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On Constructing Proofs

Richard EarlMichaelmas 2008

1 Why do Analysis?

Each year, the analysis courses are found notoriously unpopular and/or di

ﬃ

cult by most (if not all) new mathematicsstudents at Oxford (and in other universities). They are commonly felt to be pedantic, pointless and alien. You may

ﬁ

nd it still more galling as each week your tutor rattles o

ﬀ

a short proof, of a few lines, to an exercise you’ve beenfumbling with for the last week; still worse having seen the proof, and being convinced of its soundness, you may wellfeel you could never have generated the proof yourself. Tim Gowers describes the phenomenon as: "Why easy analysisproblems are easy" on his webpage; his solution is: "Solving analysis problems on auto." In the following I hope tolikewise give you some tips on an almost algorithmic approach that should help you break down

ﬁ

rst year analysisproblems.The analysis proofs you will see this year are littered with weird and not-so-wonderful symbols such as

∃

,

∀

,δ,ε,

etc.and the secret to understanding analysis, certainly to getting over one’s fear of analysis, is in making these symbolsfamiliar, and even helpful, rather than letting them remain alien and intimidating. They each have precise de

ﬁ

nitionsand so need showing some respect, but their individual meanings are not at all complicated.A major point of the

ﬁ

rst year analysis courses (and one of the main points of maths degrees) is in fosteringa new, more rigorous mindset. Another aspect of the degree is in teaching students to present mathematics in anunderstandable, irrefutable fashion. There is little to no focus on proof in A-levels; you may well not be explicitlytold anything wrong at A-level but that is because the syllabus deliberately avoids any weird, pathological examples.However, mathematics (and certainly the real world) has no syllabus. At university we hope to train you so that, whenfaced with a new problem, you can proceed with con

ﬁ

dence in your arguments and not fall into traps of assumingthe seemingly obvious but wrong; even an applied mathematician modelling the real world (something quite removedfrom this

ﬁ

rst term analysis course) must retain an appreciation of the assumptions and limitations of the model s/heis using. Similarly any mathematician repeatedly running a calculation on a computer needs to know with certaintythat small initial errors won’t balloon out of all proportion in the long run.There is much more to analysis than simply taking a rigorous mindset — for example the complex analysis andtopology courses in the second year have many genuine, novel ideas of their own. For now, though, if you

ﬁ

nd thestatements of analysis theorems this year rather obvious then can I recommend treating the subject as

ﬁ

ne-tuningyour reasoning abilities. And if you

ﬁ

nd the exercises frustrating and intractable then please take my word for it thatby knowing your de

ﬁ

nitions precisely and carefully following "the rules of the game" you will realise that almost all

ﬁ

rst year analysis problems have very simple calculations at their centres.

2 Quanti

ﬁ

ers

Two important symbols that will be new to most people are

∀

and

∃

. They are known as

quanti

ﬁ

ers

. Their respectivemeanings are "for all" and "there exists". For example, consider the following logical statements:—

∀

x

∈

R

x

2

>

0

(1)

∃

x

∈

R

x

2

= 2

∀

x

∈

N

x

+ 1

∈

N

∃

x

∈

R

x

4

=

−

1

Just reading the quanti

ﬁ

ers as above (and reading

∈

as "in", knowing

R

is the set of reals and

N

is the set of naturalnumbers) I hope it is clear that how all four statements read and that the

ﬁ

rst three are true and that the fourth isfalse.1

Looking at these rather tame statements one might wonder what the di

ﬃ

culty is with analysis; well, these quanti

ﬁ

erscan be used together in a logical statement to make quite complicated claims. For example,

∀

ε >

0

∃

N

∈

N

∀

n

>

N

0

<

1

n< ε.

(2)Let’s spend a little time trying to break down this particular statement. The heart of the statement itself, that

0

<

1

n< ε,

(3)is not complicated at all. If you knew that

ε

= 3

and

n

= 2

then it is a trivial thing to check; what makes (2) somewhatimposing is the rather alien start, heavy with quanti

ﬁ

ers, but you should not forget that what is being claimed about

ε

and

n

is really very simple. Hopefully, looking at (3) you are thinking "what are

ε

and

n

?". This is precisely theinformation included in the quanti

ﬁ

ers at the start of (2).If we return to (1) it reads easily as "the square of every real number is non-negative." You were probably happyto accept this at school, though if your teacher had "proven" this by checking it worked for

x

= 2

,

110

,

−

2

.

3

and

π

youwould probably have seen the holes in such an "argument". Both (1) and (2) can be written in the form

∀

x

∈

S

1

P

1

(

x

)

∀

ε

∈

S

2

P

2

(

ε

)

where

S

1

=

R

,

S

2

= (0

,

∞

)

and where

P

1

and

P

2

are just statements involving one argument (

x

and

ε

respectively).There’s no doubt that to prove any such statement you need to prove it in every possible case (i.e. for every such

x

or

ε

) and that you can’t do this by a case-by-case analysis if there are in

ﬁ

nitely many cases that need checking. Theonly di

ﬀ

erence in the above statements is that

P

2

is a rather more complicated statement in

ε

than

P

1

is in

x

.There are two important things to note here: in proving a statement of the form

∀

x

∈

S P

(

x

)

•

We are being asked to prove a general statement. We cannot treat the quantity

x

as anything but a generalelement of

S,

which means we cannot, however convenient it might be, assign

x

further useful properties tomake the proof easier. Throughout the proof

x

is "untouchable". At best we can treat di

ﬀ

erent sorts of

x

-valuecase-by-case but even then we need to be sure to cover all possible cases.

•

In the proof we need to include a statement such as "Let

x

∈

S

." The

∀

quanti

ﬁ

er is a signpost for such a line —if we don’t include such a line we are neither proving the statement in su

ﬃ

cient generality nor giving the readerany idea what

x

is. On the other hand, seeing a

∀

quanti

ﬁ

er in a statement is nothing to fear as we need only,and algorithmically, introduce the line "Let

x

∈

S

" appropriately in the proof.Once having introduced a general positive

ε >

0

to meet the needs of the

ﬁ

rst quanti

ﬁ

er, then the next quanti

ﬁ

erreads

∃

N

∈

N

. And this is where we need to do some work! A general

ε >

0

has been introduced and is essentially

ﬁ

xed for the rest of the proof, arbitrary but

ﬁ

xed. Given this

ε

we need to

ﬁ

nd an

N

which is allowed to depend on

ε

such that

∀

n

>

N

0

<

1

n< ε

or equivalently this can be rewritten as

n

>

N

=

⇒

0

<

1

n< ε.

Again we can rewrite this as

n

>

N

=

⇒

n >

1

ε.

(4)This, then, is the only real work/maths in the proof. We have rephrased our problem as: we need to

ﬁ

nd

N

such thatany

n

greater than or equal to

N

is also guaranteed to be greater than

1

/ε

. I hope it is clear that taking any integer

N

greater than

1

/ε

will work — note any such

N

will su

ﬃ

ce to meet the requirements of the

∃

quanti

ﬁ

er,

N

doesn’thave to be the smallest possible or be unique in some other way.

•

The work required in proving any statement involving

∀

and

∃

quanti

ﬁ

ers is sign-posted by the

∃

quanti

ﬁ

ers. Tomeet the needs of these quanti

ﬁ

ers you must demonstrate the existence of quantities satisfying all the subsequentparts of the statement, but these quantities may vary with anything already introduced into the statement.I imagine that on a

ﬁ

rst reading the previous paragraph was something of a blur, and certainly not something thatfelt algorithmic. However that paragraph simply described the second quanti

ﬁ

er — mods analysis proofs are rarelygenerated in a serial line-by-line fashion. It is usually easiest to construct them simultaneously from the start and

ﬁ

nish as I hope you will see in the next section.

3 Constructing Proofs

If we were now to write down the full proof of (2) we found in the previous section it might read as follows:-1. Let

ε >

0

.

2. Let

N

be a natural number greater than

1

/ε.

3. Let

n

>

N

.4. Then

0

<

1

n

6

1

N <

11

/ε

=

ε.

If written straight down even such a simple proof might seem to have been plucked from nowhere. If we recall howwe came to the proof, we see that:

•

Line 1 is a no-brainer; we simply need to introduce

ε

into the mix with su

ﬃ

cient generality.The next easy line to write down isn’t Line 2 though it’s Line 4!

•

Line 4 is in some sense a no-brainer. The proof has to end with this line or otherwise (2) was never fullycon

ﬁ

rmed.So without thinking we can begin and end the proof, so far it looking like:Let

ε >

0

..........

0

<

1

n< ε.

But warning bells should be ringing now as you’ve written down a quantify without introduction. What is

n

?

•

Well we can

ﬁ

ll in the previous line straight-forwardly as it is another "for all" clause that requires us only toset out the generality of

n

.Let

ε >

0

.......

∀

n

>

N

0

<

1

n< ε.

This new line hasn’t stopped the alarm bells though as

n

is still given in terms of the gatecrashing, unintroduced

N

.On the other hand we have managed to write down three of the four lines of the proof without really putting ourbrains in gear, instead just putting the lines where they had to go. As commented before all the work in the proof revolves around the

∃

quanti

ﬁ

er.How do we

ﬁ

ll in the middle of the proof? The proof at the moment reads like a bad short story or one missingcrucial chapters in that, out of nowhere,

N

has arrived without introduction to nicely tie up the conclusion. Such aplot-line would be implausible and it remains for us to introduce

N.

Further

N

’s existence needs to be guaranteed bysome axiom or earlier result, and if you want

N

to do anything remarkable for you (e.g. climb walls) you need to havealready accounted for this (e.g.

N

was bitten by a radioactive spider).But by rewriting the needed properties of

N

as in (4) we see that any integer

N

greater than

1

/ε

will do. Not aterribly complicated calculation ultimately, and by algorithmically constructing the proof forwards and backwards itwas fairly clear what needed to be proven.

4 De

ﬁ

nitions, Hypotheses and Negations

All the quanti

ﬁ

ed de

ﬁ

nitions which you will meet in the analysis course can be, in a systematic fashion, broken downand placed into proofs. Statement (2) can be concisely phrased as "the sequence

1

/n

converges to zero" and thatis how the statement would be likely to appear in an exercise. It’s not a surprising result but without knowing theprecise de

ﬁ

nition of sequence convergence there would be little hope of proving this rigorously from only a concisephrasing in words.

•

PRECISELY KNOWING DEFINITIONS IS ESPECIALLY VITAL IN ANALYSIS

Here is another, still relatively simple proposition from later in this term’s course. We shall prove it positivelyand remark on possible alternative proofs such as proof by contradiction to highlight how to negate statements. Theproposition is:

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