'(a) (x-a) \bigr)$ is $o(x-a)$.
However, the last equation invites further exploration of the quantity \[ f(x) - \bigl( f(a) + f'(a) (x-a) \bigr). \] For example, compare this quantity to $(x-a)^2$ by finding the following limit \[ \lim_{x\to a} \frac{f(x) - \bigl( f(a) + f'(a) (x-a) \bigr) }{(x - a)^2}. \] To asses this limit rewrite it as \[ \lim_{x\to a} \frac{ \frac{f(x) - f(a)}{x-a} - f'(a) }{x - a}. \] The quantity $\displaystyle\frac{f(x) - f(a)}{x-a}$ is the slope of the secant line to the graph of $f$. If $x$ is close to $a$, then this slope is close to both $f'(a)$ and $f'(x)$. Thus, it seems reasonable that replacing $\displaystyle\frac{f(x) - f(a)}{x-a}$ with the average $\displaystyle\frac{f'(x) + f'(a)}{2}$ will not change the above limit: \[ \lim_{x\to a} \frac{ \frac{f(x) - f(a)}{x-a} - f'(a) }{x - a} = \lim_{x\to a} \frac{ \frac{f'(x) + f'(a)}{2} - f'(a) }{x - a} = \lim_{x\to a} \frac{f'(x) - f'(a)}{2(x - a)} \] Assuming that $f$ is twice differentiable at $a$ we have \[ \tag{qa} \lim_{x\to a} \frac{f(x) - \bigl( f(a) + f'(a) (x-a) \bigr) }{(x - a)^2} = \frac{1}{2} f''(a). \] Or, equivalently, \[ \lim_{x\to a} \frac{f(x) - \bigl( f(a) + f'(a) (x-a) + \frac{1}{2} f''(a)(x-a)^2 \bigr) }{(x - a)^2} = 0. \] And the last equality is a good introduction to the next level of approximation.
Higher order approximations

Provided that $f$ is twice differentiable on $I$ and three times differentiable at $a$, this process continues. One can prove using the Mean Value Theorem that \[ \lim_{x\to a} \frac{f(x) - \bigl( f(a) + f'(a) (x-a) + \frac{1}{2} f''(a)(x-a)^2 \bigr) }{(x - a)^3} = \frac{1}{2\cdot 3} f'''(a) = \frac{1}{3!} f'''(a). \] In general, provided that $f$ has all the derivatives on $I$, we have \[ \lim_{x\to a} \frac{f(x) - \sum_{k=0}^n \frac{1}{k!} f^{(k)}(x-a)^k}{(x-a)^{n+1}} = \frac{1}{(n+1)!} f^{(n+1)}(a). \]
Geometric interpretation of the linear approximation

Consider the graph of a differentiable function $y = f(x)$ and a point $\bigl(a,f(a)\bigr)$ on that graph. Which line that passes through the point $\bigl(a,f(a)\bigr)$ is the best approximation for the graph of $y = f(x)$?

Many lines through the point $\bigl(a,f(a)\bigr)$.

This question was answered in the section Linear approximation. The solution was that we choose another point $\bigl(x,f(x)\bigr)$ on the graph of $f$ and consider the limit of the slopes of the secant lines that are determined by the points $\bigl(a,f(a)\bigr)$ and $\bigl(x,f(x)\bigr)$ as $x$ approaches to $a$. This is illustrated by the following animation.

Place the cursor over the image to start the animation.


Osculating circle

Given two non-parallel lines in point-slope form \[ y = m_1 (x- a_1) + b_1, \qquad y = m_2 (x- a_2) + b_2, \] their intersection point is given by \[ \tag{ip} \left( a_1 + \frac{m_2(a_2 - a_1) + b_1 - b_2}{m_2 - m_1}, \ b_1 + m_1 \frac{m_2(a_2 - a_1) + b_1 - b_2}{m_2 - m_1} \right) \] Consider the normal line to the graph of $f$ at the point $(a,f(a))$. That is the line with \[ m_1 = -\frac{1}{f'(a)}, \quad a_1 = a, \quad b_1 = f(a). \] Further consider the symmetry line of the line segment with the endpoints $(a,f(a))$ and $(x,f(x))$. That is the line with \[ m_2 = -\frac{x-a}{f(x)-f(a)}, \quad a_2 = \frac{x+a}{2}, \quad b_2 = \frac{f(x)+f(a)}{2}. \] As we calculated in (ip), the first coordinate of the intersection point of these two lines is \[ a + \frac{-\frac{x-a}{f(x)-f(a)} \frac{x-a}{2} - \frac{f(x)-f(a)}{2}}{-\frac{x-a}{f(x)-f(a)} + \frac{1}{f'(a)}}. \] Simplifying the numerator and the denominator of this double fraction leads to \[ a + \frac{-\frac{(x-a)^2 + (f(x)-f(a))^2}{2(f(x)-f(a))} }{ \ \frac{-f'(a)(x-a) + f(x)-f(a) }{ f'(a) (f(x)-f(a)) } \ }. \] Pulling out $-1/2$ from the numerator and $1/f'(a)$ from the denominator and simplifying the double fraction yields \[ a - \frac{f'(a)}{2} \frac{(x-a)^2 + \bigl( f(x)-f(a) \bigr)^2 }{ f(x) - f(a) - f'(a) (x-a)}. \] Now, dividing by both the numerator and the denominator with $(x-a)^2$ leads to \[ a - \frac{f'(a)}{2} \frac{1 + \left( \frac{ f(x)-f(a) }{x-a} \right)^2 }{ \frac{ f(x)-f(a) - f'(a)(x-a) }{(x-a)^2}}. \] Recall that in (qa) we proved that \[ \lim_{x\to a} \frac{ f(x)-f(a) - f'(a)(x-a) }{(x-a)^2} = \frac{1}{2} f''(a). \] Therefore, based on the algebra of limits, and provided that $f''(a) \neq 0,$ we have \[ \lim_{x\to a} \left( a - \frac{f'(a)}{2} \frac{1 + \left( \frac{ f(x)-f(a) }{x-a} \right)^2 }{ \frac{ f(x)-f(a) - f'(a)(x-a) }{(x-a)^2}} \right) = a - f'(a) \frac{1 + \left(f'(a) \right)^2 }{ f''(a)}. \] Hance \[ a - f'(a) \frac{1 + \left(f'(a) \right)^2 }{ f''(a)} \] is the first coordinate of the center of the osculating circle. To get the second coordinate of the center of the osculating circle we substitute the first coordinate into the equation of the normal line to the graph of $f$ at the point $(a,f(a))$. This gives the center of the osculation circle to the graph of $f$ at the point $(a,f(a))$ to be \[ \left( a - f'(a) \frac{1 + \left(f'(a) \right)^2 }{ f''(a)}, \ f(a) + \frac{1 + \left(f'(a) \right)^2 }{ f''(a)} \right). \] The radius of the osculating circle to the graph of $f$ at the point $(a,f(a))$ is the distance between its center and the point $(a,f(a))$. This distance calculates to: \[ \frac{\left( 1 + \left(f'(a) \right)^2 \right)^{3/2}}{\bigl| f''(a) \bigr|} \] By definition, the reciprocal of the radius of the osculating circle to the graph of $f$ at the point $(a,f(a))$ is called the curvature of the graph of $f$ at the point $(a,f(a))$: \[ \frac{\bigl| f''(a) \bigr|}{\left( 1 + \left(f'(a) \right)^2 \right)^{3/2}}. \]
Geometric illustration of the definition of the osculating circle

Consider the graph of a twice differentiable function $y = f(x)$ and a point $\bigl(a,f(a)\bigr)$ on that graph. Which circle that passes through the point $\bigl(a,f(a)\bigr)$ is the best approximation for the graph of $y = f(x)$? Clearly we need to consider only the circles that touch the tangent line to the graph of $f$ at the point $\bigl(a,f(a)\bigr)$. That is, the circles with the centers on the normal line to the graph of $f$ at the point $\bigl(a,f(a)\bigr)$.

Many circles through the point $\bigl(a,f(a)\bigr)$ that touch the graph of $f$.

Our definition of the osculating circle to the graph of $f$ at the point $\bigl(a,f(a)\bigr)$ is completely analogous to the definition of the tangent line to the graph of $f$ at the point $\bigl(a,f(a)\bigr).$ To see the analogy recall the definition of the slope of the tangent line.
Fix a point $\bigl(a,f(a)\bigr)$ on the graph of $f.$ Next choose another point $\bigl(x,f(x)\bigr)$ on the graph of $f$ and consider the secant line through the points $\bigl(a,f(a)\bigr)$ and $\bigl(x,f(x)\bigr).$ Take the limit of the slopes of the secant lines as $x$ approaches $a.$ That limit is the slope of the tangent line.
Here is the definition of the osculating circle:
Fix a point $\bigl(a,f(a)\bigr)$ on the graph of $f.$ Next choose another point $\bigl(x,f(x)\bigr)$ on the graph of $f$ and consider the secant circle through the points $\bigl(a,f(a)\bigr)$ and $\bigl(x,f(x)\bigr)$ and whose center is on the normal line to the graph of $f$ at the point $\bigl(a,f(a)\bigr).$ Such a circle is uniquely determined and we calculated its center. Take the limit as $x$ approaches to $a$ of such found centers. That limit is the center of the osculating circle to the graph of $f$ at $(a,f(a).$ This is illustrated by the following two animations.

Place the cursor over the image to start the animation.

Place the cursor over the image to start the animation.


Evolute

The evolute of a graph is the set of all the centers of the osculating circles of that graph.

Thus for the graph of a function $f:D\to \mathbb R$ its evolute is given by its parametric equation \[ \left( t - f'(t) \frac{1 + \left(f'(t) \right)^2 }{ f''(t)}, \ f(t) + \frac{1 + \left(f'(t) \right)^2 }{ f''(t)} \right), \qquad t \in D. \]
Many osculating circles on some familiar graphs

Here are animations of many osculating circles on the graphs of the sine function, the square and the cubic function. Each picture includes the corresponding evolute indicated by plotting the centers of the osculating circles shown in the picture.

Place the cursor over the image to start the animation.

Place the cursor over the image to start the animation.

Place the cursor over the image to start the animation.


Osculating circles for a parameterized curve

Given two non-parallel lines in implicit form \[ a_1 x + b_1 y = c_1, \qquad a_2 x + b_2 y = c_2, \] their intersection point is given by \[ \tag{ipi} \left( \frac{c_1 b_2 - c_2 b_1}{a_1 b_2 - a_2 b_1} , \ \frac{a_1 c_2 - a_2 c_1}{a_1 b_2 - a_2 b_1} \right) \] The easiest way to see this is to write the above system as a matrix equation \[ \left[\begin{array}{cc} a_1 & b_1 \\ a_2 & b_2 \end{array} \right] \left[\begin{array}{c} x \\ y \end{array} \right] = \left[\begin{array}{c} c_1 \\ c_2 \end{array} \right] \] and notice that \[ \frac{1}{a_1b_2 - a_2 b_1} \left[\begin{array}{cc} b_2 & -b_1 \\ -a_2 & a_1 \end{array} \right] \left[\begin{array}{cc} a_1 & b_1 \\ a_2 & b_2 \end{array} \right] = \left[\begin{array}{cc} 1 & 0 \\ 0 & 1 \end{array} \right] \]

Let $D$ be an interval in $\mathbb R$ and let $u:D \to \mathbb R$ and $v:D \to \mathbb R$ be twice differentiable functions. We consider a piecewise smooth parameterized curve \[ \Gamma = \bigl\{ \bigl( u(t) , v(t) \bigr) \, | \, t \in D \bigr\}. \] Let $s \in D.$ As before we consider a secant circle to the graph of $\Gamma$ which is tangent to $\Gamma$ at the point $\bigl(u(s),v(s)\bigr)$ and goes through a point $\bigl(u(s+\Delta s),v(s + \Delta s)\bigr).$ The center of this circle is at the intersection of the normal line to $\Gamma$ at $\bigl(u(s),v(s)\bigr)$ and the bisector line of the line segment connecting the points $\bigl(u(s),v(s)\bigr)$ and $\bigl(u(s+\Delta s),v(s + \Delta s)\bigr).$ Implicit equations for these two lines are given as follows: \[ u' \, x + v'\, y = u \, u' + v\, v', \qquad (\Delta u) x + (\Delta v) y = (A u) (\Delta u) + (A v) (\Delta v), \] where we used the following abbreviations \[ u = u(s), \ u' = u'(s), \ \Delta u = u(s+\Delta s) - u(s), \ A u = \frac{u(s)+u(s+\Delta s)}{2}, \] and \[ v = v(s), \ v' = u'(s), \ \Delta v = v(s+\Delta s) - v(s), \ A v = \frac{v(s)+v(s+\Delta s)}{2}. \] Notice the following two equalities: \[ Au - u = \frac{1}{2} \Delta u, \qquad Av - v = \frac{1}{2} \Delta v. \] The first coordinate of the intersection of these two lines is given by \begin{align*} \frac{c_1 b_2 - c_2 b_1}{a_1 b_2 - a_2 b_1} & = \frac{ \bigl(u \, u' + v\, v' \bigr) \Delta v - \bigl( (A u) (\Delta u) + (A v) (\Delta v) \bigr) v' } {u' \Delta v - v' \Delta u } \\ & = u - v' \frac{ - u \Delta u - v \Delta v + (A u) (\Delta u) + (A v) (\Delta v) } { u' \Delta v - v' \Delta u } \\ & = u - v' \frac{ (A u - u) (\Delta u) + (A v - v) (\Delta v) } { u' \Delta v - v' \Delta u } \\ & = u - \frac{v'}{2} \frac{ (\Delta u)^2 + (\Delta v)^2 } { u' \Delta v - v' \Delta u } \\ \end{align*} Our next objective is to calculate \[ \lim_{\Delta s \to 0} \frac{ (\Delta u)^2 + (\Delta v) } { u' \Delta v - v' \Delta u } = \lim_{\Delta s \to 0} \frac{ \left( \frac{\Delta u}{\Delta s} \right)^2 + \left( \frac{\Delta v}{\Delta s} \right)^2 }{ \frac{ u' \Delta v - v' \Delta u }{ (\Delta s)^2 } }. \] For that we need to calculate \[ \lim_{\Delta s \to 0} \frac{ u' \Delta v - v' \Delta u }{ (\Delta s)^2 } = \lim_{\Delta s \to 0} \frac{ u' \frac{\Delta v}{\Delta s} - v' \frac{\Delta u}{\Delta s} }{ \Delta s } . \] Since \[ \frac{\Delta u}{\Delta s} \approx \frac{u'(s+\Delta s) + u'(s)}{2} = Au' \quad \text{and} \quad \frac{\Delta v}{\Delta s} \approx \frac{v'(s+\Delta s) + v'(s)}{2} = Av', \] intuitively we can expect that \[ \lim_{\Delta s \to 0} \frac{ u' \Delta v - v' \Delta u }{ (\Delta s)^2 } = \lim_{\Delta s \to 0} \frac{ u' \frac{\Delta v}{\Delta s} - v' \frac{\Delta u}{\Delta s} }{ \Delta s } = \lim_{\Delta s \to 0} \frac{ u' Av' - v' Au' }{ \Delta s } . \] The following is an easy algebraic equality \[ u' Av' - v' Au' = \frac{1}{2} \bigl( u' \Delta v' - v' \Delta u' \bigr) . \] It is proved by simplifying each side of the equality. Therefore \[ \lim_{\Delta s \to 0} \frac{ u' \Delta v - v' \Delta u }{ (\Delta s)^2 } = \frac{1}{2} \lim_{\Delta s \to 0} \frac{ u' \Delta v' - v' \Delta u' }{ \Delta s } = \frac{1}{2} \bigl( u'v'' - v' u'' \bigr). \] Consequently, the limit as $\Delta s \to 0$ of the first coordinates of the centers of the secant circles is \[ u - v' \frac{ (u')^2 + (v')^2 }{ u' v'' - v' u'' } \] Since the second coordinate must satisfy the equation of the normal \[ u' \, x + v'\, y = u \, u' + v\, v' \] to $\Gamma$ at $\bigl(u(s),v(s)\bigr),$ we calculate that the limit of the second coordinate is \[ v + u' \frac{ (u')^2 + (v')^2 }{ u' v'' - v' u'' }. \]
Thus the parametric equation of the evolute of $\Gamma$ is given by \[ \left( u(s) - v'(s) \frac{ (u'(s))^2 + (v'(s))^2 }{ u'(s) v''(s) - v'(s) u''(s) } , \ v(s) + u'(s) \frac{ (u'(s))^2 + (v'(s))^2 }{ u'(s) v''(s) - v'(s) u''(s) } \right), \quad s \in D. \] Consequently, the radius of the osculating circle to $\Gamma$ at $\bigl(u(s),v(s)\bigr)$ is \[ \frac{\bigl((u'(s))^2 + (v'(s))^2\bigr)^{3/2}}{|u'(s) v''(s) - v'(s) u''(s)|}, \] and the curvature of $\Gamma$ at $\bigl(u(s),v(s)\bigr)$ is \[ \frac{|u'(s) v''(s) - v'(s) u''(s)|}{\bigl((u'(s))^2 + (v'(s))^2\bigr)^{3/2}}. \]
The evolute of a parametrized curve

The evolute of a smooth parametrized curve is the set of all the centers of the osculating circles of that curve.

Let $u:D\to \mathbb R$ and $v:D\to \mathbb R$ be continuous piecewise smooth functions. As we calculated in the previous section, the parametric equation of the evolute of the piecewise smooth curve \[ \Gamma = \bigl\{ \bigl( u(t) , v(t) \bigr) \, | \, t \in D \bigr\}, \] is given by \[ \left( u(t) - v'(t) \frac{ (u'(t))^2 + (v'(t))^2 }{ u'(t) v''(t) - v'(t) u''(t) } , \ v(t) + u'(t) \frac{ (u'(t))^2 + (v'(t))^2 }{ u'(t) v''(t) - v'(t) u''(t) } \right), \quad t \in D. \] Also, notice that the radius of the osculating circle to $\Gamma$ at $\bigl(u(t),v(t)\bigr)$ is \[ \frac{\bigl((u'(t))^2 + (v'(t))^2\bigr)^{3/2}}{|u'(t) v''(t) - v'(t) u''(t)|}. \] It is instructive to write the evolute in vector form: \[ \left[\!\begin{array}{c} u(t) \\ v(t) \end{array}\!\right] + \frac{ (u'(t))^2 + (v'(t))^2 }{ u'(t) v''(t) - v'(t) u''(t) } \left[\!\begin{array}{c} -v'(t) \\ u'(t) \end{array}\!\right], \quad t \in D. \]

Next we will establish two remarkable facts about the derivative of the evolute, that is the tangent vector of the evolute. We will need the following vector identity: \[ (a^2 + b^2 ) \left[\!\begin{array}{c} c \\ d \end{array}\!\right] = (ac+bd) \left[\!\begin{array}{c} a \\ b \end{array}\!\right] + (ad-bc) \left[\!\begin{array}{c} -b \\ a \end{array}\!\right] \] which holds for an arbitrary $\langle a,b \rangle$, its orthogonal vector $\langle -b, a \rangle$ and an arbitrary vector $\langle c,d \rangle.$ A simple way to prove this identity is to ask how one can scale vectors $\langle a,b \rangle$ and $\langle -b, a \rangle$ to get the vector $\langle c, d \rangle$ as a sum of scaled vectors. That is to solve for $x$ and $y$ the equation \[ \left[\!\begin{array}{c} c \\ d \end{array}\!\right] = x \left[\!\begin{array}{c} a \\ b \end{array}\!\right] + y \left[\!\begin{array}{c} -b \\ a \end{array}\!\right]. \] Now, calculating the dot products of both sides with the vector $\langle a,b \rangle$ leads to the solution for $x$ and calculating the dot products of both sides with the vector $\langle -b, a \rangle$ leads to the solution for $y.$ We will use the above vector identity in the form \[ \left[\!\begin{array}{c} a \\ b \end{array}\!\right] - \frac{a^2 + b^2}{ac+bd} \left[\!\begin{array}{c} c \\ d \end{array}\!\right] = - \frac{a d - b c}{ac+bd} \left[\!\begin{array}{c} -b \\ a \end{array}\!\right]. \]

The tangent vector to the evolute is (for expediency we write only functions without variables): \[ \left[\!\begin{array}{c} u' \\ v' \end{array}\!\right] + \left( \frac{d}{dt} \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \right) \left[\!\begin{array}{c} -v' \\ u' \end{array}\!\right] + \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \left[\!\begin{array}{c} -v'' \\ u'' \end{array}\!\right] . \] Applying the previous vector identity we get \[ \left[\!\begin{array}{c} u' \\ v' \end{array}\!\right] + \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \left[\!\begin{array}{c} -v'' \\ u'' \end{array}\!\right] = \frac{ u' u'' + v' v'' }{ u' v'' - v' u'' } \left[\!\begin{array}{c} -v' \\ u' \end{array}\!\right]. \] Hence the tangent vector to the evolute is: \[ \left( \left( \frac{d}{dt} \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \right) + \frac{ u' u'' + v' v'' }{ u' v'' - v' u'' } \right) \left[\!\begin{array}{c} -v' \\ u' \end{array}\!\right]. \] This is the first remarkable fact that we promissed. The tangent vector to the evolute is normal vector to the curve $\Gamma.$ This is not surprising, since earlier we have proved that the evolute is the envelope of the family of normals of a curve. This fact is now reconfirmed.

Now we look at the magnitude of the tangent vector to the evolute. The magnitude of the tangent vector to the evolute is the absolute value of the following expression: \[ \left( \left( \frac{d}{dt} \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \right) + \frac{ u' u'' + v' v'' }{ u' v'' - v' u'' } \right) \bigl( u'^2 + v'^2 \bigr)^{1/2}. \] Notice that \[ \frac{ u' u'' + v' v'' }{ u' v'' - v' u'' } \bigl( u'^2 + v'^2 \bigr)^{1/2} = \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \frac{d}{dt} \bigl( ( u'^2 + v'^2 )^{1/2} \bigr). \] Consequently, the magnitude of the tangent vector to the evolute is the absolute value of the following expression: \[ \left( \frac{d}{dt} \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \right) \bigl( u'^2 + v'^2 \bigr)^{1/2} + \frac{ u'^2 + v'^2 }{ u' v'' - v' u'' } \frac{d}{dt} \bigl( ( u'^2 + v'^2 )^{1/2} \bigr), \] which, by the product rule, equals \[ \frac{d}{dt} \left( \frac{ \bigl( u'^2 + v'^2 \bigr)^{3/2} }{ u' v'' - v' u'' } \right). \] But, the ansolute value of the expression \[ \frac{ \bigl( u'^2 + v'^2 \bigr)^{3/2} }{ u' v'' - v' u'' } \] is the radius of the osculationg circle of $\Gamma.$ Since the above expression changes its sign only at the points where it is not defined, the derivative of the radius of the osculation circle is the absolute value of \[ \frac{d}{dt} \left( \frac{ \bigl( u'^2 + v'^2 \bigr)^{3/2} }{ u' v'' - v' u'' } \right) \] for which we proved to be the magnitude of the tangent vector to the evolute. Thus, the derivative of the radius of the osculating circle is the magnitude of the tangent vector of the evolute. This is the second remarkable fact about the evolute: the difference of the length of the evolute and the radius of the osculating circle of $\Gamma$ is constant.

Next we will show how to reconstruct a curve for which its evolute is given.