they’re very important because they make derivatives, integrals and differential equations easy to manipulate.
Their use in calculus is mostly about defining differential equations solutions and calculating crazy intergrals.
In physics they’re everywhere, since they’re used to find solutions to differential equations and physics is all about differential equations.
And the answer to why exp(x) is so important, it’s not important, it’s super convenient because its properties (equal to its derivative) simplify math enough to find easy solutions to complicated problems.
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