Recommendations about the exponential function

calculusexponential functionordinary differential equationsreal-analysissoft-question

I am studying differential equations and I am very surprised by how omnipresent the exponential function is. It pops up everywhere, but there isn't usually a lot of detail provided in introductory textbooks about how the solutions come up and why the exponential function has so much importance. One thing I find fascinating is how the exponential function has the characteristic that it is the same as its slope. I'd like to know more about it so that I can understand why it's so important.

I guess the main problem is that this would probably require going into some real analysis. As I said, I have some knowledge of ODEs, calculus and linear algebra (and I have worked a little bit with proofs). So I would be very grateful if I could get some recommendations from you to get deeper into the topic of exponential functions, perhaps analysis more broadly if that is required.

Best Answer

There is a completely satisfying abstract explanation of why the exponential function shows up so much but it requires some familiarity with linear algebra. Once you understand that language, the explanation is: $e^{\lambda x}$ is the unique (up to scale) eigenvector for the differentiation operator $\frac{d}{dx}$ with eigenvalue $\lambda$. This says concretely that $e^{\lambda x}$ is the unique (up to scale) solution of

$$\frac{d}{dx} y(x) = \lambda y(x).$$

This turns out to completely explain the importance of exponentials for solving linear homogeneous constant-coefficient ODEs; abstractly and in one sentence, it's because exponentials diagonalize any differential operator which is a polynomial in $\frac{d}{dx}$. But one has to know quite a lot of linear algebra to make sense of this. For that you can consult any textbook on linear algebra; Axler's Linear Algebra Done Right might be a good place to start.

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