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There are probably more efficient and easier proofs for same thing. This is proof I have to study for my exam.

Theorem: $(e^x)'=e^x$

Proof: For $x\ge 0$ we have defined $f_0(x)=\lim_{n\to +\infty}\left(1+\frac{x}{n}\right)^n.$ Exponential function is now defined by $$ f(x)=e^x= \begin{cases} f_0(x), & x\ge0 \\[4pt] \dfrac{1}{f_0(-x)}, & x\lt0 \end{cases}$$

For $x,c\gt0$ is

$$\frac{\left(1+\frac{x}{n}\right)^n-\left(1+\frac{c}{n}\right)^n}{x-c}=\frac{1}{n}\left[\left(1+\frac{x}{n}\right)^{n-1}+\left(1+\frac{x}{n}\right)^{n-2}\left(1+\frac{c}{n}\right)+\cdots+\left(1+\frac{x}{n}\right)\left(1+\frac{c}{n}\right)^{n-2}+\left(1+\frac{c}{n}\right)^{n-1}\right]$$

We have

$$\left(1+\frac{\min{(x,c)}}{n}\right)^{n-1} \le \frac{\left(1+\frac{x}{n}\right)^n-\left(1+\frac{c}{n}\right)^n}{x-c}\le \left(1+\frac{\max{(x,c)}}{n}\right)^{n-1}$$

For $n \rightarrow +\infty$ we have $$f_0(\min{(x,c))} \le \frac{f_0(x)-f_0(c)}{x-c} \le f_0(\max{(x,c))}$$

Functions $x \rightarrow \max{(x,c)}$ and $x \rightarrow \min{(x,c)}$ are continuous so for $x \rightarrow c$ is $$f_0^{'}(c) = \lim_{x\to c} \frac{f_0(x)-f_0(c)}{x-c} = f_0(c)$$

Now , for $ x\lt 0$ we have $f(x)=\frac{1}{f_0(-x)}$ , so$$ f'(x)=-\frac{f_0^{'}(-x)(-1)}{[f_0(-x)]^2}=\frac{f_0(-x)}{[f_0(-x)]^2}=\frac{1}{f_0(-x)}=f(x)$$

In case $c=0$ we have to separately look at left and right limit of $\frac{f(x)-1}{x}$. For $x\gt 0$ we have $1\le \frac{f_0(x)-1}{x} \le f_0(x)$, because of continuity of $f_0$ in $0$ and $f_0(0) = 1$ we have $$ \lim_{x\to 0+} \frac{f(x)-1}{x}=1=f(0) $$

For $x<0$ we have

$$\lim_{x\to 0-} \frac{f(x)-1}{x} = \lim_{x\to 0-} \frac{\frac{1}{f_0(-x)}-1}{x} = \lim_{-x\to 0+}\frac{f_0(-x)-1}{-x} \frac{1}{\lim_{-x\to 0+}f_0(-x)}=1=f(0)$$

Thus, $f'(0)=f(0)$. So, for $\forall x \in \mathbb{R}$ is $(e^x)'=e^x$.


I don't understand couple of things about this proof:

1. How does $(1+\frac{\min{(x,c)}}{n})^{n-1}$ go to $f_0(\min{x,c})$. We haven't got exponent $n$, but $n-1$?

2. Why is this valid: $ 1\le \frac{f_0(x)-1}{x} \le f_0(x)$ for $x\gt0$

3. Why is this valid : $\lim_{x\to 0-} \frac{\frac{1}{f_0(-x)}-1}{x} = \lim_{-x\to 0+}\frac{f_0(-x)-1}{-x} \frac{1}{\lim_{-x\to 0+}f_0(-x)}=1$

And one personal question, what do you think about this proof, and did your teacher in college requested something similar for you to know for exam?

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  • Sorry, i thought you mean about first question , i will correct it – Rush ThaMan Aug 27 '16 at 14:39
  • Personally, I never proved $\frac d{dx}e^x=e^x$, I defined it to be. You may be interested in here: http://math.stackexchange.com/questions/1561854/solve-for-fx-fx-without-previous-knowledge – Simply Beautiful Art Aug 27 '16 at 14:41
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    That is one MESSY proof... – Hasan Saad Aug 27 '16 at 14:49
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    There is a reason why in my first semester calculus notes I don't define $e^x$ at all. I simply give a hand-wavy reason why it exists, and give another hand-wavy argument for the derivative. Then in the second semester, when we get to Taylor series, I can do this so much more simply. – Jyrki Lahtonen Aug 27 '16 at 15:04
  • When you say $f'_0(c)=f_0(c)$, why not stop there? (or almost stop there) Just wondering, because I don't do things like this all the time. – Simply Beautiful Art Aug 27 '16 at 15:22
  • What do you mean stop there? You have to prove for each case $c\lt 0, c=0$ and $c\gt 0$ – Rush ThaMan Aug 27 '16 at 15:25
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    @Jyrki in my college, in first semester, we do limits, sequences and continuity , and then in second semester we do derivatives, integrals and series(Taylor, Fourier etc..), you should see our proof for continuity of exponential function. I get headaches just thinking about it – Rush ThaMan Aug 27 '16 at 15:30
  • @RushThaMan I wish you much luck. – Simply Beautiful Art Aug 27 '16 at 15:33
  • Funny that proving $f_0(x)=f(x)$ for $x>0$ requires knowing $(e^x)'=e^x$. :-( I don't like these kinds of things, no, not one bit. – Simply Beautiful Art Aug 27 '16 at 15:37
  • Yes, we just defined it and nobody explains why particular number like $e$ powered to the $x$ is equal to that limit. High school math was much more understandable. – Rush ThaMan Aug 27 '16 at 15:45
  • I think the fundamental problem with exponential function is the notation $e^{x}$ which sort of says that $e^{x + y} = e^{x}e^{y}$ is obvious and does not require any proof. A much better though less frequently used notation is $\exp(x)$ and we can define this $\exp(x)$ using many approaches the simplest of which is $\exp(x) = \lim_{n \to \infty}\left(1 + \dfrac{x}{n}\right)^{n}$. – Paramanand Singh Aug 28 '16 at 13:00

2 Answers2

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I think both the definition of $e^{x}$ and the proof for its derivative are handled in a very roundabout way. Two definitions (one for $x \geq 0$ and one for $x < 0$) are an overkill when the same limit works for all real $x$. Moreover the inequality $1 \leq \dfrac{f_{0}(x) - 1}{x} \leq f_{0}(x)$ is not easy to establish and definitely not obvious. Your third question is made simple by writing $y$ in place of $-x$ and using $y \to 0^{+}$ instead of writing $-x \to 0^{+}$. This is a standard practice and we call it the method of substitution and here we have put $ x= -y$ to evaluate the limit.

A much better way is to proceed in the following manner. First show that for any given real number $x$ the limit $$\lim_{n \to \infty}\left(1 + \dfrac{x}{n}\right)^{n}\tag{1}$$ exists and hence defines a function of $x$ say $F(x)$. This function is called the exponential function and traditionally denoted by symbol $\exp(x)$ or $e^{x}$. But we stick to $F(x)$ for the time being. Next step is to show that $F(x + y) = F(x)F(y)$ for all real $x, y$. And the last part is to show that $$\lim_{x \to 0}\frac{F(x) - 1}{x} = 1\tag{2}$$ This is not difficult but at the same time not obvious.

The proof for $(2)$ goes roughly as follows. First we show that $F(x) \geq 1 + x$ for all $x \in (-1, \infty)$ and from this we can obtain the inequality $$1 \leq \frac{F(x) - 1}{x} \leq \frac{1}{1 - x}$$ for $0 < x < 1$ and then by Squeeze theorem we get the limit $(2)$ for the case when $x \to 0^{+}$. The result for $x \to 0^{-}$ follows by noting that $F(x)F(-x) = 1$ for all $x$.

I have provided an outline for my approach above. for more details see this answer.

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2. is still incomplete, I'm still thinking about it. Hope the rest helps though.

1. Hint:

$$\lim_{n\to\infty}\left(1+\frac xn\right)^{n-1}=\lim_{k\to\infty}\left(1+\frac xk\right)\lim_{n\to\infty}\left(1+\frac xn\right)^{n-1}$$

3.

$$\lim_{x\to0^-}\frac{\frac1{f_0(-x)}-1}x=\lim_{-x\to0^+}\frac{f_0(-x)-1}{-x}\frac1{f_0(-x)}=1$$

$$\lim_{-x\to0^+}\frac{f_0(-x)-1}{-x}\frac1{f_0(-x)}=\lim_{-x\to0^+}\frac{\frac{f_0(-x)-1}{f_0(-x)}}{-x}=\lim_{-x\to0^+}\frac{1-f_0(-x)}{-x}=\lim_{-x\to0^+}\frac{f_0(-x)-1}{x}$$

It seems you are given $f_0(x)=\frac1{f_0(-x)}$ to conclude the left side equality.

See 2. to apply squeeze theorem on $f(x)$ to evaluate the limit to $1$.