Exponential function: Difference between revisions

Content deleted Content added
"rate" and "amount" should be equivalent to the non-mathematicians; but mathematicians prefer the former. Highlight that "proportional" is a departure from the (natural) exponential function where it is instead "equal". (Perhaps too subtle?)
m Complex exponential: use z instead of x
 
(28 intermediate revisions by 15 users not shown)
Line 66:
&=\sum_{n=0}^\infty \frac{x^n}{n!},\end{align}</math>
[[Image:Exp series.gif|right|thumb|The exponential function (in blue), and the sum of the first {{math|''n'' + 1}} terms of its power series (in red)]]
where <math>n!</math> is the [[factorial]] of {{mvar|n}} (the product of the {{mvar|n}} first positive integers). This series is [[absolutely convergent]] for every <math>x</math> per the [[ratio test]]. So, the derivative of the sum can be computed by term-by-term derivationdifferentiation, and this shows that the sum of the series satisfies the above definition. This is a second existence proof, and shows, as a byproduct, that the exponential function is defined for every {{tmath|x}}, and is everywhere the sum of its [[Maclaurin series]].
 
===Functional equation===
''The exponential satisfies the [[functional equation]]:''
<math display=block>\exp(x+y)= \exp(x)\cdot \exp(y).</math>
This results from the uniqueness and the fact that the function
Line 77:
 
===Limit of integer powers===
''The exponential function is the [[limit (mathematics)|limit]], as the integer {{mvar|n}} goes to infinity,<ref name="Maor"/><ref name=":0" />
<math display=block>\exp(x)=\lim_{n \to +\infty} \left(1+\frac xn\right)^n,.</math>
where <math>n</math> takes only integer values (otherwise, the exponentiation would require the exponential function to be defined). By continuity of the logarithm, this can be proved by taking logarithms and proving
<math display=block>x=\lim_{n\to\infty}\ln \left(1+\frac xn\right)^n= \lim_{n\to\infty}n\ln \left(1+\frac xn\right),</math>
for example with [[Taylor's theorem]].
Line 122:
 
The two first characterizations are equivalent, since, if {{tmath|1=b=e^k}} and {{tmath|1= k=\ln b}}, one has
s.<math display=block>e^{kx}= (e^k)^x= b^x.</math>
The basic properties of the exponential function (derivative and functional equation) implies immediately the third and thsthe last condititoncondition.
 
Suppose that the third condition is verified, and let {{tmath|k}} be the constant value of <math>f'(x)/f(x).</math> Since <math display = inline>\frac {\partial e^{kx}}{\partial x}=ke^{kx},</math> the [[quotient rule]] for derivation
Line 164:
==Complex exponential==
{{anchor|On the complex plane|Complex plane}}
[[File:The exponential function e^z plotted in the complex plane from -2-2i to 2+2i.svg|alt=The exponential function {{math|''e^''{{isup|''z''}}}} plotted in the complex plane from -{{math|−2 − 2-2i''i''}} to {{math|2 +2i 2''i''}}|thumb|The exponential function {{math|''e^''{{isup|''z''}}}} plotted in the complex plane from -{{math|−2 − 2-2i''i''}} to {{math|2 +2i 2''i''}}]]
[[Image:Exp-complex-cplot.svg|thumb|right|A [[Domain coloring|complex plot]] of <math>z\mapsto\exp z</math>, with the [[Argument (complex analysis)|argument]] <math>\operatorname{Arg}\exp z</math> represented by varying hue. The transition from dark to light colors shows that <math>\left|\exp z\right|</math> is increasing only to the right. The periodic horizontal bands corresponding to the same hue indicate that <math>z\mapsto\exp z</math> is [[periodic function|periodic]] in the [[imaginary part]] of <math>z</math>.]]
 
Line 183:
<math display="block">e^z = \lim_{n\to\infty}\left(1+\frac{z}{n}\right)^n</math>
 
As with the real exponential function (see {{slink||Functional equation}} above), the complex exponential satisfies the functional equation
The functional equation
<math display="block">e^{w+\exp(z}+w)=e^we^ \exp(z)\cdot \exp(w).</math>
Among complex functions, it is the unique solution which is [[holomorphic]] at the point {{tmath|1= z = 0}} and takes the derivative {{tmath|1}} there.<ref>{{cite book |last=Hille |first=Einar |year=1959 |title=Analytic Function Theory |volume=1 |place=Waltham, MA |publisher=Blaisdell |chapter=The exponential function |at=§ 6.1, {{pgs|138–143}} }}</ref>
holds for every complex numbers {{tmath|w}} and {{tmath|z}}. The complex exponential is the unique [[continuous function]] that satisfies this functional equation and has the value {{tmath|1}} for {{tmath|1=z=0}}.
 
The [[complex logarithm]] is a [[left inverse function|right-inverse function ]] of the complex exponential:
Line 204:
<math display="block">\overline{e^z}=e^{\overline z}.</math>
Its modulus is
<math display="block">|e^z|= e^{|\Re (z)|},</math>
where {{tmath|\Re(z)}} denotes the real part of {{tmath|z}}.
 
Line 211:
<math display="block">e^{it} =\cos(t)+i\sin(t). </math>
 
This formula provides the decomposition of complex exponentialexponentials into [[real and imaginary parts]]:
<math display="block">e^{x+iy} = e^{x}e^{iy} = e^x\,\cos y + i e^x\,\sin y.</math>
 
The trigonometric functions can be expressed in terms of complex exponentials:
Line 226:
 
<gallery caption="3D plots of real part, imaginary part, and modulus of the exponential function" class="center" mode="packed" style="text-align:left" heights="150px">
Image:ExponentialAbs_real_SVG.svg| {{math|1=''z'' = Re(''e''<sup>{{isup|''x'' + ''iy''</sup>}})}}
Image:ExponentialAbs_image_SVG.svg| {{math|1=''z'' = Im(''e''<sup>{{isup|''x'' + ''iy''</sup>}})}}
Image:ExponentialAbs_SVG.svg| {{math|1=''z'' = {{abs|''e''<sup>{{isup|''x'' + ''iy''</sup>}}}}}}
</gallery>
 
Line 260:
 
==Matrices and Banach algebras==
The power series definition of the exponential function makes sense for square [[matrix (mathematics)|matrices]] (for which the function is called the [[matrix exponential]]) and more generally in any unital [[Banach algebra]] {{math|''B''}}. In this setting, {{math|1=''e''<sup>{{isup|0</sup>}} = 1}}, and {{math|''e''<sup>{{isup|''x''</sup>}}}} is invertible with inverse {{math|''e''<sup>{{isup|−''x''</sup>}}}} for any {{math|''x''}} in {{math|''B''}}. If {{math|1=''xy'' = ''yx''}}, then {{math|1=''e''<sup>{{isup|''x'' + ''y''</sup>}} = ''e''<sup>{{isup|''x''</sup>}}''e''<sup>{{isup|''y''</sup>}}}}, but this identity can fail for noncommuting {{math|''x''}} and {{math|''y''}}.
 
Some alternative definitions lead to the same function. For instance, {{math|''e''<sup>{{isup|''x''</sup>}}}} can be defined as
<math display="block">\lim_{n \to \infty} \left(1 + \frac{x}{n} \right)^n .</math>
 
Or {{math|''e''<sup>{{isup|''x''</sup>}}}} can be defined as {{math|''f''<sub>''x''</sub>(1)}}, where {{math|''f''<sub>''x''</sub> : '''R''' → ''B''}} is the solution to the differential equation {{math|1={{sfrac|''df''<sub>''x''</sub>''|''dt''}}(''t'') = ''x{{space|hair}}f''<sub>''x''</sub>(''t'')}}, with initial condition {{math|1=''f''<sub>''x''</sub>(0) = 1}}; it follows that {{math|1=''f''<sub>''x''</sub>(''t'') = ''e''<sup>{{isup|''tx''</sup>}}}} for every {{mvar|t}} in {{math|'''R'''}}.
 
==Lie algebras==
Line 273:
 
==Transcendency==
The function {{math|''e''<sup>{{isup|''z''</sup>}}}} is a [[transcendental function]], which means that it is not a [[polynomial root|root]] of a polynomial over the [[ring (mathematics)|ring]] of the [[rational fraction]]s <math>\C(z).</math>
 
If {{math|''a''<sub>1</sub>, ..., ''a''<sub>''n''</sub><nowiki/>}} are distinct complex numbers, then {{math|''e''<sup>''a''<sub>1</sub>''z''</sup>, ..., ''e''<sup>''a''<sub>''n''</sub>''z''</sup><nowiki/>}} are linearly independent over <math>\C(z)</math>, and hence {{math|''e''<sup>{{isup|''z''</sup>}}}} is [[transcendental function|transcendental]] over <math>\C(z)</math>.
 
=={{anchor|exp|expm1}}Computation==
The Taylor series definition above is generally efficient for computing (an approximation of) <math>e^x</math>. However, when computing near the argument <math>x=0</math>, the result will be close to 1, and computing the value of the difference <math>e^x-1</math> with [[floating-point arithmetic]] may lead to the loss of (possibly all) [[significant figures]], producing a large relative error, possibly even a meaningless result.
 
Following a proposal by [[William Kahan]], it may thus be useful to have a dedicated routine, often called <code>expm1</code>, which computes {{math|''e<sup>x</sup>'' − 1}} directly, bypassing computation of {{math|''e''<sup>{{isup|''x''</sup>}}}}. For example,
one may use the Taylor series:
<math display="block">e^x-1=x+\frac {x^2}2 + \frac{x^3}6+\cdots +\frac{x^n}{n!}+\cdots.</math>
Line 297:
The exponential function can also be computed with [[continued fraction]]s.
 
A continued fraction for {{math|''e''<sup>{{isup|''x''</sup>}}}} can be obtained via [[Euler's continued fraction formula|an identity of Euler]]:
<math display="block"> e^x = 1 + \cfrac{x}{1 - \cfrac{x}{x + 2 - \cfrac{2x}{x + 3 - \cfrac{3x}{x + 4 - \ddots}}}}</math>
 
The following [[generalized continued fraction]] for {{math|''e''<sup>{{isup|''z''</sup>}}}} converges more quickly:<ref name="Lorentzen_2008"/>
<math display="block"> e^z = 1 + \cfrac{2z}{2 - z + \cfrac{z^2}{6 + \cfrac{z^2}{10 + \cfrac{z^2}{14 + \ddots}}}}</math>