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Day 2: Logic and Proof: George E. Hrabovsky Mast

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100 views36 pages

Day 2: Logic and Proof: George E. Hrabovsky Mast

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Uploaded by

Giannis Pardalis
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Day 2: Logic and Proof

George E. Hrabovsky
MAST

Introduction
This is the second installment of the series. Here I intend to present the ideas and
methods of proof.

Logic and proof


To begin with, I will need to present the basic method of mathematics. I will try to make
this as simple as possible and still be useful. It is important to realize that in
mathematics, until an idea is applied to something concrete, ideas have no meaning.
Thus mathematics is the ultimate abstraction from reality; we speak of pure ideas
without regard to meaning. It is best to think of mathematics at this level as a kind of
structure.
To succeed in mathematics we need to consider several different notions:
Technical terms that we understand to be true, but are unable to define exactly
without resorting to a circular argument (using the idea in its definition) are
called undefined terms. Undefined terms may be used as arguments in proofs, but
there is the risk that such ambigious terms will lead to unclear proofs.
A statement that is either true of false is called a proposition. Propositions that
contain only one part is called an atomic proposition. Propositions containing
several parts are called compound propositions.
Propositions that we assume to be true based on experience are called axioms or
postulates. Axioms and postulates may be used as arguments in proofs.
Propositions that we believe to be true, but have not been proved are called
conjectures. Conjectures may be used as arguments in proofs, but the prove will
be undone should a conjecture be disproved.
A conjecture that has been proved is called a theorem. A theorem that is proven
as part of a larger proof (as an intermediate step) is called a lemma. A theorem
that is a minor extension of another theorem is called a corollary. Theorems,
lemmas, and corollaries may be used as arguments in a proof.
Technical terms that are built out of precise statements are called formal
definitions, or just definitions. Definitions may be used as arguments in a proof.

Technical terms that are built out of precise statements are called formal
definitions, or just definitions. Definitions may be used as arguments in a proof.

Propositional Logic
In the table below you will find definitions and examples of the operations of the logic
of propositions. It will be understood that a proposition will be symbolized as
p, q, r, s, .... All of these symbols may be used in proofs.
Propositional
Operation

Symbol

Meaning

Eaxample

Negation

Not

This And That

Conjunction
Disjunction

Exclusive
Disjunction

Conditional

Converse

Contrapositive

Bicondictional

This Or That
This Or That
But Not Both
If p, Then q
The Converse of
If p, Then q
is If q , Then p.

pq
pq
pq
pq

q p

The
Contrapositive
of If p,
Then q is
If Not - q ,
Then Not - p.

q p

p If and Only If
q . If and only if,
is sometimes
written iff.

p q

From these symbols we can create logical formulas. The simplest formula is just the
statement
of a proposition, for example p, or if we are making a statement that a

proposition p depends on another idea, say x we would write pHxL.

3
From these symbols we can create logical formulas. The simplest formula is just the
statement of a proposition, for example p, or if we are making a statement that a
proposition p depends on another idea, say x we would write pHxL.

Truth Tables
Every proposition, indeed every logical formula, is either true or false. We can create a
table of these values using T for true, and F for false. When we make this array using all
possible truth values, we call it a truth table. For example, we can create the truth table
for the negation of a proposition p:
p p
T F
F T
Here is the truth table for the conjunction between two propositions p and q, where we
list all possible truth values of the propositions and apply the definition of the
conjunction to determine the resulting truth value.
p
T
F
T
F

q pq
T
T
T
F
F
F
F
F

Here is the truth table for a somewhat complicated formula:


p
T
F
T
F
T
F
T
F

q
T
T
T
T
F
F
F
F

r p q r
T
T
F
T
F
F
F
T
T
F
F
T
T
F
F
T
F
F
F
F
T
F
F
T

H p qL r
T
F
T
T
F
F
T
T

If two formulas have the same truth table result, then they are said to be logically
equivalent. We would write p~q if p and q are logically equivalent. If a formula is
always true, then it is called a tautology. If a formula is always false, then it is called a
contradiction.

Basic Set Theory

Basic Set Theory


The language of modern mathematics is a combination of logic and set theory. We
understand a set to be a collection of objects of some kind. Here is a table of basic ideas
from set theory.
Idea

Symbol

Meaning

Element of a Set

xX

x is an element of the set X.

Subset of a Set

X Y

The set X is a subset of the set Y if every


element of X is also an element of Y .

Equal Sets

X =Y

The set X is equal to the set Y if every


element of X is also an element of Y and
every element of Y is also an element of X .

Unequal Sets

X Y

X and Y are not equal.

Proper Subset

X Y

X Y and X Y .

Predicate Logic
Not all mathematical statements are propositions. Indeed,

x
2

= 0, is neither true nor

false as it is presented. It becomes a proposition only if we define x in some way. We


need to develop a couple of additional ideas.
A symbol that represents an unspecified object that can be chosen from some
collection of objects is called a variable.
A statement containing one or more variables that becomes a proposition when
the variables are chosen is called a predicate.
The statement, "For every ...," is symbolized by ", and is called the universal
quantifier. For example we can say that for all real numbers, symbolized by R,
x2 0. We could also write H" xL Hx RL x2 0.
The statement, "There exists...," is symbolized by $, and is called the existential
quantifier. For example, we can say that there exists some real number such that
x2 0. We could also write H$ xL Hx RL x2 0.

Proof Methods
In what follows, we will identify the starting proposition, the given, as the hypothesis
and symbolize it by p. The conjecture to be proved, the conclusion, will be symbolized
by q.

Proof by Truth Table


This is the most rudimentary style of proof. The primary limitation is the amount of
work it requires, and the ever-expanding size of the resulting truth table. You begin by
producing the truth table for the hypothesis, and then the conclusion; if they are the
same, then they are logically equivalent, thus the hypothesis iff the conclusion.

5
This is the most rudimentary style of proof. The primary limitation is the amount of
work it requires, and the ever-expanding size of the resulting truth table. You begin by
producing the truth table for the hypothesis, and then the conclusion; if they are the
same, then they are logically equivalent, thus the hypothesis iff the conclusion.

Direct proof
This is at once the most effective proof and the most difficult. Here are the steps:
1.
2.
3.
4.
5.

State the hypothesis.


Make your first argument in a sequence that will bring you to the conclusion.
(this symbol indicates a variable number of steps).
Make you final argument.
State your conclusion.

Often this process is ended by writing Q.E.D. standing for qoud erat demonstratum,
meaning roughly, "Which was to be demonstrated."

Proof by contrapositive
The contrapositive and the conditional are logically equivalent, thus if we can prove the
contrapositive, we have proven the conditional. We begin this method of proof by
stating the conclusion.
1.
2.
3.
4.
5.
6.
7.

State the conclusion.


Write the negation of the conclusion.
Make your first argument in a sequence that will bring you to the hypothesis.
.
Make your final argument.
State the negation of the hypothesis.
Make the argument that by the contrapositive the conditional must be true. Q.E.D.

Reductio ad absurdum (RAA)


I gave Galileo's example of this type of proof in the Day One Theoretical Physics Article.
1.
2.
3.
4.
5.
6.

State the hypothesis.


Assume that the hypothesis implies the negation of the conclusion
Make your first argument in a sequence that will bring you to the conclusion.
.
Make you final argument.
Show that this implies that the negation of the conclusion is both true and false,
such a situation is always false.
7. Since this a contradiction, the negation of the conclusion cannot be true.
8. The conclusion must then be true. Q.E.D.

Mathematical induction
This requires knowing that the natural numbers are 1, 2, 3, and so on.

This requires knowing that the natural numbers are 1, 2, 3, and so on.
1. State the hypothesis.
2. Show that the conclusion is true for the case of a variable equal to one. This is
called the basis step.
3. Write your conclusion for the variable having an arbitrary value for some
unspecified natural number n.
4. Show that if the conclusion is true for n that the conclusion is also true for n + 1.
This is called the inductive step. It is possible to reverse 3 and 4, to assume the
conclusion true for n + 1 and then show that it is true for n.
5. By the Principle of Mathematical Induction the conclusion must be true for all
natural numbers (or for all cases that can be listed by the natural numbers). Q.E.D.

Proof by cases - divide and conquer


The final style of proof is given in the next two sections:
1.
2.
3.
4.

State the hypothesis.


Show that the conclusion requires a finite number of cases.
Prove each case independently.
Thus the conclusion is true for each possible case. Q.E.D.

Proof by cases - Bootstrap


We continue with the second method for case analysis:
1.
2.
3.
4.
5.

State the hypothesis.


Show that the conclusion requires a finite number of cases.
Prove the first case.
Prove each case based on the proof of the previous case.
Thus the conclusion is true for each case. Q.E.D.

Counterexamples
Up to now we have considered how to construct a mathematical proof. We can also
disprove a conjecture by showing a single case where the conclusion is not true. Such an
instance is called a counterexample of the conjecture.

Logical Operations in Mathematica


Using [1] as a basis, I will begin with some logical operations.
Operation
Negation

Mathematica Command
! expression

Explanation
Negates the expression.

Conjunction

Disjunction

e1 &&
e2 &&
...

Returns True if e1 and e2 are


true, otherwise it returns
False.

e1 e2 ...

Returns True if e1 or e2 are


true, otherwise it returns
False.

Exclusive
Disjunction

Xor@e1, e2, ...D

Returns True if either e1 or


e2 are true, but not both,
otherwise it returns false.

Conditional

Implies@p, qD

This represents the


conditional p q .

Biconditional

Equivalent@p, qD

This represents the


biconditional p q .

ForAll

ForAll@x, exprD

This is the universal


quantifier.

Exists

Exists@x, exprD

This is the existential


quantifier.

We can use Mathematica to develop truth tables. We will first use the command
BooleanTable[logical expression,{logical variable 1},{logical variable 2}, ...]
BooleanTable@p && q, 8p<, 8q<D

88True, False<, 8False, False<<


We can put this into the form of a table by either wrapping the function in TableForm[],
TableForm@BooleanTable@p && q, 8p<, 8q<DD
True False
False False
or by adding //TableForm on the end

BooleanTable@p && q, 8p<, 8q<D TableForm


True False
False False

We can make it numerical, where 1 stands for True and 0 for False by Wrapping the
command in Boole[ ].

8
We can make it numerical, where 1 stands for True and 0 for False by Wrapping the
command in Boole[ ].
Boole@BooleanTable@p && q, 8p<, 8q<DD TableForm
1 0
0 0
We can even make a pictogram of the truth table by wrapping the command in
ArrayPlot. Here the black squares represent the value True and the white the value False.
ArrayPlot@Boole@BooleanTable@p && q, 8p<, 8q<DDD

We can make the image smaller by specifying an ImageSize->45

ArrayPlot@Boole@BooleanTable@p && q, 8p<, 8q<DD,


ImageSize 45D

Here is the picture of a truth table for a more complicated formula,

9
BooleanTable@8p, q, r, Hp && qL H! rL<D
TableForm
True
True
True
True
False
False
False
False

True
True
False
False
True
True
False
False

True
False
True
False
True
False
True
False

True
True
False
True
False
True
False
True

Or graphically,
ArrayPlot@
Boole@BooleanTable@8p, q, r, Hp && qL H! rL<DD,
ImageSize 45D

In this way it is easy to see logical equivalence and to use truth tables to prove logical
statements.

Arguments by logic
The following are arguments of logic. It is a useful exercise to prove each of these,
either by writing their truth tables, or by other methods.
Argument

Name

Definition of a
Contradiction

Definition of
a Double
Negative

H p pL
F
Formula

I pM p

Explanation
A proposition and its negation
cannot both be true.
The negation of a negation of a
proposition is the proposition.

10

H p pL

Law of the
Excluded
Middle

Definition of
Commutation

Definition of
Associativity

Law of the
Contrapositive

DeMorgan' s
Laws

Definition of a
Distribution

H p * qL
Hq * pL
H p * qL *
r p*
Hq * rL

H pqL
H q
pL

Hp *
qL
H p qL

p * Hq rL
H p * qL
H p * rL

Either something is true or it


is not. This is similar to
argument 1.
This is true when you replace
* with either or .
This is true when you replace
* with either or .
This is the basis for proof by
contrapositive.
This is true when you replace
* with either or and
with either or ,
respectively.
This is true when you replace
* with either or and
with either or ,
respectively.

Proof: Here is an example of a proof by truth table, we will prove Argument 1,


Contradiction.
p p H p pL Contradiction
T F
F
F
F T
F
F

thus H p pL~Contradiction, which proves argument 1. QED.


Here is an example of how to discover a proof. We will prove Argument 2, Double
Negative. We need to show that the double negative is equivalent to the initial
proposition.
1. We start by stating that the negation of a proposition always has the opposite
truth value of a proposition, thus we can write
q = p.
2. The negation of q will then have the opposite truth value from q, we can write,

11

r = q.
3. Since a proposition is either true or false, when a negation is false the starting
proposition is true.
4. When r is false, then q must be true, this also means that p is false.
5. Similarly when r is true q is false, and thus p is true.
6. Therefore we see that r and p are the same.
7. Since r is the double negative of p, then we can say that the double negative of
any proposition is the same as the proposition. This has been a proof by cases.
QED.

Arguments involving limits


In [5] we explored the idea of a limit. We begin with the formal definition of the limit:

Definition 1 The Limit: The limit of some function f HxL as x approaches some specific
value a is symbolized by
lim f HxL = L.
xa

so long as we make f HxL get as close to L as we want such that x is sufficiently close to
a and so long as x never really becomes a.
While this definition is adequate, it will eventually be replaced by a more accurate one.
Argument

Name
Constant
Multiple
Rule for
Limits

10

Sum and
Difference
Rule
for Limits

11

Product
Rule for
Limits

Formula
limxa @
c f HxLD =
c limxa
f HxL
limxa @ f HxL
gHxLD =
limxa f HxL
limxa gHxL
limxa @ f HxL
gHxLD =
limxa f HxL
limxa gH
xL

Explanation
The limit of a constant multiple
of a function is the constant
multiple of the limit.

The limit of a sum is the sum of


the limits.

The limit of a product is the


product of the limits.

12

12

Quotient
Rule for
Limits

13

Power Rule
for Limits

14

Root Rule
for Limits

15

Constant
Limit Rule

16

Limiting
Value

17

Power of a
Limiting
Value

18

Limit of a
Polynomial
p HxL

19

20

Limit
Theorem 1

Squeeze
Theorem

limxa @
f HxL gHxLD =
Hlimxa f HxLL
Hlimxa gH
xLL
limxa @ f H
xLDn =
@limxa f HxLDn
limxa H f HxLL ^
H1nL =
Hlimxa
f HxLL1n

limxa HcL = c

limxa HxL = a

The limit of a quotient is the


quotient of the limits.
The limit of a
power is the power
of the limit.

The limit of an nth root is the


n th root of the limit.
The limit of a constant is that
constant.

limxa Hx n L =
an
limxa pHxL =
pHaL
f HxL g HxL

limxc f HxL
limxc gHxL

If
f HxL
h HxL gHxL,
then
limxc hHxL =
L

For all x on an interval @a, bD


where a c b.
This also requires limxc f HxL
= limxc gHxL = L ,
and that a c b.

13

Infinite
Limit

limxa f H
xL =

This is written if and only if we


can make f HxL arbitrarily large
for all values of x sufficiently
close to a so long as x a .

22

Negative
Infinite
Limit

limxa f H
xL =
-

23

Limits at
Infinity

limx c
xr = 0

This is written if and only if we


can make f HxL arbitrarily large
and negative for all values of x
sufficiently close to a so long as
x a.

21

24

25

Infinite
Polynomial
Limit

Continuous
Functions

limx pH
xL =
limx an
xn
limxa f H
xL =
f HaL

If f HxL is

Infinity and zero can be thought


of as inverses.
The infinite limit
of a polynomial
pHxL = an x n + an-1 x n-1
+ ... + a0
is the same as the infinite limit of
the highest order term of the
polynomial.
A function is continuous, or
smooth, if at any point a the
limit of the function is the limit
at that point.

continuous
on an
interval Aa, b E ,

26

Intermediate
Value
Theorem HIVTL

and if n is a
number such that
f HaL
n f HbL,

then there exists


some number c
such that,
a < c < b,
and f HcL = n .

This is a special way of saying


that every continuous function
will take on all values between
f HaL and f HbL.

Here is a proof of Argument 15, The Constant Multiple Rule for Limits. For this we
immediately require a more precise definition of the limit than the one we have above.
We need to define the absolute value,

14
Here is a proof of Argument 15, The Constant Multiple Rule for Limits. For this we
immediately require a more precise definition of the limit than the one we have above.
We need to define the absolute value,
x = ;

x x0
.
-x x < 0

(1)

So, we redefine the limit,

Definition 1a: The Limit. For some function f HxL then


lim f HxL = L.

if H" L H > 0L H$ L H > 0L

xa

whenever

0 < x - a < .

f HxL - L <

Proof of Argument 15: To accomplish this proof we need to show that the limit
of the constant multiple of an arbitrary function is the same as the constant multiple of
the limit of the function. It seems the most straightforward way to do this is to compute
both expressions and show they are equivalent.
1. Let us begin with the hypothesis, lim xa @c f HxLD.
2. By the definition we have some value > 0 such that
c f HxL - L

<

(2)

whenever there is a value > 0 such that,


0 < x - a < .
3. If we think about this for a while we realize that in this situation the limit L is the
product of a different limit M and the constant c, by the definition of the limit.
4. This gives us a nice clue as to how to complete the proof; we need to show that
(2) is equivalent to c f HxL - L < .
5. We begin by rewriting (2)
c f HxL - c M

< .

6. By argument 35, (the distributive property) we can rewrite this,


c

f HxL - M

< .

7. So, by (1) we have limxa @c f HxLD = M , and by (3) we have c limxa f HxL = M .
8. Thus we have limxa @c f HxLD = c limxa f HxL, QED.

(3)

15
Thus we have limxa @c f HxLD = c limxa f HxL, QED.

Arguments involving differentiation


In [5] I introduced the idea of differential calculus. We will present the following
definition of the derivative of a function:
Definition 2 The Derivative: The derivative of a function, f HtL is given as,
x
t

Argument
27

dx
dt

= f ' HtL = Dt x = lim

D f HtL

D t0

Name

Dt

Formula

28
on an Interval

8.

30

Slope of a
Tangent
Line

31

Constant
Derivative
Rule

32

Constant
Multiple
Rule

33

Sum Rule

34

Power Rule

35

Product Rule

Dt

H f Ht + D tL - f HtLL.

Explanation

A function is
differentiable on an
interval [a, bD if f ' HtL exists for
every point a t b.

Differentiability

Continuity

D t0

A function is differentiable at
some point a if f ' HaL exists.

Differentiability

29

= lim

If f HtL is differentiable at
t = a , then f HtL is continuous
at t = a .
The slope of a line tangent to a
point a on f HtL is f ' HaL.

c=0

c f HtL =

c t f HtL

@ f HtL gHtLD ' =


f ' HtL g ' HtL
n
t
t

= n t n-1

@ f HtL gHtLD ' =


f ' HtL gHtL +
g ' HtL f HtL

The derivative of a constant is 0.


The derivative of a constant
multiple is the constant
multiple of the derivative.
The derivative of a sum is the
sum of the derivatives.

16

@ f HtL gHtLD =
t

H f ' HtL gHtL - g '


HtL f HtLL

Quotient Rule

36

gHtL2

37

x x
=
y t

Chain Rule

This allows you to change


variables in differentiation. It is
a direct application of argument
11, above.

t y

I will now prove Argument 32, The Constant Multiple Rule. We begin with the
hypothesis.
1. Assume that we have

c f HtL.

2. By Definition 2, this gives us,


3. Factoring this we have,

c f HtL = limD t0

c f HtL = limD t0
t

c f Ht + D tL - c f HtL

Dt
c @ f Ht + D tL - f HtLD

Dt

4. Then by Argument 36, The Constant Multiple Rule for Limits, we now have,
f Ht + D tL - f HtL

c f HtL = c limD t0
.
t

Dt

5. This is equivalent, by the definition of the derivative, to c


6. Thus

c f HtL=c

f HtL, QED.

f HtL, the conclusion.

Arguments involving integration

In [5] I introduced the idea of an integral. Given any function f HtL, its antiderivative is
the function FHtL such that,
F ' HtL = f HtL.

The most general antiderivative is called the indefinite integral and is written,
f HtL t = FHtL + c.

Here are some arguments involving integration.


Argument
38

Name
Constant
Multiple
Rule

Formula

k f HtL t =
k f HtL t

Explanation
This allows us to factor any
multiplicative constants out of
the integrand.

17

39

Sum
Rule for
Integrals

40

Power
Rule for
Integrals

41

Constant
Rule for
Integrals

42

Substitution
Rule

43

Fundamental
Theorem
of Calculus

44

Interchanging
the Limits
of ntegration

45

The Same
Limits

46

Splitting
the Limits
of ntegration

47

Equivalent
Integrals

f HtL gHtL
t =
f HtL t
gHtL t

tn t =
t n+1 Hn +
1L + c

The integral of the sum is the


sum of the integrals.

Here n -1.

k t =
kt + c

f H gHtLL g '
HtL t
=
f HvL v
b
a f HtL t =
f HbL t -

f HaL t

b
a f HtL t =
- ba f HtL t

a
a f HtL t = 0
b
a f HtL t =
c
a f HtL t +
b
c f HtL t

b
a f HtL t =

b
a f HxL x

Here we understand that


v = gHtL. This
is an application
of the Chain Rule,
HArgument 37L above.
In essence this defines an
integral over
an interval from a
to b. Such an integral is called a
definite integral . The values a and
b are called the limits of
integration.
We can interchange
the limits of
integration by changing the sign.

We can split the limits of


integration so
long as a c b.

18

48

b
a c t =
c Hb - aL

Constant
Rule for
Definite
Integrals

I will prove Argument 38, the Constant Multiple Rule for Integration. Here we begin
with the definition of the integral.
1. By the definition of an integral f HtL t = FHtL + c.

2. This implies @FHtL + cD' = f HtL.


3. By argument 32 we can multiply this by an constant k, k @FHtL + cD' = k f HtL.
4. We can apply this to step 1 and get, k f HtL t = k FHtL + k c.

5. By argument xx, The Distributive Property, the right hand side of this becomes,
k FHtL + k c = k @FHtL + cD.
6. By the definition of integration this is equivalent to k f HtL t = k@FHtL + c].
7. By step 5 then k f HtL t = k f HtL t. QED.

Arguments involving sequences and series


In [5] I introduced the idea of a series. Here I formalize that. I will make three
definitions.
Definition 3 Sequences: A sequence is a list, in a specific order, of n terms. A
sequence is called infinite if n . A sequence may be writeen,
8sn < = 8s1 , s2 , s3 , ..., sn <.

Definition 4 Limit of a Sequence: An infinite sequence {s(n)} has a limit


lim sn = c

if, " p > 0, $ N such that s - p < sn < c + p for n > N.


Definition 5 Series: A series is the sum of the first n terms of a sequence.
ai = a0 + a1 + a2 + ... + an
n

i=o

If this is the sum of an infinite sequence, then it is called an infinite series.

19
ai = a j + a j+1 + ... + aa + ...

i= j

Definition 6 Sequence of Partial Sums: Associated with every infinite series is the
sum of the first n terms of the infinite series
sn = ai = a0 + a1 + a2 + ... + an
n

i=o

This is called the sequence of partial sums 8sn <.


Argument

Name

Formula

Explanation

49

Convergent
sequence

A sequence that has a limit is


said to converge.

50

Divergent
sequence

A sequence that does not


converge is said to diverge.

51

Relevance of
limit theorems

The arguments relating limits


are applicable to the limits of
sequences.

Bounded above

sn B

A sequence is bounded above if


every value of the sequence is
less than some value of B. B is
called the upper bound.

sn B

A sequence is bounded below if


every value of the sequence is
more than some value of B. B is
called the lower bound.

52

53

Bounded below

54

Monotone
nondecreasing

55

Monotone
strictly
increasing

56

Monotone
nonincreasing

sn sn+1

Every subsequent term of the


sequence is less than, or equal
to, the previous term.

sn < sn+1

Every subsequent term of the


sequence is less than the
previous term.

sn sn+1

Every subsequent term of the


sequence is greater than, or
equal to, the previous term.

20

57

58

Monotone
strictly
decreasing

Convergence of
monotonic
sequences

sn > sn+1

limn sn =
cB
limn sn =
c B

Every subsequent term of the


sequence is greater than the
previous term.
An infinite sequence that is
bounded from above and is
mononotic nondecreasing is
convergent. Likewise an infinite
sequence that is bounded from
above and is monotonic from
below is convergent.

Least upper
bound axiom

If a set of numbers is bounded


above, then there is a least

upper bound B such that all


other upper bounds are greater

than or equal to B .

60

Greatest
lower bound
theorem

If a set of numbers is bounded


below, then there is a greatest

lower bound B such that all


other lower bounds are less

than or equal to B .

61

Proper
divergence

62

Oscillating
sequences

A sequences that diverges,


but is not properly divergent, is
called oscillatory.

63

Monotonic
sequences
and
convergence
divergence

A monotonic sequence either


converges or is proper divergent.

Subsequence

If we can define a new infinite


sequence from a given sequence
by ignoring some terms we have
a subsequence.

59

64

sn

A sequence that tends to infinity


or negative infinity is divergent.

21
If 8sn < is a sequence with a limit
c Hor L, then any
subsequence of 8sn < will have
a limit of c Hor L.

65

Limit of a
subsequence

66

Oscillatory
subsequences

A sequence with two


subsequences that have
different limits is oscillatory.

67

Limit of a
subsequence
of a
monotonic
sequence

If a subsequence of the
monotonic
sequence 8sn < has a
limit c Hor L then 8sn < also
has a limit of c Hor L.

68

Cauchy
condition

Given 8sn <,


" > 0,
$ N,
sn - sm <

Far out in the sequence,


all terms are close together.

when
m, n > N .

69

Cauchy criterion

If a sequence converges then it


satisfied the Cauchy condition,
also if the sequence satisfies the
Cauchy condition it is
convergent.

70

Convergence of
infinite series

An infinite series converges if


its sequence of partial sums
is bounded.

71

Proper
divergence
of an
infinite series

An infinite series is proper


divergent if its sequence of
partial sums is unbounded.

72

Oscillating
infinite series

An infinite series is oscillating if


its sequence of partial sums is
oscillatory.

22

73

Adding or removing zero terms


to a series has no effect on the
series.

Zero terms
b1 + b2 + ... +
bk +
ak+1 +
ak+2 +
... + an =

74

Replacement of
k terms in an
infinite series

a1 + a2 + ... +
an
+AIb1 + b2 + ... +
bk M

- Ia1 + a2

The effect of replacing terms in


an infinite series is to add a
constant to the nth partial sum
of the original series. In general
this leaves the convergence of
the original series unchanged.

+ ... +

ak ME =
sn + d

sn =
a1 + a2 + ... +
an ,

75

tn = an+1 +
an+2 + ...

= j=1 an+ j
S=
sn + tn

Given that an infinite series


converges and has the sum S ,
then adding a series to it creates
another series that converges
with the sum sn + tn .

23

For a
convergent
series
i=1 ai
with
sum k and
we have a
monotinic
strictly
increasing
sequence
8bi < of positive
integers. Now
we
also have
76

c1 = a1 + a2 + ...
+ab
1
c2 = at +1 +
1
at +2 +
1
... + at

cn = at

n-1 +1

at
n-1 +2
+ ... + atn

then the series

n=1 cn is
convergent
and has sum k.

A =
i=1 ai

77

Multiplication
of a series
by a constant

If
" k $ ck = d ak ,
then
c A =
k=1 ck

= k=1 d ak
= d
k=1 ak .

The converse of this is not true.


We can also say that if,
after parenthesis are inserted
into a given series, the new
series diverges, then the original
series diverges.

24
A =
i=1 ai
B = j=1 b j

78

79

80

Sum of series

Cauchy
criterion for
infinite series

Dominated
Series

If " k $ ck =
ak +
bk ,
then A + B =

k=1 ck =

k=1 Hak +
bk L
=
k=1 ak +

k=1 bk .

i=1 ai is
convergent if
and only if,
" > 0,
$ N,
such that
an+1 + an+2
+ ... +
am <
when m >
n>N

Thi is Argument 69 rewritten


for infinite series.

A series
i= j ai with real or
complex terms is dominated by
the series
i= j bi with
nonnegative
real terms so long
as ai bi " i j .

25
A series
i=1 ai with
nonegative terms and is
dominated by the convergent
series,
i=1 bi that has the

81

sum B, is also convergent


and has the sum A B. Also,
ni=1 ai A
ni=1 ai + j=i+1 b j .

Things to do for Day Three


Continue building your library of references. Definitely begin with references [3] and
[4].

Practice Problems from Day One


The first problem was to write out three functions of t whose properties you
understand. For this, I will choose:
f HtL = t3 - t2 ,

gHtL = H4 + tL3 ,
and
hHtL =

xt
t3

The second problem was to write out each of the functions as a divided difference
as in (6) in [1]. Recall that (6) in [1] is,
Xx\ =

D f HtL
Dt

f Ht + D tL - f HtL
Dt

thus the three functions become,


f HtL = t - t
3

f Ht + D tL - f HtL
Dt

Ht + D tL3 - Ht + D tL2 - t3 + t2
Dt
=

26
It3 + 3 t2 D t + 3 t D t2 + D t3 - t2 - 2 t D t - D t2 - t3 + t2 M

1
Dt

1
Dt

I3 t2 D t + 3 t D t2 + D t3 - 2 t D t - D t2 M
= 3 t2 + 3 t D t + D t2 - 2 t - D t.

gHtL = H4 + tL3

gHt + D tL - gHtL

gHtL = H4 + tL

gHt + D tL - gHtL

Dt

Dt

H4 + t + D tL3 - H4 + tL3
Dt

H4 + t + D tL3 - H4 + tL3
Dt
=

1
Dt

It3 + 3 t2 D t + 12 t2 + 3 t D t2 + 48 t + 24 t D t + 48 D t +
12 D t2 + D t3 + 64 - t3 - 12 t2 - 48 t - 64M
=

1
Dt

I3 t2 D t + 3 t D t2 + 24 t D t + 48 D t + 12 D t2 + D t3 M
= 3 t2 + 3 t D t + 24 t + 48 + 12 D t + D t2 .

and,
hHtL =

xt
t3

= Hx tL t

-3

= xt

-2

hHt + D tL - hHtL
Dt
=

x Ht + D tL-2 - x t-2
Dt

x AHt + D tL-2 - t-2 E


Dt

x Ht + D tL2 - x t2
Dt

At2 x - xHt + D tL2 E t2 Ht + D tL2


Dt
=

27

1
Dt

At2 x - xIt2 + 2 t D t + D t2 ME t2 Ht + D tL2

xI2 t D t + D t2 M t2 Ht + D tL2
Dt
=

xH2 t + D tL
t2 Ht + D tL2

The third problem is to take the derivative of each function in t. Recall that the
derivative is,
f Ht + D tL - f HtL

f ' HtL = lim

Dt

D t0

So,

f H' tL = lim

f Ht + D tL - f HtL
Dt

D t0

= lim 3 t2 + 3 t D t + D t2 - 2 t - D t
D t0

= 3 t2 + 3 t H0L + H0L2 - 2 t - H0L

= 3 t2 - 2 t .
gH' tL = lim

gHt + D tL - gHtL
Dt

D t0

= lim 3 t2 + 3 t D t + 24 t + 48 + 12 D t + D t2
D t0

= 3 t2 + 3 t H0L + 24 t + 48 + 12 H0L + H0L2


= 3 t2 + 24 t + 48 .
and
hH' tL = lim

D t0

hHt + D tL - hHtL
Dt

= lim

D t0

xH2 t + D tL
t2 Ht + D tL2

xH2 t + 0L
t2 Ht + 0L2

28
xH2 t L
t2 HtL2

2 xt
t4
2 x
t3

Practice Problems
Choose one of the arguments by logic and prove it is true. A good project is to prove
them all.

Conclusions
I have presented a fairly good reference for beginning to explore the mathematics used
in physics. This is a good beginning.

References
[1] George E. Hrabovsky, (2009), Day 1: Introduction to Theoretical Physics.
MASTers Notes, Issue 1, (http://www.madscitech.org/notes.html).
[2] Steven Galovich, (1989), Introduction to Mathematical Structures, Harcourt
Brace Jovanovich. This truly wonderful book is out of print, but you can still find it here
and there. It is my favorite book on logic, proofs, and set theory. I picked up my copy at
a used book store for only $8.
[3] Joseph Fields, (?), A Gentle Introduction to the Art of Mathematics. This free
textbook is available from the author's website:
http://www.southernct.edu/~fields/GIAM/GIAM.pdf . This book goes much deeper than
we intend to do.
[4] Michael A. Henning, (?), An Introduction to Logic and Proof Techniques. This is
a free download from a course website:
http://www.southernct.edu/~fields/GIAM/GIAM.pdf this set of notes is at about the
right level for our purposes.
[5] Martin V. Day, (2009), An Introduction to Proofs and the Mathematical
Vernacular. This is a free download from the website:
http://www.math.vt.edu/people/day/ProofsBook. This book assumes that you have
studied calculus.

29
[5] Martin V. Day, (2009), An Introduction to Proofs and the Mathematical
Vernacular. This is a free download from the website:
http://www.math.vt.edu/people/day/ProofsBook. This book assumes that you have
studied calculus.
[6] Dave Witte Morris, Joy Morris, (2009), Proofs and Concepts. This free book can
be downloaded from the website:
http://people.uleth.ca/~dave.morris/books/proofs+concepts.html. Sections I and II cover
the topic of this writing.

Appendix: Arguments from Basic Mathematics


I am assuming that you will not need explanation for these. I include them for
completeness and future reference.

Arguments by algebraic manipulation


In this section I will assume that you are familiar with the basic operations of arithmetic:
addition, subtraction, multiplication, division, exponentiation, and root-taking. I will
introduce a number of technical terms that will be understood without fomal definition.
In algebra, the set of objects that you can choose variables from will be a set of
numbers.
The first set of numbers is the natural numbers, the counting numbers, and is
symbolized N.
The second set of numbers are the whole numbers, the natural numbers and zero,
denoted W.
The third set of numbers is the integers, the whole numbers and the negative of
the natural numbers, denoted Z.
The fourth set of numbers is the rational numbers, fractions whose denominator
and numerator are both integers, denoted Q.
The fifth set of numbers is the real numbers, the rational numbers and all
irrational numbers, denoted R.
The sixth set of numbers is the imaginary numbers, these are multiples of
i = -1 .
The seventh set of numbers is the complex numbers, the set of all real and
imaginary numbers of the form z = x + i y, where x and y are real. This set is
denoted C.
A predicate in algebra is frequently called an expression.
The value of a variable is provided when a variable is replaced with a specific
choice of object.
Finding the value of an expression is called evaluation of the expression. You
must be careful to be consistent in your choise of values for the variables, that is
the same variable in multiple terms must all have the same values.

30

Finding the value of an expression is called evaluation of the expression. You


must be careful to be consistent in your choise of values for the variables, that is
the same variable in multiple terms must all have the same values.
When you evaluate an expression you begin by evaluating whatever terms are
within grouping symbols (parentheses, brackets, etc.). Then you evaluate all
exponents. Then you evaluate all products and quotients. And then you evaluate
all sums and differences.
A polynomial expression is an expression whose terms are integer powers of the
variables. The highest integer power of the polynomial is called the degree of the
polynonial. Thus, x2 + x + 1 is an example of a polynomial of second degree with
three terms.
A polynomial of only one term is called a monomial.
Any constant factor of a term in a polynomial is called a coefficient. For example,
3 x2 has a coefficient of 3.
Like terms in an expression can be combined by adding, or subtracting,
coefficients as necessary. Thus, 3 x2 - 5 x2 = H3 - 5L x2 = -2 x2 .
A polynomial of degree 1 is called linear.
A polynomial of degree 2 is called quadratic.
A polynomial of degree 3 is called cubic.
A polynomial of degree 4 is called quartic.
A polynomial of degree 5 is called quintic.
A rational expression is the quotient of two polynomials.
An equation is an expression that states that two or more terms, or combinations
of terms, have the same value. These will have an equal sign relating the relavant
values, =.
The solution of an equation is what you get when you evaluate that equation. A
polynomial equation of a given degree will be called by the name of the
polynomial of the same degree, (linear, quadratic, cubic, quartic, and quintic).
There are five relationships between values that are not equality: two values can
be greater than >, less than <, greater than or equal to , less than or equal to ,
and not equal to . Any expression involving these are called inequalities. A
polynomial inequality of a given degree will be called by the name of the
polynomial of the same degree, (linear, quadratic, cubic, quartic, and quintic).

Argument

82

Name
Fraction
Multiplicaton

Formula
a
b

c
d

Ha cL Hb dL

Explanation
Multiplying fractions involves
first multiplying the
denominators and then the
numerators.

31

83

84

Fraction
Division

a
b

a
a

Cancellation

c
d

ad
bc

=1

Dividing fractions is just


mutiplying the dividend by
the inversion of the divisor.
Common factors in the
denominator and numerator
can be replaced by 1,
term - by - term. Thus,
a+1
a

85

Adding and
Subtracting
Fractions

a
b

c
d

= 1+

1
a

and not 1.

Ha d
b cL
Hb dL

na+
ma+
b =
Hn + mL
a+b

86

Adding Terms

87

Adding
Opposite
Signed
Integers

88

Adding
Same Signed
Integers

89

Multiplying
Opposite
Signed
Integers

90

Multiplying
Opposite
Signed
Integers

ab =
H-aL H-bL

91

Double
Negative

-H-aL = a

a + H-bL =
a-b
H-aL +
H-bL =
-Ha + bL
a H-bL =
-Ha bL

We can add like terms be adding


their coefficients,
unlike terms
cannot be added.
Subtraction and adding
opposite sign
integers are equal.

32

92

Multplying a
Term by 1

93

Multiplying
Exponents

a m an = am+n

94

Dividing
Exponents

95

Reciprocal

96

Negative Power

97

Power of
a Product

98

Power of
a Quotient

an
bn

99

Rewriting
Division

a
b

100

Multiplying
Same Signed
Integers

101

Product
of Roots

102

Quotient
of Roots

103

Power
of a Root

104

Root as a
Fractional
Power

105

The General
Commutative
Property

b
b

= a1 = a

am
an

We can always multiply a term


by 1.

= am-n
1
a

a -1 =

a-n = 1 a n

Ha bLn = an bn
= I Mn
a
b

= a b-1

ab =
H-aL H-bL

Ha bL^H1 nL =
a ^H1 nL
b^H1 nL
Ha bL^
H1 nL =
Ha ^H1 nLL
Hb^H1 nLL

am ^H1 nL
= Ha^H1 nLLm

This also means that if m = n


then we have

an = a .

a ^H1 nL = a n

a*b =
b*a

Here we replace * by either


+ or .

33

106

The General
Associative
Property

107

Distributive
Property

Ha * bL * c =
a * Hb * cL

a Hb + cL =
Ha b L +
H a cL

Ha + bL Hc +
dL =
Ha cL +
Ha dL +
Hb cL +
Hb d L

Multiplying
Binomials

108

Here we replace * by either


+ or .
This is also the basis for
factoring, in which case we
reverse the process.

1. Assume that we have rational numbers x = a b and y = c d.


2. By the definition of a rational number, t s, where s and t are integers,

Proof of argument 82, Fraction Multiplication.

x y =

3. This is equivalent to the expression for integers Ha bL Hc dL.


b

4. We can rewrite this Ja N Jc N.


1

5. By the associative property of multiplication we can write this, Ha cL J N.


b

6. By the definition of division we can rewrite this, Ha cL Hb dL.


ac
7. By the definition of rational numbers we have,
.

bd

8. Thus,

a
b

c
d

ac
bd

, QED.

This has been a direct proof.

Algebraic Manipulation in Mathematica


In addition to logical operations. Mathematica is good at algebraic manipulations, too.
Operation

Simplify

Mathematica Command

Explanation

Simplify@exprD

Performs a sequence of
symbolic
transformations on
expr and outputs the
simplest form it can find.

34

FullSimplify@exprD

Performs an extensive
sequence of symbolic
transformations on expr
and outputs the simplest
form it can find.

Expand

Expand@exprD

Expands all products and


integer powers for expr.

Factor

Factor@polynomialD

Factors a polynomial over


the set of integers.

Collect

Collect@expr, patD

Collects terms of expr that


match pat.

Together@rationalD

Places the terms


of a rational
expression over a common
denominator and then
cancels and factors in the
result.

Apart@rationalD

Splits up a rational
expression as a sum of
terms having minimal
denominators.

Cancel@rationalD

Cancels common
factors in a
rational expression.

PowerExpand@exprD

Expands all products and


powers for expr.

FullSimplify

Together

Apart

Cancel

PowerExpand

First there are a few things to mention regarding Simplify. If we write,


Simplify

x2

x2
you might think something went wrong. Why doesn't Mathematica return the correct
value of x? This is because Mathematica doesn't know what number system we want to
use. If we say that we want to consider only positive values of x then we write,

35

Simplify

x2 , x > 0

x
or even better still, if we say that x is an element of the set of real numbers, or
symbolically x R,
Simplify

x2 , x Reals

Abs@xD
this is the correct answer, the square root of x2 in the reals is the absolute value of x.
Most of the time Simplify is good enough. For cases involving so-called special
functions it is often best to use FullSimplify.
Gamma@x + 1D Gamma@1 - xD
Gamma@1 - xD Gamma@1 + xD
Simplify@Gamma@x + 1D Gamma@1 - xDD
Gamma@1 - xD Gamma@1 + xD
FullSimplify@Gamma@x + 1D Gamma@1 - xDD
x Csc@ xD
These are only a brief listing of the most basic capabilities of Mathematica in terms of
algebraic manipulations. I invite you to explore the Documentation system and play
with it.

Arguments relating to logarithms


Expanding on the ideas from the last section, we can define exponentiation and roottaking as inverse operations, similar to addition and subtraction. Thus we can define a
root,
Definiiton 1: Root of an exponent: Given an exponent, an , its nth root is a. This is
denoted a =

an .

We can similary define the logarithm.

36

We can similary define the logarithm.


Definiiton 2: Logarithm of an exponent: Given an exponent, an , its base-a logarithm
is n. This is denoted loga an = n.
Argument
109

Name
Logarithm
of a product

110

Logarithm of
a quotient

111

Logarithm
of a power

logn Ha bL =
logn a +
logn b
Formula

logn I M =
a
b

logn a logn b
logx a n =
n logx a

Explanation
The logarithm of a product is
the sum of the logarithms.
The logarithm of a
quotient is the difference of
the logarithms.

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