The most astonishing formula of mathematics

What you see below is one of the most beautiful formulas in mathematics.

A single equation, establishing a relation between $e$ , $\pi$ , the imaginary number $i$ , and $1$ . It is mind-blowing.

This is what's behind the sorcery.

First, let's go back to square one: differentiation.

The derivative of a function at a given point describes the slope of its tangent plane.

By definition, the derivative is the limit of difference quotients: slopes of line segments that get closer and closer to the tangent.

These slopes are called "difference quotients".

Here is the precise definition of the derivative in its entirety.

Take a mental note, as this is going to be essential. Due to what limits are, we can write the derivative as the difference quotient plus a small error term.

This is a minor but essential change in our viewpoint. By rearranging the terms, we see that a differentiable function equals a linear part + error.

In essence, differentiation is the same as a linear approximation. I am not going to lie: this is mindblowing.

If you don't believe me, check out this plot.

Around $x_0$ , the linear function given by the derivative is pretty close to our function. In fact, this is the best possible local linear approximation.

If the linear approximation is not good enough, can we do better?

Sure. For instance, the first and second derivatives give the best local quadratic approximation.

You guessed right. The first $n$ derivatives determine the best local approximation by an $n$ -th degree polynomial.

This is the $n$ -th Taylor polynomial around $x_0$ .

For instance, this is what the Taylor polynomials around zero look like for $\sin(x)$ .

As you can see, higher-order Taylor polynomials are almost indistinguishable from $\sin(x)$ .

This is not an accident.

Hold on to your seats: if you think big and let n to infinity, the resulting Taylor expansion can often yield the original function!

(These are called analytic functions, but the terminology is not important for us.)

For example, this holds for our favorite trigonometric functions, sine and cosine.

(You can verify this by hand using the derivatives of sine and cosine.)

The Taylor expansion of the amazing exponential function also yields itself.

This is one of the most important formulas in mathematics. Why?

Because we can use this to extend the exponential function onto the complex plane! (I don't want to scare you, but you can even plug in matrices. We'll stick to complex numbers, though.)

Now, by letting $z = i x$ , we stumble upon something staggering. The complex exponential function is a linear combination of trigonometric functions!

The first time I learned about this, my head exploded.