e ib = cos(b) + i sin (b)
You may want to be very sure you believe each step, since this is a proof which makes you think, "yes, yes, yes, how'd you do that?" You might call it proof by surprise.
Define the right-hand-side to be f(b) = cos(b) + i sin(b), so that what we are trying to prove is that f(b) = eib. Now
df(b)/db
= - sin(b)
+ i cos(b)
= i [cos(b)
+ i sin(b)]
= i f(b)
[1/f(b)]
df/db
= i
Next integrate back, using standard formulae:
Integral {[1/f(b)] df/db db} = Integral {i db}
Integral {1/f df} = Integral {i db}
ln f = i b + ln C
where ln C is just an arbitrary constant.
ln f/C = i b
f/C = eib
f = C eib
From the original definition of f(b), f(0)=1, so C=1 and
f(b) = ei b
which is exactly what we set out to prove.