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Monday, June 11, 2018

Exponential function

From Wikipedia, the free encyclopedia

The natural exponential function y = ex

In mathematics, an exponential function is a function of the form
{\displaystyle f(x)=b^{x}\,}
in which the input variable x occurs as an exponent. A function of the form {\displaystyle f(x)=b^{x+c}}, where c is a constant, is also considered an exponential function and can be rewritten as {\displaystyle f(x)=ab^{x}}, with a=b^{c}.
As functions of a real variable, exponential functions are uniquely characterized by the fact that the growth rate of such a function (i.e., its derivative) is directly proportional to the value of the function. The constant of proportionality of this relationship is the natural logarithm of the base b:

{\displaystyle {\frac {d}{dx}}{\left(b^{x}\right)}=b^{x}{\log _{e}}{(b)}}.

The constant e ≈ 2.71828... is the unique base for which the constant of proportionality is 1, so that the function's derivative is itself:

{\displaystyle {\frac {d}{dx}}{\left(e^{x}\right)}=e^{x}{\log _{e}}{(e)}=e^{x}}.

Since changing the base of the exponential function merely results in the appearance of an additional constant factor, it is computationally convenient to reduce the study of exponential functions in mathematical analysis to the study of this particular function, conventionally called the "natural exponential function",[1][2] or simply, "the exponential function" and denoted by

{\displaystyle x\mapsto e^{x}} or {\displaystyle x\mapsto \exp(x)}.

While both notations are common, the former notation is generally used for simpler exponents, while the latter tends to be used when the exponent is a complicated expression.

The exponential function satisfies the fundamental multiplicative identity

{\displaystyle e^{x+y}=e^{x}e^{y}}, for all {\displaystyle x,y\in \mathbb {R} }.

(In fact, this identity extends to complex-valued exponents.) It can be shown that every continuous, nonzero solution of the functional equation f(x+y)=f(x)f(y) is an exponential function, {\displaystyle f:\mathbb {R} \to \mathbb {R} ,\ x\mapsto b^{x}}, with b>0. The fundamental multiplicative identity, along with the definition of the number e as e1, shows that {\displaystyle e^{n}=\underbrace {e\times \cdots \times e} _{n\ \mathrm {terms} }} for positive integers n and relates the exponential function to the elementary notion of exponentiation.

The argument of the exponential function can be any real or complex number or even an entirely different kind of mathematical object (e.g., a matrix).

Its ubiquitous occurrence in pure and applied mathematics has led mathematician W. Rudin to opine that the exponential function is "the most important function in mathematics".[3] In applied settings, exponential functions model a relationship in which a constant change in the independent variable gives the same proportional change (i.e. percentage increase or decrease) in the dependent variable. This occurs widely in the natural and social sciences; thus, the exponential function also appears in a variety of contexts within physics, chemistry, engineering, mathematical biology, and economics.

Exponential function
Representation ex
Inverse ln x
Derivative ex
Indefinite integral ex + C

The graph of y=e^{x} is upward-sloping, and increases faster as x increases. The graph always lies above the x-axis but can get arbitrarily close to it for negative x; thus, the x-axis is a horizontal asymptote. The slope of the tangent to the graph at each point is equal to its y-coordinate at that point, as implied by its derivative function (see above). Its inverse function is the natural logarithm, denoted \log ,[4] \ln ,[5] or \log _{e}; because of this, some old texts[6] refer to the exponential function as the antilogarithm.

Formal definition

The exponential function (in blue), and the sum of the first n + 1 terms of its power series (in red).

The real exponential function {\displaystyle \exp :\mathbb {R} \to \mathbb {R} } can be characterized in a variety of equivalent ways. Most commonly, it is defined by the following power series:[3]
{\displaystyle \exp(x)=\sum _{k=0}^{\infty }{x^{k} \over k!}=1+x+{x^{2} \over 2}+{x^{3} \over 6}+{x^{4} \over 24}+\cdots }
Since the radius of convergence of this power series is infinite, this definition is, in fact, applicable to all complex numbers z\in\mathbb{C} (see below for the extension of exp x the complex plane). The constant e can then be defined as {\textstyle e=\exp(1)=\sum _{k=0}^{\infty }(1/k!)}.

The term-by-term differentiation of this power series reveals that {\displaystyle (\exp x)'=\exp x} for all real x, leading to another common characterization of exp x as the unique solution of the differential equation
{\displaystyle y'(x)=y(x),}
satisfying the initial condition {\displaystyle y(0)=1}.

Based on this characterization, the chain rule shows that its inverse function, the natural logarithm, satisfies {\displaystyle (\log _{e}y)'=1/y} for y>0, or {\displaystyle \log _{e}y=\int _{1}^{y}{\frac {1}{t}}\,dt}. This relationship leads to a less common definition of the real exponential function exp x as the solution y to the equation
{\displaystyle x=\int _{1}^{y}{1 \over t}\,dt}.
By way of the binomial theorem and the power series definition, the exponential function can also be defined as the following limit:[7]
e^{x}=\lim _{n\rightarrow \infty }\left(1+{\frac {x}{n}}\right)^{n}.

Overview

The red curve is the exponential function. The black horizontal lines show where it crosses the green vertical lines.

The exponential function arises whenever a quantity grows or decays at a rate proportional to its current value. One such situation is continuously compounded interest, and in fact it was this observation that led Jacob Bernoulli in 1683[8] to the number
\lim _{n\to \infty }\left(1+{\frac {1}{n}}\right)^{n}
now known as e. Later, in 1697, Johann Bernoulli studied the calculus of the exponential function.[8]

If a principal amount of 1 earns interest at an annual rate of x compounded monthly, then the interest earned each month is x/12 times the current value, so each month the total value is multiplied by (1 + x/12), and the value at the end of the year is (1 + x/12)12. If instead interest is compounded daily, this becomes (1 + x/365)365. Letting the number of time intervals per year grow without bound leads to the limit definition of the exponential function,
\exp(x)=\lim _{n\to \infty }\left(1+{\frac {x}{n}}\right)^{n}
first given by Leonhard Euler.[7] This is one of a number of characterizations of the exponential function; others involve series or differential equations.

From any of these definitions it can be shown that the exponential function obeys the basic exponentiation identity,
\exp(x+y)=\exp(x)\cdot \exp(y)
which justifies the notation ex.

The derivative (rate of change) of the exponential function is the exponential function itself. More generally, a function with a rate of change proportional to the function itself (rather than equal to it) is expressible in terms of the exponential function. This function property leads to exponential growth or exponential decay.

The exponential function extends to an entire function on the complex plane. Euler's formula relates its values at purely imaginary arguments to trigonometric functions. The exponential function also has analogues for which the argument is a matrix, or even an element of a Banach algebra or a Lie algebra.

Derivatives and differential equations

The derivative of the exponential function is equal to the value of the function. From any point P on the curve (blue), let a tangent line (red), and a vertical line (green) with height h be drawn, forming a right triangle with a base b on the x-axis. Since the slope of the red tangent line (the derivative) at P is equal to the ratio of the triangle's height to the triangle's base (rise over run), and the derivative is equal to the value of the function, h must be equal to the ratio of h to b. Therefore, the base b must always be 1.

The importance of the exponential function in mathematics and the sciences stems mainly from its definition as the unique function which is equal to its derivative and is equal to 1 when x = 0. That is,
{\displaystyle {\frac {d}{dx}}e^{x}=e^{x}\quad {\text{and}}\quad e^{0}=1.}
Functions of the form cex for constant c are the only functions that are equal to their derivative (by the Picard–Lindelöf theorem). Other ways of saying the same thing include:
  • The slope of the graph at any point is the height of the function at that point.
  • The rate of increase of the function at x is equal to the value of the function at x.
  • The function solves the differential equation y′ = y.
  • exp is a fixed point of derivative as a functional.
If a variable's growth or decay rate is proportional to its size—as is the case in unlimited population growth (see Malthusian catastrophe), continuously compounded interest, or radioactive decay—then the variable can be written as a constant times an exponential function of time. Explicitly for any real constant k, a function f: RR satisfies f′ = kf if and only if f(x) = cekx for some constant c.

Furthermore, for any differentiable function f(x), we find, by the chain rule:
{\displaystyle {\frac {d}{dx}}e^{f(x)}=f'(x)e^{f(x)}.}

Continued fractions for ex

A continued fraction for ex can be obtained via an identity of Euler:
{\displaystyle e^{x}=1+{\cfrac {x}{1-{\cfrac {x}{x+2-{\cfrac {2x}{x+3-{\cfrac {3x}{x+4-\ddots }}}}}}}}}
The following generalized continued fraction for ez converges more quickly:[9]
{\displaystyle e^{z}=1+{\cfrac {2z}{2-z+{\cfrac {z^{2}}{6+{\cfrac {z^{2}}{10+{\cfrac {z^{2}}{14+\ddots }}}}}}}}}
or, by applying the substitution z = x/y:
{\displaystyle e^{\frac {x}{y}}=1+{\cfrac {2x}{2y-x+{\cfrac {x^{2}}{6y+{\cfrac {x^{2}}{10y+{\cfrac {x^{2}}{14y+\ddots }}}}}}}}}
with a special case for z = 2:
{\displaystyle e^{2}=1+{\cfrac {4}{0+{\cfrac {2^{2}}{6+{\cfrac {2^{2}}{10+{\cfrac {2^{2}}{14+\ddots \,}}}}}}}}=7+{\cfrac {2}{5+{\cfrac {1}{7+{\cfrac {1}{9+{\cfrac {1}{11+\ddots \,}}}}}}}}}
This formula also converges, though more slowly, for z > 2. For example:
{\displaystyle e^{3}=1+{\cfrac {6}{-1+{\cfrac {3^{2}}{6+{\cfrac {3^{2}}{10+{\cfrac {3^{2}}{14+\ddots \,}}}}}}}}=13+{\cfrac {54}{7+{\cfrac {9}{14+{\cfrac {9}{18+{\cfrac {9}{22+\ddots \,}}}}}}}}}

Complex plane

Exponential function on the complex plane. The transition from dark to light colors shows that the magnitude of the exponential function is increasing to the right. The periodic horizontal bands indicate that the exponential function is periodic in the imaginary part of its argument.

As in the real case, the exponential function can be defined on the complex plane in several equivalent forms. The most common definition of the complex exponential function parallels the power series definition for real arguments, where the real variable is replaced by a complex one:


{\displaystyle \exp z:=\sum _{k=0}^{\infty }{\frac {z^{k}}{k!}}}

Termwise multiplication of two copies of these power series in the Cauchy sense, permitted by Mertens' theorem, shows that the defining multiplicative property of exponential functions continues to hold for all complex arguments:


{\displaystyle \exp(w+z)=\exp(w)\exp(z)} for all {\displaystyle w,z\in \mathbb {C} }

The definition of the complex exponential function in turn leads to the appropriate definitions extending the trigonometric functions to complex arguments.

In particular, when {\displaystyle z=it} (t real), the series definition yields the expansion

{\displaystyle \exp(it)={\Big (}1-{\frac {t^{2}}{2!}}+{\frac {t^{4}}{4!}}-{\frac {t^{6}}{6!}}+\cdots {\Big )}+i{\Big (}t-{\frac {t^{3}}{3!}}+{\frac {t^{5}}{5!}}-{\frac {t^{7}}{7!}}+\cdots {\Big )}}

In this expansion, the rearrangement of the terms into real and imaginary parts is justified by the absolute convergence of the series. The real and imaginary parts of the above expression in fact correspond to the series expansions of {\displaystyle \cos t} and \sin t, respectively.

This correspondence provides motivation for defining cosine and sine for all complex arguments in terms of {\displaystyle \exp(\pm iz)} and the equivalent power series:[10]

{\displaystyle \cos z:={\frac {1}{2}}{\Big [}\exp(iz)+\exp(-iz){\Big ]}=\sum _{k=0}^{\infty }(-1)^{k}{\frac {z^{2k}}{(2k)!}}} and
 

{\displaystyle \sin z:={\frac {1}{2i}}{\Big [}\exp(iz)-\exp(-iz){\Big ]}=\sum _{k=0}^{\infty }(-1)^{k}{\frac {z^{2k+1}}{(2k+1)!}}} for all z\in\mathbb{C}

The functions exp, cos, and sin so defined have infinite radii of convergence by the ratio test and are therefore entire functions (i.e., holomorphic on \mathbb {C} ). The range of the exponential function is {\displaystyle \mathbb {C} \setminus \{0\}}, while the ranges of the complex sine and cosine functions are both \mathbb {C} in its entirety, in accord with Picard's theorem, which asserts that the range of a nonconstant entire function is either all of \mathbb {C} , or \mathbb {C} excluding one lacunary value.

These definitions for the exponential and trigonometric functions lead trivially to Euler's formula:

{\displaystyle \exp(iz)=\cos z+i\sin z} for all z\in\mathbb{C}

We could alternatively define the complex exponential function based on this relationship. If z=x+iy, where x and y are both real, then we could define its exponential as

{\displaystyle \exp z=\exp(x+iy):=(\exp x)(\cos y+i\sin y)}

where exp, cos, and sin on the right-hand side of the definition sign are to be interpreted as functions of a real variable, previously defined by other means.[11]

For {\displaystyle t\in \mathbb {R} }, the relationship {\displaystyle {\overline {\exp(it)}}=\exp(-it)} holds, so that {\displaystyle |\exp(it)|=1} for real t and {\displaystyle t\mapsto \exp(it)} maps the real line (mod 2\pi ) to the unit circle. Based on the relationship between {\displaystyle \exp(it)} and the unit circle, it is easy to see that, restricted to real arguments, the definitions of sine and cosine given above coincide with their more elementary definitions based on geometric notions.

The complex exponential function is periodic with period 2\pi i and {\displaystyle \exp(z+2\pi ik)=\exp z} holds for all {\displaystyle z\in \mathbb {C} ,k\in \mathbb {Z} }.

When its domain is extended from the real line to the complex plane, the exponential function retains the following properties:
  • e^{z+w}=e^{z}e^{w}\,
  • e^{0}=1\,
  • e^{z}\neq 0
  • {\displaystyle {\frac {\mathrm {d} }{\mathrm {d} z}}e^{z}=e^{z}}
  • {\displaystyle \left(e^{z}\right)^{n}=e^{nz},n\in \mathbb {Z} }
for all {\displaystyle w,z\in \mathbb {C} }.

Extending the natural logarithm to complex arguments yields the complex logarithm log z, which is a multivalued function.

We can then define a more general exponentiation:
z^{w}=e^{w\log z}
for all complex numbers z and w. This is also a multivalued function, even when z is real. This distinction is problematic, as the multivalued functions log z and zw are easily confused with their single-valued equivalents when substituting a real number for z. The rule about multiplying exponents for the case of positive real numbers must be modified in a multivalued context:
(ez)wezw, but rather (ez)w = e(z + 2πin)w multivalued over integers n
The exponential function maps any line in the complex plane to a logarithmic spiral in the complex plane with the center at the origin. Two special cases might be noted: when the original line is parallel to the real axis, the resulting spiral never closes in on itself; when the original line is parallel to the imaginary axis, the resulting spiral is a circle of some radius.

Computation of ab where both a and b are complex

Complex exponentiation ab can be defined by converting a to polar coordinates and using the identity (eln(a))b= ab:
{\displaystyle a^{b}=\left(re^{\theta i}\right)^{b}=\left(e^{\ln(r)+\theta i}\right)^{b}=e^{\left(\ln(r)+\theta i\right)b}}
However, when b is not an integer, this function is multivalued, because θ is not unique (see failure of power and logarithm identities).

Matrices and Banach algebras

The power series definition of the exponential function makes sense for square matrices (for which the function is called the matrix exponential) and more generally in any Banach algebra B. In this setting, e0 = 1, and ex is invertible with inverse ex for any x in B. If xy = yx, then ex + y = exey, but this identity can fail for noncommuting x and y.

Some alternative definitions lead to the same function. For instance, ex can be defined as
{\displaystyle \lim _{n\to \infty }\left(1+{\frac {x}{n}}\right)^{n}.}
Or ex can be defined as f(1), where f: RB is the solution to the differential equation f ′(t) = xf(t) with initial condition f(0) = 1.

Lie algebras

Given a Lie group G and its associated Lie algebra {\mathfrak {g}}, the exponential map is a map {\mathfrak {g}} G satisfying similar properties. In fact, since R is the Lie algebra of the Lie group of all positive real numbers under multiplication, the ordinary exponential function for real arguments is a special case of the Lie algebra situation. Similarly, since the Lie group GL(n,R) of invertible n × n matrices has as Lie algebra M(n,R), the space of all n × n matrices, the exponential function for square matrices is a special case of the Lie algebra exponential map.

The identity exp(x + y) = exp(x)exp(y) can fail for Lie algebra elements x and y that do not commute; the Baker–Campbell–Hausdorff formula supplies the necessary correction terms.

Transcendency

The function ez is not in C(z) (i.e., is not the quotient of two polynomials with complex coefficients).

For n distinct complex numbers {a1, …, an}, the set {ea1z, …, eanz} is linearly independent over C(z).

The function ez is transcendental over C(z).

Computation

There are several algorithms for computing the exponential function.[which?] When the argument has a small absolute value, the result is near from one, and computing the difference {\displaystyle \exp(x)-1} may produce a loss of accuracy.

Following a proposal by William Kahan, it may thus be useful to have a dedicated program, often called expm1, for computing ex−1 directly, without passing by the computation of the exponential. For example, if the exponential is computed by using its Taylor series
{\displaystyle e^{x}=1+x+{\frac {x^{2}}{2}}+{\frac {x^{3}}{6}}+\cdots +{\frac {x^{n}}{n!}}+\cdots ,}
one may use the Taylor series of {\displaystyle e^{x}-1:}
{\displaystyle e^{x}-1=x+{\frac {x^{2}}{2}}+{\frac {x^{3}}{6}}+\cdots +{\frac {x^{n}}{n!}}+\cdots .}
This were first implemented in 1979 in the Hewlett-Packard HP-41C calculator, and provided by several calculators,[12][13] computer algebra systems and programming languages.

A similar approach has been used for the logarithm (see lnp1).[nb 1]

An identity in terms of the hyperbolic tangent,
{\displaystyle \mathrm {expm1} (x)=\exp(x)-1={\frac {2\tanh(x/2)}{1-\tanh(x/2)}}\,,}
gives a high precision value for small values of x on systems that do not implement expm1(x).

Euler's identity

From Wikipedia, the free encyclopedia

The exponential function ez can be defined as the limit of (1 + z/N)N, as N approaches infinity, and thus eiπ is the limit of (1 + iπ/N)N. In this animation N takes various increasing values from 1 to 100. The computation of (1 + iπ/N)N is displayed as the combined effect of N repeated multiplications in the complex plane, with the final point being the actual value of (1 + iπ/N)N. It can be seen that as N gets larger (1 + iπ/N)N approaches a limit of −1.

In mathematics, Euler's identity[n 1] (also known as Euler's equation) is the equality
e^{i\pi }+1=0
where
e is Euler's number, the base of natural logarithms,
i is the imaginary unit, which satisfies i2 = −1, and
π is pi, the ratio of the circumference of a circle to its diameter.
Euler's identity is named after the Swiss mathematician Leonhard Euler. It is considered to be an example of mathematical beauty, perhaps a supreme example as it shows a profound connection between the most fundamental numbers in mathematics.

Explanations

Analytic explanation

Euler's formula for a general angle

Euler's identity is a special case of Euler's formula from complex analysis, which states that for any real number x,
e^{ix}=\cos x+i\sin x
where the inputs of the trigonometric functions sine and cosine are given in radians.
In particular, when x = π,
e^{i\pi }=\cos \pi +i\sin \pi .
Since
{\displaystyle \cos \pi =-1}
and
\sin \pi =0,
it follows that
e^{i\pi }=-1+0i,
which yields Euler's identity:
e^{i\pi }+1=0.

Geometric explanation

Consider any complex number z represented in polar coordinates:
{\displaystyle z=re^{i\varphi }.}
Multiplying z by e gives another complex number which has the same magnitude as z, rotated around the origin by the angle θ:
{\displaystyle e^{i\theta }\cdot z=re^{i(\varphi +\theta )}.}
In this expression, set z = 1 (that is, r = 1 and φ = 0); also set θ = π. This corresponds to the rotation of the number 1 around the origin by π radians (180°), which gives −1. In symbols, this is:
{\displaystyle e^{i\pi }\cdot 1=-1.}
Euler's identity immediately follows.

Mathematical beauty

Euler's identity is often cited as an example of deep mathematical beauty.[3] Three of the basic arithmetic operations occur exactly once each: addition, multiplication, and exponentiation. The identity also links five fundamental mathematical constants:[4]
Furthermore, the equation is given in the form of an expression set equal to zero, which is common practice in several areas of mathematics.

Stanford University mathematics professor Keith Devlin has said, "like a Shakespearean sonnet that captures the very essence of love, or a painting that brings out the beauty of the human form that is far more than just skin deep, Euler's equation reaches down into the very depths of existence".[5] And Paul Nahin, a professor emeritus at the University of New Hampshire, who has written a book dedicated to Euler's formula and its applications in Fourier analysis, describes Euler's identity as being "of exquisite beauty".[6]

The mathematics writer Constance Reid has opined that Euler's identity is "the most famous formula in all mathematics".[7] And Benjamin Peirce, a noted American 19th-century philosopher, mathematician, and professor at Harvard University, after proving Euler's identity during a lecture, stated that the identity "is absolutely paradoxical; we cannot understand it, and we don't know what it means, but we have proved it, and therefore we know it must be the truth".[8]

A poll of readers conducted by The Mathematical Intelligencer in 1990 named Euler's identity as the "most beautiful theorem in mathematics".[9] In another poll of readers that was conducted by Physics World in 2004, Euler's identity tied with Maxwell's equations (of electromagnetism) as the "greatest equation ever".[10]

A study of the brains of sixteen mathematicians found that the "emotional brain" (specifically, the medial orbitofrontal cortex, which lights up for beautiful music, poetry, pictures, etc.) lit up more consistently for Euler's identity than for any other formula.[11]
At least two books in popular mathematics have been published about Euler's identity. One is A Most Elegant Equation: Euler's formula and the beauty of mathematics, by David Stipp (2017). Another is Euler's Pioneering Equation: The most beautiful theorem in mathematics, by Robin Wilson (2018).

Generalizations

Euler's identity is also a special case of the more general identity that the nth roots of unity, for n > 1, add up to 0:
{\displaystyle \sum _{k=0}^{n-1}e^{2\pi i{\frac {k}{n}}}=0.}
Euler's identity is the case where n = 2.

In another field of mathematics, by using quaternion exponentiation, one can show that a similar identity also applies to quaternions. Let {i, j, k} be the basis elements, then,
{\displaystyle e^{{\frac {1}{\sqrt {3}}}(i\pm j\pm k)\pi }+1=0.}
In general, given real a1, a2, and a3 such that a12 + a22 + a32 = 1, then,
{\displaystyle e^{\left(a_{1}i+a_{2}j+a_{3}k\right)\pi }+1=0.}
For octonions, with real an such that a12 + a22 + ... + a72 = 1 and the octonion basis elements {i1, i2,... i7}, then,
{\displaystyle e^{\left(a_{1}i_{1}+a_{2}i_{2}+\dots +a_{7}i_{7}\right)\pi }+1=0.}

History

It has been claimed that Euler's identity appears in his monumental work of mathematical analysis published in 1748, Introductio in analysin infinitorum.[12] However, it is questionable whether this particular concept can be attributed to Euler himself, as he may never have expressed it.[13] Moreover, while Euler did write in the Introductio about what we today call Euler's formula,[14] which relates e with cosine and sine terms in the field of complex numbers, the English mathematician Roger Cotes (who died in 1716, when Euler was only 9 years old) also knew of this formula and Euler may have acquired the knowledge through his Swiss compatriot Johann Bernoulli.[13]

Robin Wilson states the following.[15]
We've seen how it [Euler's identity] can easily be deduced from results of Johann Bernoulli and Roger Cotes, but that neither of them seems to have done so. Even Euler does not seem to have written it down explicitly – and certainly it doesn't appear in any of his publications – though he must surely have realized that it follows immediately from his identity [i.e. Euler's formula], eix = cos x + i sin x. Moreover, it seems to be unknown who first stated the result explicitly….

Introduction to entropy

From Wikipedia, the free encyclopedia https://en.wikipedia.org/wiki/Introduct...