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The Number e as a Limit

Reference: Stewart 6.4  •  Chapter: 6  •  Section: 4

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Where Does $e \approx 2.71828...$ Come From?

You've seen $e$ used in exponential functions and natural logarithms, but where does this specific number come from? Why isn't it a nice round number like 2 or 3?

The number $e$ emerges naturally from calculus. It is defined as a limit, and that limit has a beautiful connection to compound interest and rates of change.

The key formulas:

$$\boxed{e = \lim_{n \to \infty}\left(1 + \frac{1}{n}\right)^n \approx 2.71828...}$$

$$\boxed{e = \lim_{x \to 0}(1 + x)^{1/x}}$$

These two formulas say the same thing in different notation. The first uses discrete steps ($n$ increasing through integers), while the second uses a continuous variable ($x$ approaching 0).


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Quick Reference

Formula Description
$e = \lim_{n \to \infty}\left(1 + \frac{1}{n}\right)^n$ Discrete form (for positive integers $n$)
$e = \lim_{x \to 0}(1 + x)^{1/x}$ Continuous form
$e \approx 2.71828182845...$ Numerical value (irrational)

Numerical evidence:

$n$ $\left(1 + \frac{1}{n}\right)^n$
1 2.000
10 2.594
100 2.705
1,000 2.717
10,000 2.7181
100,000 2.71827
$\to \infty$ $\to e \approx 2.71828...$

Key Concepts

Why This Limit Equals $e$

We can derive this from what we know about $\ln x$.

Starting point: We know $\frac{d}{dx}(\ln x) = \frac{1}{x}$, so $f'(1) = 1$ when $f(x) = \ln x$.

Step 1. Use the definition of derivative at $x = 1$: $$f'(1) = \lim_{h \to 0}\frac{f(1 + h) - f(1)}{h} = \lim_{h \to 0}\frac{\ln(1 + h) - \ln 1}{h}$$

Step 2. Since $\ln 1 = 0$: $$f'(1) = \lim_{h \to 0}\frac{\ln(1 + h)}{h} = \lim_{h \to 0}\frac{1}{h}\ln(1 + h) = \lim_{h \to 0}\ln(1 + h)^{1/h}$$

Step 3. Since $f'(1) = 1$: $$\lim_{h \to 0}\ln(1 + h)^{1/h} = 1$$

Step 4. Apply the exponential function to both sides (using continuity): $$\lim_{h \to 0}(1 + h)^{1/h} = e^1 = e$$

This gives us the continuous form. Substituting $h = \frac{1}{n}$ (so $h \to 0$ as $n \to \infty$) gives the discrete form.

Connection to Compound Interest

Imagine you invest \$1 at 100% annual interest. How much do you have after one year?

Annual compounding (once per year): $$A = 1 \cdot (1 + 1)^1 = \$2$$

Semi-annual compounding (twice per year, 50% each time): $$A = 1 \cdot \left(1 + \frac{1}{2}\right)^2 = (1.5)^2 = \$2.25$$

Quarterly compounding (4 times per year, 25% each time): $$A = 1 \cdot \left(1 + \frac{1}{4}\right)^4 = (1.25)^4 \approx \$2.44$$

Monthly compounding: $$A = 1 \cdot \left(1 + \frac{1}{12}\right)^{12} \approx \$2.61$$

Daily compounding: $$A = 1 \cdot \left(1 + \frac{1}{365}\right)^{365} \approx \$2.714$$

Continuous compounding (infinitely many times): $$A = \lim_{n \to \infty}\left(1 + \frac{1}{n}\right)^n = e \approx \$2.718$$

No matter how frequently you compound, you can never exceed $e$ dollars. This is why $e$ is called the "natural" base for exponential growth.

The General Continuous Compounding Formula

For principal $P$, annual rate $r$, over time $t$:

$$A = Pe^{rt}$$

This formula appears throughout science and engineering whenever something grows (or decays) continuously at a rate proportional to its current value.


Practice Problems

Level 1 Numerical Exploration

Calculate $\left(1 + \frac{1}{n}\right)^n$ for $n = 2$, $n = 5$, and $n = 10$. Verify that the values approach $e$.

Thought Process

Substitute each value of $n$ and compute.

For $n = 2$: $(1 + 0.5)^2 = 1.5^2$ For $n = 5$: $(1 + 0.2)^5 = 1.2^5$ For $n = 10$: $(1 + 0.1)^{10} = 1.1^{10}$

Show Answer
  • $n = 2$: $\left(1 + \frac{1}{2}\right)^2 = 1.5^2 = 2.25$
  • $n = 5$: $\left(1 + \frac{1}{5}\right)^5 = 1.2^5 = 2.48832$
  • $n = 10$: $\left(1 + \frac{1}{10}\right)^{10} = 1.1^{10} \approx 2.5937$

As $n$ increases, the values approach $e \approx 2.71828$.

Level 2 Continuous Compounding

You invest \$1000 at 5% annual interest, compounded continuously. How much do you have after 10 years?

Thought Process

Use the continuous compounding formula: $A = Pe^{rt}$

Here:

  • $P = 1000$ (principal)
  • $r = 0.05$ (rate as decimal)
  • $t = 10$ (years)
Show Answer

$$A = Pe^{rt} = 1000 \cdot e^{0.05 \cdot 10} = 1000 \cdot e^{0.5}$$

Since $e^{0.5} \approx 1.6487$:

$$A \approx 1000 \cdot 1.6487 = \$1648.72$$

Level 3 Limit Evaluation

Evaluate $\lim_{n \to \infty}\left(1 + \frac{2}{n}\right)^n$.

Thought Process

This looks like the $e$ limit but with 2 instead of 1.

Rewrite: $\left(1 + \frac{2}{n}\right)^n = \left[\left(1 + \frac{2}{n}\right)^{n/2}\right]^2$

Let $m = n/2$, so as $n \to \infty$, $m \to \infty$.

Then $\left(1 + \frac{2}{n}\right)^{n/2} = \left(1 + \frac{1}{m}\right)^m \to e$.

Show Answer

Method 1: Substitution

Let $m = \frac{n}{2}$, so $n = 2m$ and $\frac{2}{n} = \frac{1}{m}$.

$$\lim_{n \to \infty}\left(1 + \frac{2}{n}\right)^n = \lim_{m \to \infty}\left(1 + \frac{1}{m}\right)^{2m} = \lim_{m \to \infty}\left[\left(1 + \frac{1}{m}\right)^m\right]^2 = e^2$$

Method 2: General formula

The general result is: $\lim_{n \to \infty}\left(1 + \frac{a}{n}\right)^n = e^a$

With $a = 2$: $\lim_{n \to \infty}\left(1 + \frac{2}{n}\right)^n = e^2 \approx 7.389$

Level 3 Different Form

Show that $\lim_{x \to 0}\frac{\ln(1 + x)}{x} = 1$.

Thought Process

This is the derivative of $\ln x$ at $x = 1$, written using the limit definition.

Alternatively, use the $e$ limit and take logarithms.

Show Answer

Method 1: Derivative definition

Let $f(x) = \ln x$. Then: $$f'(1) = \lim_{h \to 0}\frac{\ln(1 + h) - \ln 1}{h} = \lim_{h \to 0}\frac{\ln(1 + h)}{h}$$

Since $f'(x) = \frac{1}{x}$, we have $f'(1) = 1$.

Therefore $\lim_{x \to 0}\frac{\ln(1 + x)}{x} = 1$.

Method 2: From the $e$ limit

We know $(1 + x)^{1/x} \to e$ as $x \to 0$.

Taking $\ln$ of both sides: $$\frac{1}{x}\ln(1 + x) \to \ln e = 1$$

So $\frac{\ln(1+x)}{x} \to 1$.

Level 4 General Form

Prove that $\lim_{n \to \infty}\left(1 + \frac{x}{n}\right)^n = e^x$ for any real number $x$.

Thought Process

Let $m = \frac{n}{x}$ (assuming $x \neq 0$).

Then $\frac{x}{n} = \frac{1}{m}$ and $n = mx$.

As $n \to \infty$, we have $m \to \infty$ (assuming $x > 0$; handle $x < 0$ similarly).

Show Answer

For $x > 0$: Let $m = \frac{n}{x}$, so $\frac{x}{n} = \frac{1}{m}$ and $n = mx$.

$$\lim_{n \to \infty}\left(1 + \frac{x}{n}\right)^n = \lim_{m \to \infty}\left(1 + \frac{1}{m}\right)^{mx} = \lim_{m \to \infty}\left[\left(1 + \frac{1}{m}\right)^m\right]^x = e^x$$

For $x < 0$: Write $x = -\vert x\vert $ and use: $$\left(1 + \frac{x}{n}\right)^n = \left(1 - \frac{\vert x\vert }{n}\right)^n = \frac{1}{\left(1 + \frac{\vert x\vert }{n-\vert x\vert }\right)^n} \to \frac{1}{e^{\vert x\vert }} = e^{-\vert x\vert } = e^x$$

For $x = 0$: $\left(1 + \frac{0}{n}\right)^n = 1^n = 1 = e^0$.

Level 5 Conceptual Understanding

Explain why $e$ is the "natural" base for exponential functions. Specifically, why is $e$ the unique base $b$ for which $\frac{d}{dx}(b^x) = b^x$?

Thought Process

Recall that $\frac{d}{dx}(b^x) = b^x \ln b$.

For this to equal $b^x$, we need $\ln b = 1$.

What value of $b$ satisfies $\ln b = 1$?

Show Answer

For any base $b > 0$, the derivative is: $$\frac{d}{dx}(b^x) = b^x \ln b$$

For the derivative to equal the original function ($\frac{d}{dx}(b^x) = b^x$), we need: $$b^x \ln b = b^x$$

Dividing both sides by $b^x$ (which is never zero): $$\ln b = 1$$

The only positive number whose natural logarithm equals 1 is $e$ (by definition of $\ln$).

This makes $e$ special:

  • $e^x$ is the only exponential function that equals its own derivative
  • This is why $e$ appears naturally in growth/decay problems
  • Other bases always have an extra factor of $\ln b$ in their derivatives

The connection to the limit: The limit definition $e = \lim_{n \to \infty}\left(1 + \frac{1}{n}\right)^n$ captures the idea of "maximum natural growth," growing as fast as possible while being proportional to your current size.


Common Mistakes

Mistake Why It's Wrong Correct Approach
Thinking $(1 + \frac{1}{n})^n \to \infty$ The base approaches 1 as $n \to \infty$ The limit is finite: $e \approx 2.718$
Using $e \approx 3$ This is too imprecise for most calculations Use $e \approx 2.718$ or leave as $e$
Writing $\left(1 + \frac{1}{n}\right)^n = 1 + \frac{n}{n} = 2$ Cannot distribute exponent over sum Use the limit or binomial expansion
Confusing $\left(1 + \frac{1}{n}\right)^n$ with $\left(1 + n\right)^{1/n}$ These are different expressions! The first $\to e$; the second $\to 1$

Mastery Checklist


Mental Model

$e$ as "natural growth":

Imagine a quantity that grows continuously at a rate equal to its current size. After one unit of time, it will have grown by a factor of exactly $e$.

The limit captures this: As you compound more and more frequently (larger $n$), you approach but never exceed $e$.


Connections

Looking back:

Looking ahead:

Historical note: The number $e$ was discovered by Jacob Bernoulli while studying compound interest in 1683. Euler later named it and established it as a fundamental mathematical constant.


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Last updated: 2026-01-23