History

10000 years ago: beginning with the invention of numbers and arithmetic in order to give the world money

centuries later: ancient Egyptians and Babylonians include geometry and trigonometry, utilitarian like a ‘cookbook’

500 b.c - 300 b.c: Greek mathematicians were interested in geometrym and made maths into an area of study, not merely a collection of techniques for measuring, counting, and accounting

around 500 b.c: Thales of Miletus introduced the idea that the precisely stated assertions of math could be logically proved by formal arguments <- the birth of the theorem

the first millennium/1-1000 a.c: modern place-value arithmetic in India
the second half of the millennium: muslim world extended it and spread them to southern Europe in medieval

250 c.e: Diophantus wrote Arithmetica (13 volume) <- the first algebra textbook, and he used special symbols to denote the unknown in an equation

1623 Galileo:
The great book of nature can be read only by those who know the language in which it was written. And this language is mathematics.

1600s: Leibniz co-invented calculus

1700: caculus and probability theory, Francois Viete introduced symbolic mathematics in its modern form

around 1850: mathematicians still regarded math as primarily about calculation <- like high school math

1800s: mathematicians found out counterintuitive results, e.g. Banach-Tarski Paradox, mathematics can lead to realms where the only understanding is through the mathematics itself
The introspection led to the adoption of a new and different conception of math, where the primary focus was no longer on performing a calculation of computing an answer, but formulating and understanding abstract concepts and relationships <- a shift from “doing” to “understanding”
Lejeune Dirichlet, Richard Dedekind, Bernhard Riemann …

Dirichlet: forget the formula and concentrate on what the function does in terms of input-output behavior. A function is any rule that takes objects of one kind and procduces new objects from them
eg. if x is rational, set f(x)=0; if x is irrational, set f(x)=1

Mathematicians began to study the properties of such abstract functions, specified not by some formula but by their behavior. eg. does the function have the property that when you present it with different starting values it always produces different answers? <- injectivity

=> real analysis: Some particular properties of real-valued sequences and functions that real analysis studies include convergence, limits, continuity, smoothness, differentiability and integrability.

“epsilon-delta definition” of continuity and differentiability

again in 1850s: Riemann defined a complex function by its property of differentiability rather than a fomula <- “secondary”

Karl Friedrich Gauss defined “residue classes”

Dedekind examined the new concepts of “ring, field and ideal”

1800s shift mathematics from a computational view to a conceptual one

1900~: math could reasonably be regarded as consisting of around twelve subjects: arithmetic, geometry, calculus, etc

Today: 60~70 distinct categories, e.g. algebra or topology <- old, complexity theory or dynamical systems theory <- new

1980s: a dramatic growth in math in a new definition of math as the “science of patterns”, e.g. numerical patterns, patterns of shape, motion, behavior, voting patterns in a population, patterns of repeating chance events etc

memes for describing what math does: mathematics makes the invisible visible

Notation

the use of abstract notation:

  1. algebraic expressions
  2. complicated-looking fomulas
  3. geometric diagrams

almost every key statements of mathematics, the axioms, conjectures, hypothesis and theorems is a positive or negative version of one of four linguistic forms:

  1. object a has property P
  2. every object of type T has property P
  3. there is an object of type T having property P
  4. if statement A, then statement B

combinators: and, all, not

e.g. 3 is a prime number <- 10 is not a prime number, no even number is prime except for 2
every polynomial equation has a complex root <- not every polynomial equation has a complex root
there is a prime number between 20 and 25
if p is prime of the form 4n+1, then p is a sum of two squares <- Gauss,

all mathematical statements can be expressed using one of these simple forms:
and, or, not, implies, for all, there exists

formal logic / mathematical logic

There are infinitely many prime numbers <- True

list the prime p1, p2, p3, …

suppose we have reached stage n: p1, p2, p3, … pn, can we find another prime to continue the list?

look at the number defined by N = (p1 x p2 x p3 … x pn) + 1

clearly N > pn, if N is prime, we have found a prime bigger than pn, then continue the list

if N is not prime, it is divisible by a prime, say p, p cannot be any of p1 to pn, since dividing them leaves a remainder of 1

so p > pn, that means we found a prime number bigger than pn

either ways the list can be continued

Combinators

and, ^ <- wedge, an inverted v, &

e.g. π is bigger than 3 and less than 3.2
(π>3) ^ (π<3.2), or 3<π<3.2

φ, ψ, phi and psi, represent two statements
φ^ψ means both of them are true
“φ^ψ” term represents “conjunction” of constituent phi and psi
φ, ψ are called “conjuncts” of φ^ψ
if φ, ψ are both true, then φ^ψ will be true
if φ or ψ or both are false, then φ^ψ will be false

φ^ψ means the same as ψ^φ
conjunction is commutative => the word “and” is commutative in maths but not true in real ife

e.g. statement A: it rained on Saturday.
statement B: it snowed on Saturday.
does A^B accurately reflect the meaning of the sentence:
it rained and snowed on Saturday?

YES

propositional truth table

φ   ψ   φ^ψ
-----------
T   T    T
T   F    F
F   T    F
F   F    F

or

exclusive-or -> a>0 or the euqation x^2+a=0 has a real root <- two statements cannot be true together

inclusive-or -> ab=0 if a=0 or b=0 <- a and b can both be 0

in maths, “or” means inclusive-or
or, v <- disjunction

φvψ, means φ or ψ or both
φ, ψ are “disjuncts” of φvψ
φvψ means at least one of them is true

e.g. (3<5)v(1=0) is true, even (1=0) is false

φ   ψ   φ^ψ
-----------
T   T    T
T   F    T
F   T    T
F   F    F

not
not φ, ¬φ <- the negation of φ, old version ~φ
if φ is true, then ¬φ is false, vice versa
x≠y instead of ¬(x=y)
¬(a<x<=b) is better than a≮x≮=b, because the latter is ambiguous

“All foreign cars are badly made.” False statement
what is the negation of this sentence?
a. all foreign cars are well made F b. all foreign cars are not badly made F c. at least one foreign car is well made T d. at least one foreign car is not badly made T

“all domestic cars are badly made.” F
negating a word in sentence is not negating the entire sentence …

φ  ¬φ
-----
T   F   
F   T  

Implication

φ implies ψ

the truth of ψ follows from the truth of φ
implication involves casualty

conjunction and disjunction assume statements are independent without any inner relation <- purely truth and falsity
eg. (Julius caesar is dead) ^ (1+1=3) F
(Julius caesar is dead) v (1+1=3) T

Implication has truth part and causation part
truth part <- the conditional/the material conditional

Implication = conditional + causation (abandoned)
conditional is represented as “=>”

φ implies ψ: φ => ψ
φ - the antecedent
ψ - consequent

when φ does imply ψ, φ => ψ behaves “correctly”
the conditional is always defined

the truth of the conditional φ => ψ is defined in form of the truth of φ and ψ

φ  ψ  φ => ψ  
T  T    T
T  F    F

eg.
φ: N>7 T
ψ:N^2>40 T
φ=>ψ:T <- there is some connection

φ: julius caeser is dead T
ψ: pi>3 T
φ=>ψ:T <- also true because it’s defined by the truth of φ and ψ, since the causation has been abandoned from the definition

The primary goal in providing a definition of ϕ=>ψ that depends only on the truth values of ϕ and ψ is To obtain a notion, consistent with real implication , that is always defined

Implication has a property that a true implication leads to a true conclusion from a true assumption

φ  ψ  φ => ψ  
F  T    T
F  F    T

φ =/> ψ
φ does not imply ψ if: even though φ is T, ψ is nevertheless F
φ =/> ψ is T, if φ is T and ψ is F,
in all other circumstances φ =/> ψ is F, which means φ => ψ is T
other circumstances include φ F and ψ T, φ F and ψ F

eg.
Euclid’s birthday was July 4 => Rectangles have four sides (T)
T => T is T
F => T is T

Equivalence

Φ, Ψ are said to be (logically) equivalent if each implies the other (notation changed from φ,ψ to Φ,Ψ)

biconditional of Φ and Ψ is denoted Φ<=>Ψ, an abbreviation of (Φ=>Ψ)^(Ψ=>Φ)

Φ<=>Ψ is T, if Φ, Ψ are both true or both false

eg.
(φ^ψ)v(¬φ) is equivalent to φ=>ψ
“(φ^ψ)v(¬φ) is equivalent” is Φ
“φ=>ψ” is Ψ

the following all mean “Φ implies Ψ”

  1. if Φ, then Ψ
  2. Φ is sufficient for Ψ
  3. Φ only if Ψ (not the same as “if Ψ then Φ”)
  4. Ψ if Φ
  5. Ψ whenever Φ
  6. Ψ is necessary for Φ

“Φ is equivalent to Ψ” is itself equivalent to

  1. Φ is necessary and sufficient for Ψ
  2. Φ if and only if Ψ (iff)

Quantifiers

there exists …
for all …

quantifiers are used to refer to the two extremes, there is at least one and for all

“there is an object x having property p, for all objects x property p holds”

“there is an object x having property p”

eg. the equation x^2+2x+1=0 has a real root
can be written into:
there is a real number x such that x^2+2x+1=0
there exists a real number x such that x^2+2x+1=0
in math:

∃x [x^2+2x+1=0]  

∃ - the existential quantifier

to prove this statement, suppose x=-1, 1-2+1=0

eg. ∃x [x^3+3x+1=0] (sometime this statement can be proved without solving it - indirect proof)

look at y=x^3+3x+1 (a cubic equation)
this is a continuous function
if x=-1, this curve has value y=-3
if x=+1, the curve has value y=5
so the curve lies below the x-axis for x=-1, and above the x-axis for x=+1
the point when the curve crosses the x-axis is when the x satisfies x^3+3x+1=0

there is a solution to some euqation or that there is an object that satisfies some property over there without finding such an object

to prove a statement of the form ∃x A(x), where A(x) is some property of x, you have to find an object p such that A(p) is False??

Wobbly Table Theorem

Suppose you are sitting in a restaurant at a perfectly square table with four identical legs, one at each corner. Because the floor is uneven, the table wobbles. One solution is to fold a small piece of paper and insert it under one leg until the table is stable. But there’s another solution. Simply by rotating the table, you’ll be able to position it so that it doesn’t wobble. You might enjoy trying to prove this.

eg. statement: squared root of 2 is rational
it doenst look like an existence statement, but it is!
-> there exists natural number p,q such that √2 = p/q
-> ∃p, ∃q [√2 = p/q], p,q should be natural number
-> (∃p∈N)(∃q∈N) [√2 = p/q], where N denotes the set of natural numbers
-> (∃p,q∈N) [√2 = p/q] (should be avoided in the beginning for distinction, keep things distinct)

prove that √2 is not rational
is to prove ¬(∃p∈N)(∃q∈N) [2 = p^2/q^2]

∀ - universal quantifier, for all
∀x means “for all x it is the case that …”

“the square of any real number is greater than or equal to zero”
∀x (x^2>=0)
∃x [x^2=0] is not rigorous
more explicitly: (∀x∈R) (x^2>=0)

combinations of quantifiers:

“there is no largest natural number”
(∀m∈N)(∃n∈N)(n>m)

the order of the quantifiers is important

(∃n∈N)(∀m∈N)(n>m) means
“thre is a natural number bigger than all natural numbers” <- False

AMF: “one American dies of melanoma almost every hour” <- False, mocking!!
∃A ∀H [A dies in hour H]
what they meant was:
∀H ∃A [A dies in hour H]

quiz: “Do you have a license from more than one state?”
L denotes a license you own and S denotes a state

(∃L)(∃S1)(∃S2)[(S1!=S2)^From(L,S1)^From(L,S2)] is the literal meaning <- False!
because license is issued by state, you can not get one license issued by two different states

(∃L1)(∃L2)(∃S)[(L1!=L2)^From(L1,S)^From(L2,S)] <- True
you can have two licenses from one state

(∃L1)(∃L2)(∃S1)(∃S2)[(S1!=S2)(L1!=SL2)^From(L1,S1)^From(L2,S2)] <- True
this is what the sentence meant

quiz: “A drivers license valid in one state is valid in any state.”

(∀L)[(∃S1)Valid(L,S1)=>(∀S2)Valid(L,S2)] <- True

binding precedence

  1. quantifiers bind whatever comes next (∀L)(…) (∃L)(…)
  2. so does negation ¬(…)
  3. next priority is conjunction (…)^(…)
  4. then come disjunction, implication (conditional) and equivalence (…)v(…) (…)=>(…) (…)<=>(…)

eg.
(∀L)[(∃S1)Valid(L,S1)=>(∀S2)Valid(L,S2)] <- True in US
L is bound by ∀L
for any license L, if L is valid in some state, then L is valid in every state

(∀L)[(∃S1)Valid(L,S1)^(∀S2)Valid(L,S2)] <- False
for any license L, there is a state in which L is valid, and L is valid in every state
(∀L)[(∃S1)Valid(L,S1)]… this means for every license it is valid in some state, but it can be not

(∀L)(∃S1)Valid(L,S1)=>(∀S2)Valid(L,S2) <- meaningless
[(∀L)(∃S1)Valid(L,S1)]=>[(∀S2)Valid(L,S2)]
[all license are valid somewhere]=>L is valid in all states (undefined, what is L?) so it’s meaningless

(∀L)(∀S1)(∀S2)[Valid(L,S1)^Valid(L,S2)] <- False all licenses are valid in all states, can have invalid license and the second term Valid(L,S2) is redundant

(∀x)[P(x)=>Q(x)] <- logical force/strong statement
for every x, if P(x) then Q(x)

(∀x)[P(x)^Q(x)] <=> (∀x)P(x) ^ (∀x)Q(x) <- ‘strong’ but redundant
for every x, P(x) and Q(x)
meaning every x satisfies P(x) and Q(x)

(∃x)[P(x)^Q(x)] <- strong statement
there is an x for which P(x) and Q(x)
meaning you can find a single x which satisfies P(x) and satisfies Q(x)

(∃x)[P(x)=>Q(x)] <- weak statement, can get confused
there is an x, such that if P(x) then Q(x)
if you can find an x that does not satisfy P then the statement is True, so that’s why it’s weak

Negating statements that have quantifiers

Let A(x) be some property of x, ¬[∀xA(x)] <=> ∃x[¬A(x)]

eg. ‘it is not the case that all motorists run red lights’ <=> ‘there is a motorist who does not run red lights’

proof of =>:  

assume ¬[∀xA(x)],  
if it is not the case that for all x, A(x), then at least one x must fail to satisfy A(x)  
so, for at least one x, ¬A(x) is true  
in symbols, ∃x[¬A(x)]  

proof of <=:

assume ∃x[¬A(x)],
then there is an x for which A(x) is false, then A(x) cannot be true for all x  
for other words, ∀xA(x) must be false  
in symbols, ¬∀xA(x) ■

show that ¬[∃xA(x)] <=> ∀x[¬A(x)]

proof of =>:

assume ¬[∃xA(x)],
if it is not the case that there exists one x that satisfies A(x)
it means, for all x, A(x) is false  
in symbols, ∀x[¬A(x)]

proof of <=:

assume ∀x[¬A(x)],
if for all x, no A(x) is true, it means there doesn't exist one x that satisfies A(x)  
in symbols, ¬[∃xA(x)] ■

‘all domestic cars are badly made’

let C be the set of all cars
D(x) means x is domestic  
M(x) means x is badly made  

(∀x∈C)[D(x)=>M(x)]

negation is:
(∃x∈C)[D(x)=|>M(x)] <- (∃x∈C)¬[D(x)=>M(x)]

D(x)=|>M(x) <=> D(x)^¬M(x)

so ¬(∀x∈C)[D(x)=>M(x)] <=> ∃x∈C [D(x)^¬M(x)]

'there is a domestic car that is not badly made'  

‘all prime numbers are odd’ <- False

let P(x) mean x is prime  
O(x) means x is odd  

∀x[P(x)=>O(x)]
¬∀x[P(x)=>O(x)] <=> ∃x[P(x)=|>O(x)]  
                <=> ∃x[P(x)^¬O(x)]

'there is a prime that is not odd'  
proving 'all prime numbers are odd' is False means
proving 'there is a prime that is not odd' is True  
2 is a prime not odd  

‘all prime numbers bigger than 2 are odd’

(∀x>2)[P(x)=>O(x)]

the negation is 1. (∃x<=2)[P(x)^¬O(x)]
                2. (∃x>2)[P(x)^¬O(x)] the correct answer  

because the original statement is talking about x>2, we dont negate the definition of x  

let x denote a person
P(x): ‘x plays for sports team T’
H(x): ‘x is healthy’
what does this ∃x[P(x)^¬H(x)] mean?

'there is an unhealthy player on team T'

negation: ∀x¬[P(x)^¬H(x)]  
          ∀x[¬P(x)vH(x)]       p=>q <=> ¬pvq
          ∀x[P(x)=>H(x)]

'all players on team T are healthy'

‘all cats are cunning’

∀x[Cat(x)=>Cunning(x)]

∀x[x>0 => ∃y(xy=1)]?

the quantifier only tells you something only the variable is denoted
Domain of quantification tells what the x denote

should be (∀x∈Q)[x>0 => ∃y(xy=1)], Q - rational numbers, how about y?  
should be (∀x∈Q)[x>0 => (∃y∈Q)(xy=1)],

Mathematisians sometime omit the quantifier

x>=0 => √x>=0 <- implicit quantification

it means (∀x∈R)[x>=0 => √x>=0]

PLZ avoid doing this!

x>0 => ∃y(y^2=x) is an abbreviation of ∀x[x>0 => ∃y(y^2=x)]

you cannot take for all inside a bracket of a statement/conjunction/disjunction

Let N be the domain of quatificaiton
let E(x): x is even, O(x): x is odd

∀x [E(x)vO(x)] <- True for all natural number, it’s even or odd
∀xE(x) v ∀xO(x) <- False every natural number is even, or every natural number is odd

∃x [E(x)^O(x)] <- False there is a natural number, which is both even and odd
∃xE(x) ^ ∃xO(x) <- True there is a natural number which is even and there is a natural number which is odd

quiz:

∀x [A(x)vB(x)] <|=> ∀xA(x) v ∀xB(x)
however ∀x [A(x)^B(x)] <=> ∀xA(x) ^ ∀xB(x)

‘all athletes are big and strong’
‘all athletes are big’ and ‘all athletes are strong’

∃x [E(x)^O(x)] <|=> ∃xE(x) ^ ∃xO(x)
however ∃x [E(x)vO(x)] <=> ∃xE(x) v ∃xO(x)

‘there is a player who is a good attacker or a good defender’
‘there is a good attacker’ or ‘there is a good defender’

∀ is ‘like’ ^ <- all
∃ is ‘like’ v <- at least one

multiple domains of quantifications

Real numbers, x,y,z
Rational numbers, ∃x∈Q, ∀y∈Q
Natural numbers, ∀n∈N

suppose the domain of quantification is a set of animals

‘every leopard has spots’

(∀x∈L)S(x) wrong, a set of leopard belongs to animal set, it’s redundant to have multiple animal sets like leopard set or horse set

∀x[L(x)=>S(x)] correct, all leopard has spots
∃x[H(x)^S(x)] correct, there is a horse having spots
∀x[T(x)=>¬S(x)] correct, all tigers dont have spots

Proofs

What is a proof?
evidence or argument establishing a fact or the truth of a statement

How to use proof?

  • to establish truth (convince myself)
  • to communicate with others (convince others)

Reading a proof is how we convince ourselves that some statement is true

The logical structure is the main point of a proof

Prove ‘there are infinitely many primes’

proof: 1. list the primes to increasing order as p1, p2, p3 ..., pn, ... and show that the list must continue for ever  
       2. given the list up to some stage n, p1, p2, p3 ... pn show there is another prime that can be added to the list  
       3. let N be the number we get when we multiply together all the primes we have listed so far and then add 1  
          N=(p1*p2*p3...)+1
       4. obviously, N is bigger than all the primes in out list  
       5. if N is prime, we know there is a prime bigger than pn, and hence the list can be continued  
       6. if N is not prime, then there must be a prime q<N such that q divides N  
       7. but none of p1,...pn divides N, since the division of N by any one of these leaves a remainder of 1  
       8. so q must be bigger than pn, hence there is a prime bigger than pn, and the list can be continued  
       9. either way, there is another prime to add to the list  
       10. it follows that there are infinitely many primes. the result is proved ■

Proof of Contradiction

  1. you want to prove some statement Φ
  2. you start by assuming ¬Φ
  3. you reason until you reach a conclusion that is false
    often by deducing both Φ and ¬Φ for some Φ, eg. ‘p, q have no common factors’ and ‘p,q are both even’
  4. a true assumption cannot lead to a false conclusion
  5. hence the assumption ¬Φ must be false
  6. in other words, Φ must be true

What can we conclude from a proof of Θ=>Φ where Φ is false?

Θ  Φ  Θ=>Φ
T  T   T
T  F   F
F  T   T
F  F   T    <-  Θ is F  

Prove ‘theorem: √2 is irrational’

proof: (assumption) assume on the contrary, √2 is rational  
       (unfolding) then, there are natural numbers p,q with no common factors, such that √2=p/q  
       (reasoning) squarring: 2=p^2/q^2
       (reasoning) rearranging: 2q^2=p^2  
       (reasoning) so p^2 is even, hence p is even  
       (reasoning) so p=2r for some r  
       (reasoning) substituting for p: 2q^2=(2r)^2=4r^2  
       (reasoning) canceling: q^2=2r^2  
       (reasoning) so q^2 is even  
       (reasoning) so q is even
       (reasoning) so p and q are both even
       (reasoning) but this is impossible, since p,q have no common factors  
       (conclusion) hence the original assumption that √2 is rational must be false  
       (conclusion) hence √2 must be irrational ■

Proving Conditionals

We want to prove a conditional φ=>ψ
We know this is True if φ is False, so we can assume φ is True

To prove it, we assume φ and deduce ψ

For example, let x, y be variables for real numbers, and prove:

[x,y are rational] => [x+y is rational]

proof: (assumption) assume x,y are rational
       (reasoning)  then there are integers p,q,n,m such that x=p/m, y=q/n  
       (reasoning)  then x+y=p/m+q/n=(pn+qm)/(mn)
       (conclusion) hence x+y is rational ■

quiz:
let r,s be irrational numbers, say which of the following are necessarily irrational

  • r+3 *
  • 5r *
  • r+s
  • rs
  • √r *

Conditionals involving quantifiers are sometimes best handled by proving the Contrapositive

To prove φ=>ψ, prove (¬ψ)=>(¬φ)

Example, prove [sinΘ!=0]=>(∀n∈N)(Θ!=nπ)

proof: the statement is equivalent to ¬(∀n∈N)(Θ!=nπ)=>¬sinΘ!=0
       in positive form: ∃n∈N(Θ=nπ)=>sinΘ=0  
       this is True!  
       this proves the desired result! ■

To prove biconditional φ<=>ψ, we generally construct two proofs: φ=>ψ, ψ=>φ

Occasionally, it is easier to prove the two conditionals:
φ=>ψ and ¬φ=>¬ψ

Proofs with Quantifiers

To prove ∃xA(x)

the obvious way is to find an object a for which A(a)

eg. to show there is an irrational number, prove that √2 is irrational

However, this does not always work. Sometimes we use indirect proofs

Method of proof by cases

Theorem: There are irrationals r,s such that r^s is rational

Proof: we consider 2 cases  
       case 1: if √2^(√2) is rational, take r=s=√2
       case 2: if √2^(√2) is irrational, take r=√2^(√2), s=√2
               then r^s=[√2^(√2)]^√2=√2^2=2   
       the theorem is proved ■

To prove ∀xA(x)

one way is to take an arbitrary x and show that is satisfies A(x)

eg. to prove ∀n∃m(m>n^2), n,m∈N

proof: let n be an arbitrary natural number
       set m=n^2+1
       then m>n^2
       this proves ∃m(m>n^2)  
       if follows that ∀n∃m(m>n^2) ■

note: this works because the n is arbitrary  

another approach is to use the method of contradiction

To prove ∀xA(x), assume ¬∀xA(x), this is equivalent to ∃x¬A(x)

let c be an object such that ¬A(c), now reason with c (and the fact that ¬A(c)) to derive a contradicition

quiz: is the following proof valid? NO!

To prove: (∀x>0)(∃y>0)[y<x], where variables range over rational numbers. (this says that, given any positive rational, you can always find a smaller one)

to prove it, pick a positive rational p arbitrarily, say p=0.001
take q=0.0001. Thus 0<q<p
since our choice of p was arbitrary, this proves the desired result

‘pick a positive rational p arbitrarily’ is not the same as ‘let p be arbitrary’ because once the choice is made it’s specific

when letting p be arbitrary, you don’t know anything about p

Induction

to prove statements of the form ∀nA(n), where n ranges over the natural numbers

eg. prove that 1+2+…+n=(1/2)n(n+1)

proof: step 1 check the first few cases  
       n=1 1=(1/2)1(1+1)=1
       n=2 1+2=(1/2)2(3)=3
       n=3 1+2+3=(1/2)3(4)=6
       this is not a proof, beware of jumping to conclusions!

[Euler 1772] consider the formula p(n)=n^2-n+41
all values of p(n) for n=1,2,…etc are prime numbers until you reach n=40
p(41)=1681=41^2
if the formula is p(n)=n^2+n+41, prime for n=1,…,39
p(40)=40^2+40+41=40(40+1)+41=41^2

Principle of Mathematical Induction

to prove ∀nA(n), establish the following 2 statements

  1. A(1) (initial case, initial step)
  2. (∀n)[A(n)=>A(n+1)] (induction step)

intuitively, this gives ∀nA(n) as follows:
by step 1, A(1)
by step 2, A(1)=>A(2)
so from A(1) we can conclude A(2)
by A(2) and the induction step, we can conclude A(3), etc

You need an axiom (or principle) to make this work, called the ‘principle of mathematical induction’
the PMI is what tells you that step 1 and 2 above yield ∀nA(n)

Theorem: for any n, 1+2+3+…+n=(1/2)n(n+1)

A theorem means a rigorous proof can be drived
proof is to explain why something is true

proof: by mathematical induction  
       for n=1, the identity reduces to 1=(1/2)1(2)=1  
       which is true, since both sides equal 1  
       assume the identity holds for n
       eg. 1+2+...+n=(1/2)n(n+1) (*)
       [want to deduce: 1+2+...+n+1=(1/2)(n+1)((n+1)+1)]
       add (n+1) to both sides of (*):
       1+2+...+n+(n+1)=(1/2)n(n+1)+(n+1)
                      =(1/2)[n(n+1)+2(n+1)]
                      =(1/2)[n^2+n+2n+2]
                      =(1/2)[n^2+3n+2]
                      =(1/2)[(n+1)(n+2)]
                      =(1/2)[(n+1)(n+1+1)]
       which is the identity with n+1 in place of n
       hence, by PMI, the identity holds for all n ■

Expressions of the form P(x)=R(x), where P(x), R(x) are formulas involving x, are sometimes called ‘equations’ and sometimes ‘identities’
Strictly speaking, the expression is an equation if it can be solved for x
and the expression is an identity if it is valid for all x

Theorem: if x>0, then for any natural number n, (1+x)^(n+1)>1+(n+1)x

proof: by mathematical induction  
       let A(n) be the statement (1+x)^(n+1)>1+(n+1)x
       we will prove ∀nA(n)
       A(1) is the statement (1+x)^2>1+2x  
       by the binomial theorem  
       (1+x)^2=1+2x+x^2>1+2x (since x^2>0)     
       to prove ∀n[A(n)=>A(n+1)]
       pick an arbitrary n and prove A(n)=>A(n+1)
       we assume A(n) and deduce A(n+1)
       A(n): (1+x)^(n+1)>1+(n+1)x
       A(n+1): (1+x)^(n+2)>1+(n+2)x
       (1+x)^(n+2)=(1+x)(1+x)^(n+1)>(1+x)[1+(n+1)x]
                                   =1+(n+1)x+x+(n+1)x^2
                                   =1+(n+2)x+(n+1)x^2
                                   >1+(n+2)x
       this proves A(n+1)
       the theorem follows by induction ■

Induction - Summary

  1. you want to prove that some statement A(n) is valid for all natural number n
  2. first prove A(1). usually a matter of simple observation
  3. given an algebraic argument to establish the conditional A(n)=>A(n+1): reduce A(n+1) to form where you can use A(n)
  4. conclusion: by the PMI (principle of mathematical induction), this proves ∀nA(n)

Common Variant of Induction

We sometimes need to prove a statement of the form (∀n>=n_0)A(n)
step 1 is to verify A(n_0) [A(1) may not be true]
step induction is to prove (∀n>=n_0)[A(n)=>A(n+1)]

The fundamental theorom of Arithmetic

Theorem: every natural number greater than 1 is either prime or a product of primes

proof: by induction  
       the induction statement A(n) is:
       ∀m[2<=m<=n => m is either a prime or a product of primes]
       for n=2, A(2) says '2 is either prime or a product of primes' True!!
       assume A(n), and deduce A(n+1)
       let m be a natural number, 2<=m<=n+1
       if m<=n, then by A(n), m is either a prime or a product of primes  
       if m=n+1 and if n+1 is prime, then m is prime  
       if m=n+1 and n+1 is not prime, then there are natural numbers p,q such that 1<p,q<n+1 and n+1=pq
       since 2<=p,q<=n, by A(n), p,q are either primes or products of primes  
       hence n+1 is a product of primes
       the theorem follows by induction ■    

Number Theory

Arithmetic is about calculation
Number theory examines the abstract properties of numbers

Division Theorem: let a,b be integers, b>0. Then there are unique integers q,r such that a=q*b+r and 0<=r<b

proof: we prove existence first, then uniqueness  
       existence: look at all non-negative integers of the form a-kb
       where k is an integer, and show that one of them is less than b   
       step 1 to show that such integers do exist  
       take k=-|a|, then since b>=1,
       a-kb=a+|a|b>=a+|a|>=0
       let r be the smallest such integer  
       let q be the value of k for which it occurs  
       eg. r=a-qb
       to complete the proof, we show that r<b  
       suppose on the contrary that r>=b
       then a-(q+1)b=a-qb-b=r-b>=0  
       thus a-(q+1)b is a non-negative integer of the form a-kb  
       but r is the smallest such and yet a-(q+1)b<a-qb=r  
       Contradiction!
       hence r<b  
       this proves existence!

       uniqueness. we show that if there are two representations of a,
       a=qb+r=q'b+r', 0<=r,r'<b  
       then r=r' and q=q'  
       rearranging the above equations
       (1) r'-r=b(q-q')
       taking absolute values in (1)
       (2) |r'-r|=b|q-q'|
       but -b<-r<=0 and 0<=r'<b, so -b<r'-r<b
       eg. |r'-r|<b
       so by (2) b|q-q'|<b
       hence |q-q'|<1
       hence q=q'
       then by (1), r=r'  
       this proves uniqueness ■

Hilbert’s Hotel [David Hilbert 1862-1943]

Hilbert’s Hotel is a thought experiment which illustrates a counterintuitive property of infinite sets. It is demonstrated that a fully occupied hotel with infinitely many rooms may still accommodate additional guests, even infinitely many of them, and this process may be repeated infinitely often.

Examples like Hilbert’s hotel demonstrate the importance of rigorous proofs in mathematics

when proving obvious results like Division Theorem, it seems frivolous, however, when concerning ‘infinity’, rigorous proof is the only thing we can rely on

General Division Theorem: let a,b be integers, b!=0, then there are unique integers q,r such that a=qb+r and 0<=r<|b|

proof: we have proved the result in the case b>0
       so assume b<0
       then since |b|>0, the previous theorem tells us
       there are unique integers q',r'
       such that a=q'|b|+r' and 0<=r'<|b|
       let q=-q', r=r'
       then since |b|=-b  
       we get a=qb+r, 0<=r<|b| ■

officially, the number q is called the quotient of a by b
and r is called the remainder

Divisibility

if division of a by b produces a remainder r=0
we say a is divisible by b
hence a is divisible by b iff there is an integer q such that a=bq
eg. 45 is divisible by 9, but 44 is not divisible by 9

notation: b|a denotes a is divisible by b  
warning: b|a is not the same b/a  
         b|a is a relationship between a and b, which is True or False  
         b/a denotes a rational number, the result of dividing b by a in the rational numbers   

Definition of Prime Number
a prime number is an integer p>1 that is divisible only by 1 and p

quiz:

b|a iff ∃q[a=bq]

0|7  F   9|0   T   0|0  F   1|1   T    
7|44 F   7|-42 T  -7|49 T  -7|-56 T

Theorem: let a,b,c,d be integers, a≠0, then:

  1. a|0, a|a
  2. a|1 iff a=+-1
  3. if a|b and c|d, then ac|bd for c≠0
  4. if a|b and b|c, then a|c for b≠0
  5. [a|b and b|a] iff a=+-b
  6. if a|b and b≠0, then |a|<=|b|
  7. if a|b and a|c, then a|(bx+cy) for any integers x,y

     proof: 4. ∃d,e such that b=da, c=eb
            so c=(de)a, hence a|c ■
    
     proof: 6. ∃d such that b=da  
            so |b|=|d||a|
            since b≠0, |d|>=1
            so |a|<=|b| ■
    

Fundamental Theorem of Arithmetic

Theorem: every natural number greater than 1 is either prime or can be expressed as a product of primes in a way that is unique except for their order (in which they are written)

eg. 4=2x2=2^2, 6=2x3, 8=2^3, 9=3^2, 10=2x5, 12=2^2x3, …, 3366=2x3^2x11x17, …

The expression of a number as a product of primes is called its prime decomposition

The uniqueness proof will require ‘Euclid’s Lemma’: if a prime p divides a product ab, then p divides at least one of a,b

proof: existence. prove it by contradiction  
       suppose there were a composite number (eg. non-prime) that could not be written as a product of primes  
       then there must be a smallest such number, call it n
       since n is not prime, there are numbers a,b with 1<a,b<n  
       such that n=ab  
       if a,b are primes, then n=ab is a prime decomposition of n  
       and we have a contradiction
       (because n is chosen to not have a prime decomposition)  
       if either of a,b is composite, then because it is less than n, it must be a product of primes
       so by replacing one or both of a,b by its prime decomposition in n=ab  
       we get a prime decomposition of n
       and again, we have a contradiction  
       this proves the existence  

       uniqueness. to prove the prime decomposition of any natural number n>1 is unique up to the ordering of the primes  
       proof by contradiction
       assume there is a number n>1 that has two (or more) different prime decomposition  
       let n be the smallest such number  
       let n=p1p2...pr=q1q2...q2 (*) be two different prime decomposition of n  
       since p1 divides (q1)(q2...qs)
       by Euclid's Lemma, either p1|q1 or p1|(q2...qs)
       hence, either p1=q1, or else p1=qi for some i between 2 and s  
       but then we can delete p1 and qi from the two decomposition in (*)
       which gives us a number smaller than n that has two different prime decompositions
       contrary to the choice of n as the smallest such
       this proves uniqueness ■

Real Analysis

Elementary Set Theory

Numbers for counting and measurement

Discrete counting numbers for counting

Continuous real numbers for measurement

Connection between discrete counting numbers and continuous real numbers were established by

Integers -> Rationals -> Reals

Theorem: If r,s are rationals, r<s, then there is a rational t such that r<t<s

[This property is called density. The rational line is dense]

---|---o---|---
   r   t   s

proof: let t=(1/2)(r+s)
       clearly r<t<s
       is t∈Q?

       let r=m/n, s=p/q, where m,n,p,q∈Z  
       then t=(1/2)(m/n+p/q)=(mq+np)/(2nq)
       so as mq+np, 2nq∈Z
       so t∈Q ■

Density means you can always find a value closer to the target value
The fact that the rational line is dense is between every non-equal pair of rationals lies a third rational
However, density does not mean there are no holes in the rational line (eg. √2)

Let A={x∈Q | x<=0 v x^2<2}, B={x∈Q | x>0 ^ x^2>=2}

<----------A-|-B--------->
-----|-------o-------->Q
     0       ^
            √2

Clearly AUB=Q, but A has no greatest number and B has no smallest number

Hence, the rationals are inadequate to do mathematics

In Q, we cannot solve the equation x^2-2=0

N ⊂ Z ⊂ Q ⊂ R

N is for counting
Z is for arithmetics when we have negative values
Q is for measuring things
R is for mathematics <- fill in the ‘holes’ in Q

Intervals

Let a,b ∈ R, a<b.
The open interval (a,b) is the set (a,b)={x∈R | a<x<b}
The closed interval [a,b] is the set [a,b]={x∈R | a<=x<=b}

Note: a,b∈[a,b], but a,b!∈(a,b), these two are in big big big distinction!

Variants of the notation:
half-open (or half-closed) intervals
[a,b)={x∈R | a<=x<b} <- left-closed, right-open
(a,b]={x∈R | a<x<=b} <- left-open, right-closed
(-∞,a)={x∈R | x<a}, (-∞,a]={x∈R | x<=a}
(a,∞)={x∈R | x>a}, (a,∞]={x∈R | x>=a}

Note: we don’t have (-,∞] or [∞,-), bc ∞ is not a real number

Completeness Property

Given a set A of reals, a number b such that (∀a∈A)[a<=b] is said to be an upper bound of A.
We say b is a least upper bound of A if, in addition, for any upper bound c of A, we have b<=c.

Notation: lub(A) <- least upper bound
[We can make the same definition in N,Z,Q]

The completeness property of the real numbers system says that every nonempty set of reals that has an upper bound, has a least upper bound (in R)

eg. 7 is the least upper bound of the interval (-3,7)

Beginnings of ‘Real Analysis’

‘Real Analysis’ here means ‘Real Number System’

Theorem: the rational line is not complete

[Completeness means if A⊂R has an upper bound then it has a lub in R]
if we replace R with Q (rationals), the completeness property will not hold

proof: let A={r∈Q | r>=0 ^ r^2<2}
       A is bounded above, eg. 2 is an upper bound  
       I will show that A has no lub  
       let x∈Q be any upper bound of A, show there is a smaller one (in Q)
       let x=p/q, where p,q∈N
       suppose x^2<2  
       then 2q^2>p^2  
       as n gets larger, (n^2)/(2n+1) increases without bound  
       so we can pick an n∈N so large that
         n^2       p^2
       ------ > --------  eg. (2n^2)(q^2)>(n+1)^2(p^2)
        2n+1    2q^2-p^2

              n+1    p^2
       hence (---)^2 --- < 2  
               n     q^2

              n+1 p
       let y=(---)-
               n  q

       thus y∈Q and y^2<2  
       so y∈A  
       but y>x, contradiction!
       since x is an upper bound of A  
       so x^2 should be >=2  

       now show show there is a smaller one (in Q)  
       we have A={r∈Q | r>=0 ^ r^2<2}
       x is an upper bound of A, x=p/q  
       goal: show that A has an upper bound smaller than x  
       we just showed that x^2>=2  
       since x∈Q, x^2>2  
       thus p^2>2q^2  
       pick an integer n so large that:

        n^2     2q^2
       ---- > -------- , i.e. (p^2)(n^2)>(2q^2)(n+1)^2  
       2n+1   p^2-2q^2

            p^2   n
       i.e. --- (---)^2 >2  
            q^2  n+1

                n   p
       let y= (---)---
               n+1  q

       then y∈Q and y^2>2  
       since (n)/(n+1)<1, y<x  
       but for any a∈A, a^2<2<y^2, so a<y  
       hence y is an upper bound of A, smaller than x  
       thus A does not have a lub  
       this proves the theorem ■

the construction of R from Q can be done in several different ways, but in all cases the aim is to prevent an argument like the above going through for R

Real Number Sequences

List: a1, a2, a3, … <- infinite sequence

     ∞
{a_n}
     n=1

eg.

1,2,3,... ={n}^∞_{n=1}  
7,7,7,... =[7]^∞_{n=1}  
3,1,4,1,5,9, ... = the decimal digits of π  
{(-1)^(n+1)}^∞_{n=1} = 1,-1,1,-1 ...(alternating sequence)

look at:

{1/n}^∞_{n=1} = 1, 1/2, 1/3, 1/4 ... the numbers get closer and closer to 0 (arbitrarily to 0)  
{1+1/(2^n)}^∞_{n=1} = 1(1/2), 1(1/4), 1(1/8), 1(1/16), ... get arbitrarily close to 1  
3, 3.1, 3.14, 3.141, 3.1415, 3.14159, ... gets arbitrarily close to π  

If the numbers in a sequence {a_n}^∞_{n=1} get arbitrarily closer to some fixed number a, we say {a_n}^∞_{n=1} tends to the limit a, and write a_n->a as n->∞

lim  a_n=a
n->∞

Formal Definition

{a_n}^∞_{n=1}  a_n->a as n->∞ ≈ |a_n-a| becomes arbitrarily close to 0

a_n->a as n->∞ iff (∀ε>0)(∃n∈N)(∀m>=n)[|a_m-a|<ε]

ε - a small positive number

consider the part (∃n)(∀m>=n)[|a_m-a|<ε]

from some point n onwards, all the number in the sequence {a_n}^∞_{n=1} are within a distance of ε from a

intuition is that we can take ε>0 as small as we want

eg. {1/n}^∞_{n=1} 1/n -> 0 as n->∞

proof: (∀ε>0)(∃n∈N)(∀m>=n)[|1/m-0|<ε]
       (∀ε>0)(∃n)(∀m>=n)[1/m<ε] (bc m>0)
       let ε>0 be given (let ε>0 be arbitrary)  
       we need to find an n such that
       (∀m>=n)[1/m<ε]
       pick any n such that n>1/ε [use the Archimedian property]
       then if m>=n, 1/m <= 1/n < ε ■

Note: quantifier order matter! the choice of n depended on ε, different ε different n!

quiz:
given a sequence {a_n}^∞_{n=1}
(∀ε>0)(∃n)(∀m>n)[|a_m-L|<ε] means
the sequence tends to limit L as n tends to ∞

eg. {n/(n+1)}^∞_{n=1} : 1/2,2/3,3/4,4/5 …

prove n/(n+1) -> 1 as n->∞

proof: (∀ε>0)(∃n∈N)(∀m>=n)[|m/(m+1)-1|<ε]  
       let ε>0 be given  
       we need to find an n s.t for all m>=n:
       |m/(m+1)-1|<ε  
       pick n so large that n>(1/ε)  
       then for any m>=n  
       |m/(m+1)-1|=|-1/(m+1)|=1/(m+1)<1/m<=1/n<ε ■

Some Definitions

A real number is a value of a continuous quantity that can represent a distance along a line (or alternatively, a quantity that can be represented as an infinite decimal expansion)

The real numbers include all the rational numbers, such as the integer −5 and the fraction 4/3, and all the irrational numbers, such as √2 (1.41421356…, the square root of 2, an irrational algebraic number)

Included within the irrationals are the real transcendental numbers, such as π (3.14159265…)

In addition to measuring distance, real numbers can be used to measure quantities such as time, mass, energy, velocity, and many more

The set of real numbers is denoted using the symbol (R)

A rational number is a number that can be expressed as the quotient or fraction p/q of two integers, a numerator p and a non-zero denominator q

eg. −3/7 is a rational number, as is every integer (e.g. 5 = 5/1)

The set of all rational numbers, also referred to as “the rationals” is usually denoted by a boldface (Q)

An integer (from the Latin integer meaning “whole”) is colloquially defined as a number that can be written without a fractional component

eg. 21, 4, 0, and −2048 are integers, while 9.75, 5(1/2), and √2 are not

The set of integers consists of zero (0), the positive natural numbers (1, 2, 3, …), also called whole numbers or counting numbers, and their additive inverses (the negative integers, eg., −1, −2, −3, …)

The set of integers is often denoted by the boldface (Z)

Integers include the operations of +-x
Rationals include the operations of +-x/

0 is not a natural number

1 is not a prime number

A prime number is a positive integer n, greater than 1, whose only exact divisors are 1 and n

A rational number is a number that can be expressed as the quotient or fraction p/q of two integers, a numerator p and a non-zero denominator q

Theorem, Lemma, etc

Theorem — a mathematical statement that is proved using rigorous mathematical reasoning. In a mathematical paper, the term theorem is often reserved for the most important results.

Lemma — a minor result whose sole purpose is to help in proving a theorem. It is a stepping stone on the path to proving a theorem. Very occasionally lemmas can take on a life of their own (Zorn’s lemma, Urysohn’s lemma, Burnside’s lemma, Sperner’s lemma).

Corollary — a result in which the (usually short) proof relies heavily on a given theorem (we often say that “this is a corollary of Theorem A”).

Proposition — a proved and often interesting result, but generally less important than a theorem.

Conjecture — a statement that is unproved, but is believed to be true (Collatz conjecture, Goldbach conjecture, twin prime conjecture).

Reference

The wobbly Table Theorem

https://math.stackexchange.com/questions/2425167/fixing-a-wobbly-table-revisited

https://b-ok.asia/book/2665796/97e675?dsource=recommend

https://www.coursera.org/learn/mathematical-thinking/discussions

What is the difference between a theorem, a lemma, and a corollary?

Real Analysis solution hints Jay Cummings

Course Solution at github