Aki said:
I don't understand why the derivative of e^x is e^x itself.
Hello Aki,
It's been awhile since I did this myself, so I am going to do it again, for you as well as me. The goal is to find a power series in one unknown X, if there is one, whose derivative is equal to itself.
If there is such a power series, we can then reserve the special symbolism e^x for the series. So in otherwords, if you can find a power series whose derivative with respect to X is equal to the original undifferentiated power series, you have the reason that:
\frac{d}{dx} e^x = e^x
The answer would then be verbalized as saying, "There happens to be an analytic function whose derivative is equal to itself, and there is only one such function. Mankind is denoting this function using the symbolism e^x, but in order to find the function we must look for its power series expansion.
Discussion
Suppose that some function f(x) can be expressed as a power series.
f(x) = C_0 + C_1x + C_2x^2 + C_3x^3 + ...
We introduce summation notation to simplify the RHS of the equation above.
f(x) = \sum_{n=0}^{n= \infty} C_n x^n
Now, take the derivative with respect to x of both sides of the equation above to obtain:
f^\prime (x) = \sum_{n=0}^{n= \infty} n C_n x^{n-1}
Which is none other than
df/dx = C_1 + 2C_2x + 3C_3x^2 + ... = \sum_{n=1}^{n= \infty} n C_n x^{n-1} = \sum_{n=0}^{n= \infty} (n+1) C_{n+1} x^n<br />
Now, take the derivative with respect to x again, to obtain:
f^\prime^\prime (x) = \sum_{n=0}^{n= \infty} n(n-1) C_n x^{n-2}
Which is none other than
(d^2f/dx^2) = f^\prime^\prime (x) = \sum_{n=2}^{n= \infty} n(n-1) C_n x^{n-2} = \sum_{n=0}^{n= \infty} (n+2)(n+1) C_{n+2} x^{n}
Now, take the derivative with respect to x again, to obtain
f^\prime^\prime^\prime (x) = \sum_{n=0}^{n= \infty} n(n-1)(n-2) C_n x^{n-3}
Which is equivalent to:
f^\prime^\prime^\prime (x) = \sum_{n=3}^{n= \infty} n(n-1)(n-2) C_n x^{n-3}= \sum_{n=0}^{n= \infty} (n+3)(n+2)(n+1) C_{n+3} x^{n}
At this point, you have enough information to find a simple formula for the unknown constants in terms of n. Look at the formula for the third derivative of f(x). Suppose that x =0 in that formula. You thus have:
f^\prime^\prime^\prime (0) = \sum_{n=0}^{n= \infty} (n+3)(n+2)(n+1) C_{n+3} 0^{n}
Keeping in mind that 0^0 =1, 0^1 =0, 0^2 =0, etc you should now see that you can deduce that:
f^\prime^\prime^\prime (0) = 3*2*1*C_3
And if you check the second derivative of f(x), evaluated at x=0, you will find that:
f^\prime^\prime (0) = 2*1*C_2
And if you check the first derivative of f(x), evaluated at x=0, you will find that:
f^\prime(0) = 1*C_1
And of course
f(0) = C_0
Thus, the we have the following formula for C_n
C_n = \frac{f^n(0)}{n!}
Where
n! = n(n-1)(n-2)(n-3)...*2*1
Now, we can now re-write the formula for f(x), using the formula for Cn. We have:
f(x) = \sum_{n=0}^{n= \infty} C_n x^n = \sum_{n=0}^{n= \infty} \frac{f^n(0)}{n!} x^n
We now have only to answer the question, "is there or isn't there a power series whose derivative is equal to itself." Suppose that there is. Let f(x) denote the series. Therefore we must have:
f(x) = \sum_{n=0}^{n= \infty} \frac{f^n(0)}{n!} x^n = f^\prime (x) = \sum_{n=0}^{n= \infty} \frac{f^n(0)}{n!} n x^{n-1} <br />
<br />
So, if there is a function f(x), whose derivative with respect to x is equal to f(x), then the power series expansion of f(x) must be such that:
\sum_{n=0}^{n= \infty} \frac{f^n(0)}{n!} x^n = \sum_{n=0}^{n= \infty} \frac{f^n(0)}{n!} n x^{n-1} = \sum_{n=1}^{n= \infty} \frac{f^n(0)}{n!} n x^{n-1} = \sum_{n=0}^{n= \infty} \frac{f^{n+1}(0)}{n!} x^n<br />
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Thus, we can see that the statement above is true, provided that:
f^n(0) = f^{n+1}(0)<br />
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Thus, the constraint for there to be a function f(x) that is equivalent to its derviative, is that its nth derivative evaluated at the point x=0 must equal its( n+1)th derivative evaluated at x=0. This isn't enlightening enough, so let us write things more explicitely. We have to have:
\frac{d^nf}{dx^n}|_{x=0} = \frac{d^{n+1}f}{dx^n}|_{x=0}
Now, since we are looking for a power series expression for x, we have:
f(x) = C_0 + C_1x + C_2x^2 + C_3x^3 + C_4x^4+ ...
f^\prime(x) = C_1 + 2C_2x + 3C_3x^2 + 4C_4x^3+ ...
f^{\prime\prime}(x) = 2C_2 + 3*2C_3x + 4*3C_4x^2+ ...
f^{\prime\prime\prime}(x) = 3*2C_3 + 4*3*2C_4x+ ...
f^{\prime\prime\prime\prime}(x) = 4*3*2C_4+ ...
and so on.
And when the expressions above are evaluated at x=0, only the first term in any of them remains, and that first term is a constant. And we know that the constraint dicates that the n+1th derivative evaluated at x=0 must equal the nth derivative evaluated at x=0, hence the constraint is:
C_0 = C_1 = 2C_2 = 3*2C_3 = 4*3*2*1C_4 and so on.
Suppose that c_0 =1. In that case, we must have:
1 = C_1 = 2C_2 = 3*2C_3 = 4*3*2*1C_4
So that the formula we need for c(n) in order to have a power series which is equal to its derivative is:
C_n = \frac{1}{n!}
Becase it will now follow that:
1 = C_1 = 2/2! = 3*2*1/3! = 4*3*2*1/4! =5*4*3*2*1/5!
And the above equations are all true.
Thus, a power series which is equal to its own derivative is:
\sum_{n=0}^{n= \infty} \frac{x^n}{n!} = 1+x+x^2/2!+x^3/3!+x^4/4!
Which we can check directly:
\frac{d}{dx} \sum_{n=0}^{n= \infty} \frac{x^n}{n!} = \sum_{n=0}^{n= \infty} n \frac{x^{n-1}}{n!} = \sum_{n=1}^{n= \infty} n \frac{x^{n-1}}{n!} = \sum_{n=1}^{n= \infty} \frac{x^{n-1}}{(n-1)!} <br />
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=\sum_{n=0}^{n= \infty} \frac{x^n}{n!} <br />
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QED
And this is not the only function which is equal to its own derivative since multiplication of it, by any constant, will also be equal to its own derivative.
Let us thus define e^x as follows:
e^x = \sum_{n=0}^{n= \infty} \frac{x^n}{n!}
It will follow that e^x = \frac{de^x}{dx}
It will also follow that for any constant B we have:
Be^x = \frac{dBe^x}{dx}
And hence there is a class of functions (not just one as I said in the beginning) that are equal to their own derivative. The class of functions are given by:
f(x) = B\sum_{n=0}^{n= \infty} \frac{x^n}{n!}
Where B is an arbitrary constant.
Regards,
Guru