[Math] Derivative of exponential function proof

calculusderivativesexponential functionlimitssequences-and-series

I'm looking for a straight forward proof using the definition of a derivative applied to the exponential function and substitution of one of the limit definitions of $e$, starting with

$e = \lim_{h\to \infty}\left({1+\dfrac{1}{h}}\right)^h$ or $e=\sum_{h=0}^{\infty}{\dfrac{1}{h!}}$

and

$\dfrac{d}{dx}\left( e^x \right) = \lim_{h\to 0}\left({\dfrac{e^{x+h}-e^{x}}{h}}\right)$

I found a proof I sort of liked here (which is sort of along the lines of a proof I'd like to use):

http://www.math.brown.edu/UTRA/explog.html

My only problem is that he combines the dummy variable, $h$, for the limit definition of $e$ and the dummy variable, $h$, used for the derivative. To me, it seems like it's not quite valid to do such a thing because it assumes both values are equal. Can anyone provide a better proof or justification for why the dummy variables can be combined?

EDIT:

I guess I'd also like to have a proof of why:

$\lim_{h\to 0}\left({\dfrac{e^{h}-1}{h}}\right) = 1$

using one of the limit definitions of $e$ shown above.

Best Answer

As I can see from your edit, you noticed that the only difficult part is to show that $\exp'(0) = 1$, that is, $\lim_{h\to 0}\left({\dfrac{\exp(h)-1}{h}}\right) = 1$.

So here's my proof, using only the definition of the exponential function and elementary properties of limits.

We use the following definition of the exponential function:

\begin{align*} &\exp : \mathbb{R} \to \mathbb{R}\\ &\exp(x) = \lim_{k \to +\infty} \left(1 + \frac{x}{k}\right)^k \end{align*}

Let's define \begin{align*} &A : \mathbb{R}^* \to \mathbb{R}\\ &A(h) = \frac{\exp(h) - 1}{h} - 1 \end{align*}

We're going to show that $\lim_{h \to 0} A(h) = 0$. This will imply that $\lim_{h \to 0} \frac{\exp(h) - 1}{h} = 1$ and consequently, that $\exp'(0) = 1$.

Let's show that for all $h \in [-1,1]\setminus\{0\}$, $|A(h)| \leq |h|$

Let $h \in [-1,1]\setminus\{0\}$. We define the sequence $(u_k)_{k \in \mathbb{N}^*}$ by \begin{align*} u_k = \frac{\left(1+\frac{h}{k}\right)^k - 1}{h} - 1 \end{align*}

From the definition of the exponential function and from the rules of addition and multiplication of limits, we get:

\begin{align*} \lim_{k \to + \infty} u_k = A(h) \end{align*}

The continuity of the absolute value function then brings:

\begin{align*} \lim_{k \to + \infty} |u_k| = |\lim_{k \to + \infty} u_k| = |A(h)| \end{align*}

If we manage to show that after a certain rank, $|u_k| \leq |h|$, we'll be able to conclude that $|A(h)| = \lim_{k \to +\infty}|u_k| \leq |h|$.

For $k \in \mathbb{N}^*$, we have

$$ u_k = \frac{\left(\sum\limits_{i=0}^{k} \binom{k}{i} \left(\frac{h}{k}\right)^i \right) - 1 - h}{h} = \frac{1}{h}\sum_{i=2}^k \frac{\binom{k}{i}}{k^i} h^i = h \sum_{i=2}^k \frac{\binom{k}{i}}{k^i} h^{i-2} $$

The triangle inequality brings: $$ |u_k| \leq |h| \sum_{i=2}^k \frac{\binom{k}{i}}{k^i} |h|^{i-2} $$

We have $h \in [-1,1]$. So $|h|^{i-2} \leq 1$ for every $i \in \mathbb{N}$ such as $i \geq 2$. Moreover, for $k,i \in \mathbb{N}\setminus\{0,1\}$: $$ \frac{\binom{k}{i}}{k^i} = \frac{\prod\limits_{j=0}^{i-1}(k-j)}{i!\prod\limits_{j=0}^{i-1}k} \leq \frac{1}{i!} \leq \frac{1}{2^{i-1}} $$ Therefore, as soon as $k \geq 2$: $$ |u_k| \leq |h| \sum_{i=2}^k \frac{1}{2^{i-1}} = |h| \sum_{i=1}^{k-1} \frac{1}{2^i} = |h| \left(\frac{1-\frac{1}{2^k}}{1-\frac{1}{2}} - 1\right) = |h| \left(1-\frac{1}{2^{k-1}}\right) \leq |h| $$

Hence: $$ |A(h)| = \lim_{k \to \infty} |u_k| \leq |h| $$ This is true for all $h \in [-1,1]\setminus\{0\}$. Therefore: $$ \lim_{h \to 0} A(h) = 0 $$ which shows that $\exp'(0) = 1$.

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