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I am teaching my students about the derivative of $e^x$. I have walked through what is in our textbook and they have all happily believed me, but I would like to have a better explanation for why the derivative is $e^x$. I know several other proofs exist like those that define $e$ using the slope at $0$ and those that use the natural log, but I'd like my proof to closely follow the method used in the textbook. That is why this question and this question have not answered all of my questions. Here is what the textbook says. enter image description here

I understand everything until they decide to let $e^{\Delta x}\approx 1 + \Delta x$. My question is why do they not directly use the limit definition of $e$. Is it because they can't without introducing students to binomial expansion?

I put $e^{x}$ outside the limit and then tried to substitute the definition of $e$. But I think I made a mistake. Here is my work:

$$e^{ x} \lim_{\Delta x\to\ 0} \frac{(\lim_{\Delta x\to\ 0}( 1+ \Delta x)^{\frac{1}{\Delta x}}) ^{\Delta x}-1}{\Delta x}$$

Using limit properties I know I can rewrite this as: $$e^{x} \lim_{\Delta x\to\ 0} \frac{(\lim_{\Delta x\to\ 0}( 1+ \Delta x))-1}{\Delta x}$$

This is where I get confused/stuck.

If I resolve the inner limit first, I get: $$e^{x} \lim_{\Delta x\to\ 0} \frac{1-1}{\Delta x}$$ $$e^{x}\lim_{\Delta x\to\ 0} \frac{0}{\Delta x}$$ $$e^{x} \times 0 = 0$$

Is there a property of limits that would allow me to "get rid" of that inner limit?

Katie
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    The approximation $e^{\Delta x} \approx 1 + \Delta x$ is essentially using the fact that the derivative of $\exp$ is $1$ for $x=0$. – copper.hat Oct 04 '22 at 04:32
  • How about L'hopital? Sorry, that was stupid of me. – calc ll Oct 04 '22 at 04:36
  • @pipe I thought about L'hopital but wouldn't I still have to resolve the inner limit first? By resolving the inner limit first I would still get $e^{x} \lim_{\Delta x \to \ 0 } \frac{0}{\Delta x}$. Using L'hopital I would get $\frac{0}{1}$ which would still be 0. – Katie Oct 04 '22 at 04:41
  • Well, we might be able to do L'hopital on $\Delta x$, in which case we should get $1$. – calc ll Oct 04 '22 at 04:47
  • Using L'Hospital requires using the derivative. – copper.hat Oct 04 '22 at 04:48
  • I don't see any straighforward way of doing the above without the binomial expansion. I am not sure why they don't use the binomial expansion. – copper.hat Oct 04 '22 at 04:49
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    I think it is dangerous to use nested limits in the way that you do. Your expression is using the symbol $\Delta x$ to mean two different things and so it is difficult to see what is meant. – Blitzer Oct 04 '22 at 05:05
  • @Blitzer what do you mean when you say $\Delta x$ means two different things? If those two $\Delta x$'s are not the same then why is the textbook able to substitute $1 + \Delta x$ into their equation? If you were referring to my erroneous use of $\Delta x$ in the exponent outside of the limit I have corrected it. – Katie Oct 04 '22 at 05:15
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    What the textbook says is that $e\approx (1+t)^\frac{1}{t}$ for any $t\approx 0$ because that's the "interpretation" of $\lim\limits_{x\to 0} (1+t)^\frac{1}{t}=e$. It then proceeds to say that if you choose the specific small value for $t= \Delta x$ then the approximation must also hold. The problem is that they use the same symbol for $t$ and $\Delta x$ to make the substitution more intuitive without introducing more variables, but the downside is that it can lead to confussion. – Robert Lee Oct 04 '22 at 05:18
  • @RobertLee thank you for explaining – Katie Oct 04 '22 at 05:20
  • @Katie - I meant that writing $\lim_{\Delta x \to 0 } $ creates a dummy variable. If you then write another limit inside of that limit with the same dummy variable name (albeit it is a different variable) then it is unclear which variable you are referring to. More simply, it is better to write something like $\lim{a \to 0} (\lim{b \to 0} f(a,b) )$ than it is to use the same dummy variable in both limits. – Blitzer Oct 04 '22 at 08:19
  • You need to use distinct $\Delta x$ notations for two limits. If you do it right you'll get $\lim_{a\to 0,b\to 0}\frac{(1+b)^{\frac{a}{b}}-1}{a}$. If you know that limit exists, you may use subcase $b=a$. But you need to show that limit exists. Textbook solution excludes this proof, but from my point of view it is not rigorous because it mixes $\approx$ and $=$, so it proves only $(e^x)'\approx e^x$. In order to exclude this mixing one may use $e^{\Delta x}=1+\Delta x+o(\Delta x)$, which can be shown separately. – Ivan Kaznacheyeu Oct 04 '22 at 09:20

3 Answers3

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In fact, by limits properties, you can put the definition of $e$ inside, just not in the way you did.

Given that $e= \lim_{\Delta x \to 0} (1+\Delta x)^{\frac{1}{\Delta x}},$ then

\begin{align*} f'(x) &= e^{ x} \lim_{\Delta x\to\ 0} \frac{(( 1+ \Delta x)^{\frac{1}{\Delta x}}) ^{\Delta x}-1}{\Delta x}\\ &=e^x \lim_{\Delta x\to\ 0} \frac{(( 1+ \Delta x)-1)}{\Delta x}\\ &=e^x \end{align*}

Another approach if we want to be more rigorous:

Its clear that, if $x \to \infty,$ we have

$$\left(1 + \frac{1}{x}\right)^x \leq e \leq \left(1 + \frac{1}{x}\right)^{x+1}$$

Replacing with $1/x= h$, then for $h \to 0^+$

$$(1+h)^{1/h} \leq e \implies 1 \leq \frac{e^h-1}{h},$$

and because of the RHS inequality:

\begin{align*} 1 \leq \frac{e^h-1}{h} \leq \frac{(1+h)^{1+h}-1}{h} \leq \frac{(1+h)(1+h^2)-1}{h} = \frac{h+h^2+h^3}{h} = 1 + h + h^2. \end{align*}

We conclude by squeeze theorem the value of the limit (consider $h=\Delta x$).

Note that in the last inequality we used the fact that $(1+h)^h \leq 1+h^2$ for $0<h<1$. This is given by Bernoulli inequality.

Trobeli
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    You can't combine two limits like that without some justification. – copper.hat Oct 04 '22 at 06:24
  • Yeah you can with the right justification, but it is clear that this is an basic course of calculus. Doing what I did is the same as putting $(1+\Delta x)^{1/\Delta x} \approx e$ "without some justification" – Trobeli Oct 04 '22 at 06:36
  • Your more rigorous approach is good. It might be worth finding a similar method for negative $h$ – FShrike Oct 04 '22 at 07:07
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You made a mistake in your work: $$\frac{e^x\left(e^{\Delta x}-1\right)}{\Delta x}$$ is not the same as $$\frac{e^x\left(\lim_{\Delta x\to0}\left(\left(1+\Delta x\right)^{\frac{1}{\Delta x}}\right)^{\Delta x}-1\right)}{\Delta x}.$$ Using $\Delta x$ in the definition of $e$ is the cause of the confusion. Let's use a different name, let's say $h$, in the definition of $e$. We then get
$$\frac{e^x\left(e^{\Delta x}-1\right)}{\Delta x}=\frac{e^x\left(\left(\lim_{h\to 0}\left(1+h\right)^{\frac{1}{h}}\right)^{\Delta x}-1\right)}{\Delta x}=\lim_{h\to 0}\frac{e^x\left(\left(1+h\right)^{\frac{\Delta x}{h}}-1\right)}{\Delta x}.$$ By definition of $\lim_{h\to 0}$ it's the common limit of all the sequences where we replace $h$ by $h_n$ with $h_n\to0$ as $n\to\infty$. Therefore $$\frac{e^x\left(e^{\Delta x}-1\right)}{\Delta x}=\lim_{n\to \infty}\frac{e^x\left(\left(1+\frac{\Delta x}{n}\right)^{n}-1\right)}{\Delta x},$$ where we used $h_n=n^{-1}\Delta x$. In other words we get $$\frac{e^x\left(e^{\Delta x}-1\right)}{\Delta x}-e^x=\lim_{n\to \infty}\frac{e^x\left(\left(1+\frac{\Delta x}{n}\right)^{n}-1-\Delta x\right)}{\Delta x}.$$ You can estimate using the binomial formula (or using induction similar to Bernoulli's inequality or ...) for example (for $|\Delta x|<1$) $$\left\lvert\frac{\left(\left(1+\frac{\Delta x}{n}\right)^{n}-1-\Delta x\right)}{\Delta x}\right\rvert\leq |\Delta x|.$$ Therefore putting it together (for $|\Delta x|<1$) $$\left\lvert\frac{e^x\left(e^{\Delta x}-1\right)}{\Delta x}-e^x\right\rvert\leq e^x|\Delta x|.$$

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This is because your inner limit is not actually a limit, it is an approximation. The limit is used to make an approximaton when $\Delta x$. You are not taking the limit (at first), you are stopping at some point where you can use the approximation because the inner and the outer limits have the same variable, thus you can't separate their going to 0. Let us illustrate what went wrong in your reason with the following example. Say I am trying to evaluate $\lim_{x\rightarrow\infty} 2x/x$, I know that $2x$ is trivially approximated by $2x$ for smaller $x$. But $2 = \lim_{x\rightarrow 0} 2x/x \neq \lim_{x\rightarrow 0} (\lim_{x\rightarrow 0} 2x)/x = \lim_{x\rightarrow 0} 0/x$. What the $\approx$ symbol is saying is that when $\Delta x$ is small, $f(\Delta x)$ ressembles another more desirable function, which will be used instead.

A way to think about it is that since $$e = \lim_{a\rightarrow 0} (1+a)^{1/a}$$ for small enough $a$, $e$ is close to $(1+a)^{1/a}$ leading to $f(a) = e^a$ being close to $g(a)=((1+a)^{1/a})^a = 1 + a$ (for how close you'd have to use Taylor Expansion). Now when $\Delta x \rightarrow 0$, $\Delta x$ is small enough that $e^{\Delta x}$ is as close as we wish to $1 + \Delta x$. The two funstions become interchangeable, and you can replace $f(\Delta x) = e^{\Delta x}$ by $g(\Delta x) = (1+\Delta x)$ so that, for small $\Delta x$, $\frac{f(\Delta x) - 1}{\Delta x} \approx \frac{g(\Delta x) - 1}{\Delta x}$. It then follows that $$ \lim_{\Delta x \rightarrow 0} \frac{f(\Delta x) - 1}{\Delta x} = \lim_{\Delta x \rightarrow 0} \frac{g(\Delta x) - 1}{\Delta x} = \lim_{\Delta x \rightarrow 0} \frac{1 + \Delta x - 1}{\Delta x} = 1$$ The "for small values of $\Delta x$", "close" really are shortcuts for epsilon delta reasoning but this is also what the "$\approx$" symbol does...