PROOF, LOGIC, AND CONJECTURE: THE MATHEMATICIAN’S TOOLBOX Robert S. Wolf© 2008 by Robert S. Wolf. All rights reserved. Reproduced by permission of the author and copyright holder, Robert S. Wolf, exclusively for use during the 2009-2010 academic year by students of Daniel Goroff. No part of this book may be reproduced by any mechanical, photographic, or electronic process, or in the form of a phonographic recording, nor may it be stored in a retrieval system, transmitted, or otherwise copied for public or private use, without written permission from the author. Printed in the United States of America Robert S. Wolf, Ph.D. 279 Hermosa Way San Luis Obispo CA 93405, U.S.A.Contents Asterisks (*) denote optional sections. Preface Chapter 1 Al 12 Chapter 2 2 22 23 Chapter 3 Ba 32 33 34 Chapter 4 41 42 Note to the Student ‘Thanks Unit 1 Logic and Proofs Introduction Knowledge and Proof Proofs in Mathematics Propositional Logic ‘The Basics of Propositional Logic Conditionals and Biconditionals Propositional Consequence; Introduction to Proofs Predicate Logie ‘The Language and Grammar of Mathematics Quantifiers ‘Working with Quantifiers ‘The Equality Relation; Uniqueness Mathematical Proofs Different Types of Proofs ‘The Use of Propositional Logic in Proofs xii xiv 16 21 35 45 48 37 66 2 8 16 45 243 44 4s 46 Chapter 5 Sa 32 33 Chapter 6 61 62 *63 Chapter 7 1 12 73 14 15 16 “17 Chapter 8 81 ‘The Use of Quantifiers in Proofs ‘The Use of Equations in Proofs Mathematical Induction Hints for Finding Proofs Unit 2 Sets, Relations and Functions Sets ‘Naive Set Theory and Russell's Paradox Basic Set Operations More Advanced Set Operations Relations Ordered Pairs, Cartesian Products, and Relations Equivalence Relations Ordering Relations Functions Functions and Function Notation One-to-One and "Onto" Functions; Inverse ‘Functions and Compositions Proofs Involving Functions ‘Sequences and Inductive Definitions Cardinality Counting and Combinatorics ‘The Axiom of Choice and the Continuum Hypothesis Unit 3 Number Systems ‘The Integers and the Rationals ‘The Ring Z and the Field Q 92 107 114 126 133, 142 153 164 174 183 193 204 215 223 230 245 252 261 Contents 133 164 193 261Contents 82 783 "8.4 Chapter 9 94 92 93 "9.4 *95 Chapter 10 10.1 "102 Introduction to Number Theory More Examples of Rings and Fields Isomorphisms ‘The Real Number System ‘The Completeness Axiom Limits of Sequences and Sums of Series Limits of Functions and Continuity ‘Topology of the Real Line ‘The Construction of the Real Numbers The Complex Number System Complex Numbers Additional Algebraic Properties of C 269 282 291 297 304 314 328 339 352 363 Appendix 1A General-Purpose Axiom System for Mathematics Appendix 2 Elementary Results About Fields and Ordered Fields Appendix 3 Some of the More Useful Tautologies Solutions and Hints to Selected Exercises References List of Symbols and Notation Index 297 352 372 377 387 389 409 412 415Preface Almost all mathematicians will attest to the difficulty of making the transition from the lower division calculus sequence to upper division mathematics courses like abstract algebra and real analysis. One primary reason is that in a typical calculus course, where ‘most of the students are not mathematics majors, the emphasis is on applications rather than theory. As a result, students barely encounter deductive methods and proofs in these courses. Moving from problem solving to the proofs in higher mathemati is so difficult that many students, even some quite talented ones, quit mathematics. Until the 1970s, very few colleges or universities had a course designed to soften ‘his transition. There seemed to be a sink-or-swim attitude, a belief that the students who really should be math majors would be able to handle the transition and learn how to read and write proofs while they leamed the material in more advanced courses. This system may work well at some lite universities, but it has obvious drawbacks at colleges and universities that want to make higher mathematics accessible to more than a narrow audience, possibly even including students who are not mathematics majors. The “transition course” or “bridge course,” now fairly common, is designed to bridge the gap. Thelieve the jump from calculus to higher mathematics is as hard as it is because ‘two things occur simultaneously. First, the material and the concepts being taught become more and more difficult and abstract. Second, since students are expected to read and write proofs in upper-division courses, these courses are methodologically ‘much harder than calculus. Therefore, I believe that the most important role of the bridge course is methodological. Simply put, it should be more of a “how” course than a “what” course. This is perhaps what most sets this course apart from other ‘mathematics courses. About This Book The Approach In content, this book is similar to most of the other textbooks designed for this course; it differs in emphasis and method. Chapter 1 familiarizes the reader with the three main processes of mathematical activity: discovery, conjecture, and proof. While the main goal ofthe course is to lear to read and write proofs, this book views the understanding of the role of discovery and conjecture in mathematics as an important secondary goal and illustrates these processes with examples and exercises throughout. Chapter 1 also includes brief discussions of the way proofs are done in science and in law for the5 Preface purpose of contrasting these methods with the special meaning the word “proof” has in mathematics. Chapters 2 and 3 cover the basics of mathematical logic. These chapters emphasize the vital role that logic plays in proofs, and they include numerous proof previews that demonstrate the use of particular logical principles in proofs. These chapters also stress the need to pay attention to mathematical language and grammar. Many of the examples and exercises in these chapters involve analyzing the logical structure of complex English statements (with mathematical or nonmathematical content) and translating them into symbolic language (and vice versa). Unlike many texts that have just one short section on quantifiers, Chapter 3 provides a full explanation of how to understand and work with quantifiers; it includes many examples of altemations of quantifiers and negations of quantified statements. Without studying this material, students can get the impression that constructing truth tables is the main logic-based skill that is important for reading and writing proofs. Clearly, this impression can lead to frustration and failure down the road. Chapter 4, the last chapter of Unit 1, is thorough discussion of proofs in ‘mathematics. It carefully explains and illustrates all the standard methods of proof that have a basis in logic, plus mathematical induction. In addition, there are discussions of the meaning of style in proofs, including the importance of learning how to find a good balance between formality and informality; the connection between solving equations and doing proofs; and hints for finding proofs, including useful strategies such as examining examples and special cases before tackling the general case of a proof. ‘The remainder of the book is not directly about proofs, Rather, it covers the most basic subject matter of higher mathematics while providing practice at reading and ‘writing proofs. Unit 2 covers the essentials of sets, relations, and functions, including ‘many important special topics such as equivalence relations, sequences and inductive definitions, cardinality, and elementary combinatorics, Unit 3 discusses the standard number systems of mathematics—the integers, the rationals, the reals and the complex numbers. This unit also includes introductions to abstract algebra (primarily in terms of rings and fields rather than groups) and real ‘analysis, The material and the treatment inthis unit are intentionally more sophisticated than the earlier parts of the book. In fact, nearly half of the sections of this unit are designated “optional.” In a one-semester course, itis unlikely that most of this material can be covered; naturally, the intention isto give instructors the opportunity to pick and choose. On the other hand, instructors with the luxury of a one-year course will find that most or all of Unit 3 can be covered, as their students gain more and more confidence with abstract mathematics and proofs. Unique Features Iwould single out user-friendliness and flexibility as the main features that distinguish this book from the other available bridge course books. User-friendliness could also be called readability. One hears continually that reading is a lost art, that students (as well as the general population) don’t read any more. I believe people will read books they find enjoyable to read. Every effort has been made to make this book engaging, witty,and thought-provoking. The tone is conversational without being imprecise. New concepts are explained thoroughly from scratch, and complex ideas are often explained in more than one way, with plenty of helpful remarks and pointers, There are abundant examples and exercises, not only mathematical ones but also ones from the real world that show the roles logic and deductive reasoning play in everyday life. ‘The flexibility ofthis text is a response to the different approaches to teaching the bridge course. In this course, probably the most important decision the instructor must make is how much emphasis to put on logic and axiomatics. Mathematicians would generally agree that proofs proceed from axioms and that the methods we use in proofs are based on principles of logic. Mathematicians would also generally agree that Jeaming to prove things in mathematics involves much more than learning to follow a set of rules. Constructing proofs isa skill that depends to a great extent on commonsense reasoning, and the formal rules involved must become so ingrained that one is barely aware of them. Different instructors have very different solutions to this dichotomy. Some believe itis necessary to give their students a thorough introduction to logic and to teach the major methods of proof explicitly before this knowledge can be intemalized. Others believe the exact opposite—that much coverage of these topics is a waste of time and perhaps even counterproductive to the real purpose of the course. These instructors prefer to start showing their students proofs right away and to discuss logic and rules primarily when questions arise. They believe that reading and writing proofs is a natural skill that, ike speech and walking, is best acquired by practice rather than by formal instruction, readily admit to being closer tothe first point of view. Twenty years of teaching and thinking about this course has convinced me that, while some students are capable of leaming how to read and write proofs by osmosis, many other good students are not quite able to do this, Also, if students never see the structure and rules that gover proofs, they might get the impression that writing proofs is a mystical or magical activity or thatthe corectness of proofs is based solely on the authority of the instructor. Therefore, this text carefully covers the essentials of mathematical logic, the role of logic in proofs, and the axiomatic method. Furthermore, this book is the only one that includes, as an appendix, a mathematically complete axiom system that is meant to be an important reference for students. ‘At the same time, this text is also an appropriate choice for instructors who prefer not to spend much time discussing logic and its relationship to proofs. Many of the sections in Unit 1 can be skimmed if desired, enabling instructors to spend most ofthe course teaching (and proving things) about sets, relations, functions, and number systems, The axiom system in Appendix 1 does not need to be covered. “Appendix 2 deserves special mention, It contains many basic results about the real numbers proved from scratch, using the ordered field axioms. Ifthe unit on logic and proofs is covered thoroughly, itis natural to study this appendix in conjunction with the chapter on proofs, It is also possible instead to delay this appendix until the unit on number systems. But an interesting altemative for instructors who prefer to introduce proofs early is to start the course with Appendix 2! The rationale is that all students, understand the basic algebraic properties of real numbers, which means that they are familiar with the ordered field axioms even if they do not know them by that name.xii Preface Furthermore, many of these proofs, especially those that do not involve inequalities, require very little logic. So Appendix 2 provides an ideal context for introducing students to proofs gently, without needing to explain any abstract concepts or complicated use of logic. ‘The exercises in this text enhance its flexibility. For one thing, they vary greatly in difficulty. In almost every section, there are some very easy problems and some rather difficult ones (marked with asterisks). There are also many types of exercises. Some problems are straightforward computations. Quite a few problems are intended to encourage the discovery process by asking the student to investigate a situation and then ‘make a conjecture (with or without proof). Since the goal of the bridge course is to teach students to read proofs as well as write them, almost every section (starting with Chapter 4) has exercises that ask the student to critique purported proofs. Of course, in a text of this type, most of the exercises ask the student to prove something or perhaps complete a proof started in the text. The Solutions and Hints to Selected Exercises at the end of the book include a few complete proofs, but they more often provide hints or outlines {to help students get started with their proofs. Additional complete proofs and teaching suggestions are provided in the Instructor's Manual. Every chapter ends with Suggestions for Further Reading that point out several possibilities in the reference list at the end of the book. These suggestions are intended both for students who might be helped by seeing more than one approach to basic ‘material and for students who are interested in pursuing a topic in more depth. Itis my sincere hope that students and instructors will find this text an enjoyable and valuable introduction to higher mathematics and its methodology. I am always interested in any type of honest feedback, including corrections and criticisms. I can be contacted by email at remeli@enipniendis. cobertswolFady choo. com. Note to the Student If you are using this book, then I presume that you are a student who has completed most or all of the undergraduate calculus sequence and that your experience in ‘mathematics $0 far has been satisfying enough that you are now planning to study some “higher” mathematics. This text and the course for which it is written are designed to provide you with a smooth introduction to higher mathematics. The existence of such books and courses should be viewed as a genuine attempt to make abstract mathematics ‘more accessible than ever before, A thorough discussion of this point is found in the preface. (If you have not read the preface, please do so. It outlines the objectives of this course and the approach this textbook takes.) Based on many years of teaching this course, I have one primary piece of advice for you: approach your study of higher mathematics with a positive and active attitude! ‘You have almost certainly heard that post-caleulus mathematics is difficult. I would not contradict that opinion. Higher mathematics is not simple. Much of it is abstract and complex and challenging to most students. If you are looking for an easy subject to study, there are better choices. But mathematics is fascinating (in fact, most ‘mathematicians consider it “beautiful"), and leaming it can be extremely rewarding. IfPreface xi you have been reasonably successful in mathematics so far, itis likely that you are capable of learning and appreciating much of post-calculus mathematics. However, your chances of succeeding in higher mathematics are very slim if you wait for it to happen to you. Unfortunately, many students enter a course like this one with an attitude that can only be described as passive, even fearful. They listen passively to lectures and take notes unguestioningly, they wait until assignments are given out before attempting problems from the text, and they wait until just before quizzes and exams to actually read the text. Even if you are somewhat apprehensive about studying abstract mathematics, you will benefit greatly if you can go into it assertively. + Ifyou find something in the text or in a lecture confusing, you may or may not choose to ask your instructor about it right away. But you will probably benefit most if ‘you tackle the point yourself—by thinking about it, reading the text and your notes to ‘ty to understand the rationale for it, and by thinking about examples that might clarify it, + Specific, concrete examples are one of the major keys to understanding abstract ‘mathematical concepts. The many examples in this book will help you. But you wi benefit even more if you try to construct your own examples. When something seems difficult to understand, ask yourself, “Can I come up with an easier version of this or a simple instance or situation that might illustrate this concept?” + Similarly, you will benefit if you do the homework that is assigned in this course thoughtfully and thoroughly. But you will benefit even more if you view the assigned problems not just as a task to get through quickly but as investigations or stepping-stones to discovery. What is the purpose of this problem? What points does it illustrate? Why is it worded the way itis? Are the restrictions in it necessary, or could itsill be solved with some restrictions loosened? What further questions does it raise? Asking such questions makes a sucessful mathematics student. These are a few suggestions that could help you take control of your study of higher mathematics rather than the other way around. Am I simply suggesting that you spend lots of time studying? No, not reaily. In the short term, itis true that approaching mathematics actively takes more time than being passive. But in the long term, an active, inquisitive attitude will actually save you time, because you will develop tools and habits that enable you to study efficiently and get to the core of concepts and problems quickly. One last piece of advice: in spite of your positive atitude, you should expect some failures. In this course, besides learning some abstract concepts, you wall be leaming a very special way of gaining knowledge. Unless you worked with proofs in high school or in your calculus courses, you probably have very little experience reading or writing them. Almost no one leams these skills quickly and painlessly. Just as in leaning to walk, everyone has to fall down many times and struggle through many halting little steps before mastering proofs. Eventually, a skill hat was a major challenge can become so muuch second nature that it's impossible to remember that it was ever difficult. With work, perseverance and a positive attitude, the ideas of higher mathematics and the language of proofs can become comfortable and familiar to you.