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Mathematics for the Science of Complex Systems

5th March 2010

Session 2. Numbers in the science of complex systems.

Prepared for the course team by Jeffrey Johnson

Contents

2.1 The aims, objectives, and plan for Session 2 ..............................................2


2.2 Getting going ...............................................................................................4
2.3 The natural numbers and the integers.........................................................6
2.4 The rational numbers ..................................................................................8
2.5 The real numbers ......................................................................................12
2.6 Order, equivalence and tolerance relations ...............................................13
2.7 Mappings and functions ............................................................................18
2.8 Cardinality .................................................................................................21
2.9 Numbers, observation and measurement .................................................23
2.10 Multiple choice questions ........................................................................25
2.11 Conclusions.............................................................................................28
Answers to the SAQs ......................................................................................29

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2.1 The aims, objectives, and plan for Session 2

Measurement is fundamental in complex systems, and this session aims to introduce you to some
of the common number systems. In doing so you can begin to get a feeling for how mathematics
works, and how one structure can be built out of another.

For example, the natural numbers are the whole numbers. These can be added and multiplied
according to some simple assumptions. By formalising the operations of addition the intuitive
concept of subtraction can be defined. This brings the problem that subtracting one natural
number from another does not necessarily give a natural number, and leading to the construction
of the integers, including negative numbers. Having made the integers and shown they behave
well for practical purposes like counting, multiplication suggests an inverse operation of division
leading to fractions, or the ‘rational numbers’. Remarkably, the properties of the rational numbers
can be deduced from the properties of the integers. In other words, the rational (fractional
numbers) are constructed from the integers.

In the process of investigating these simple number systems, we encounter ‘obvious’ thing like
cancellation, e.g. 12/15 = 4/5. You do this all the time, but have you ever wondered if the
cancellation law is always true? You can ‘prove’ this example by multiplying the left hand side
by 3/3, to get 12/15 = 4/5  3/3 = 12/15. But you can’t prove the cancellation law for every
number like this. What about the general case? That 12/15 = 4/5 may be so obvious that there
seems to be nothing more to say. This session will show that there is a lot more to say. When you
work with mathematicians they may have a bewildering tendency to worry about the ‘obvious’,
instead of cutting to chase to focus on what you see as the real issue. Hopefully this session will
illustrate why mathematicians are so fussy, and what the payoffs of such attention to detail may
be. Thus another aim of this session is to introduce you to the ‘culture’ of mathematics, while
learning something of practical use.

When one writes 4/2 = 2 what does it mean. Clearly the symbols 4/2 and 2 are different. Even
writing 2 = 2 is problematic, because to 2 on the left side is manifestly not the same symbol as
that on the right. So what does ‘equals’ really mean? Mathematics gives us the means to escape
from such conundrums by the concept of ‘equivalence’. This uses the set theory of Session 1.
Equivalence raises questions of whether one should allow classifications in which the sets
intersect. If so, the counting can go horribly wrong since things in intersections may be double or
multiple counted. It will be shown that such concerns are unwarranted, because the ‘principle of
inclusion-exclusion’ takes care of everything beautifully.

The development of the mathematics of ‘equivalence’ is closely related to the development of the
notion of ordering, used for important concepts such as ‘better’ and ‘worse’, ‘bigger’ and
‘smaller’, and so on. When taking measurements not everything can be compared with everything
else, and the mathematics of partially order sets investigates this. This concludes with tolerance
relations that capture the commonly observation that a is related to b, and b is related to c but a is
not related c, e.g. a may know b and b may know c but a may not know c.

Assigning numbers to things involves making associations between those things and numbers.
Mathematics has developed a language to express clearly how the elements of one set can be
‘mapped’ to the elements of other sets, including sets of numbers. The notion of ‘composition’
then allows the resolution of things that are problematic when expressed in a natural language
like English, e.g. “Simpson’s finger is part of Simpson, Simpson is part of the Philosophy
Department, Simpson’s finger is part of the Philosophy Department”. Furthermore, the theory of

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‘mappings’ or ‘functions’ underlies the concept of ‘cardinal numbers’, which give deep insights
into the perplexing and counter-intuitive notions of ‘infinity’ and infinite sets of numbers. It can
be shown, for example, that there are ‘as many’ whole numbers as there are fractions. Apart
giving insights into the nature of sets used for measurement, this discussion again illustrates how
mathematicians set about investigating these things.

Analysing the number systems prepares the way for Steven’s classification of measurement scales
in to ‘nominal’, ‘ordinal’, ‘interval’ and ‘ratio’. Understanding the differences is fundamental in
science because mapping observations into the wrong scale and applying inappropriate operations
will almost certainly lead to unscientific nonsense.

The aims of this session are to

 teach some useful mathematics,


 to illustrate the methods and culture of mathematics,
 to show how mathematicians handle ‘infinity’
 to provide a solid mathematical foundations for measurement.

The objectives of the session are to

 to see how numbers are represented


 to define and investigate the properties of the natural numbers and integers
 to develop the rational numbers from the integers
 to introduce irrational numbers and the real numbers
 to introduce order, equivalence and tolerance relations
 to define and investigate the properties of mappings and functions
 to define cardinality and investigate the cardinality of the integers, rationals and reals
 to review Steven’s classification of nominal, ordinal, interval and ratio scales
 to reflect on the way mathematics develops these things
 to consider the implications of all these things for scientific observation

The plan of the session is to define numbers and the elementary number systems in Sections 2.2,
2.3, 2.4, and 2.5, and to show how mathematicians set about investigating the properties of these
things. Following this Sections 2.6 introduces the concepts of equivalence, order and tolerance
relations, again illustrating how mathematicians set about making such concepts well defined and
operational. Section 2.7 introduces mappings which, of fundamental importance in their own
right, are needed to pin down the intuition of ‘infinity’ through the concept of ‘cardinality’ in
Section 2.8. Section 2.9 completes the development of the session with Steven’s classification of
measurement scales, and the operations that can be legitimately performed when making
observations. The session ends with the usual multiple choice questions in Section 2.10 and the
Conclusions in Section 2.11.

Session 2 covers a lot of ideas and is a ‘double session’. If you can read and understand most of
what it says you will be well on the way to understanding some very useful mathematics, and
understanding the culture of the mathematicians who created it.

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2.2 Getting going

Numbers are important in science. Arguably we can observe things in three ways: we can observe
that something exists, we can observe relationships between things, and we can count things.
Counting uses the most fundamental set of numbers, the so-called natural numbers, 1, 2, 3, … It
is generally easy to devise algorithms for counting, at least for small number of things. What
about counting the population of a country? This is such a big job that no individual could do it
alone.
As you read in the previous lesson, mathematics has a chronic shortage of symbols. Numbers are
so important that they get their own symbols, which are not used for anything else, or hardly ever.
In our script the following symbols are used for whole numbers
123456789
which is pretty good, except that there’s only nine symbols for the enormous (infinite whatever
that means) set of all numbers. The way we cope with this is counting to make groups of ten, and
then counting those, if necessary making groups of ten tens which we call hundreds, and so on.
But what symbols should be used for these groupings?
The Romans had the idea of giving the groups their own symbols, so ten became X, a hundred C,
and a thousand M. They also used the symbols I and V for one and five, and L for fifty. As you
probably know there is a rather irregular set of rules for combining the symbols, so that
MCMXXIIXX in Figure 1 is 1928: one thousand (M) plus nine hundred (CM – a thousand minus
the hundred in front) plus twenty (XX) plus eight (ten minus the two one’s in front)

Figure 1. The number MCMXXIIXX in roman numerals from a statue in Kew Gardens 1

You may remember the quotation of Bertrand Russell from Session 1: “... a good notation has a
subtlety and suggestiveness which make it seem, at times, like a live teacher.” Roman numerals
provide a perfect example of the opposite. Adding, subtracting, multiplying and dividing Roman
numerals is not always easy, which is probably why the Romans made a limited contribution to
mathematics. For example, what is X  X  X + IX x IX  IX? 2 . The system we use today of
placing numeral in columns, from right to left, of units, tens, hundreds, and so on is much better
and supports very well the ‘algorithms’ for arithmetical calculation. Figure 2 shows various
number systems that have been used throughout history, with many of them based on groups of
dashes, dots or wedges.

1
Hamo Thornycroft’s A Sower in London's Kew Gardens, from ‘Roman numerals: how they work’,
http://www.web40571.clarahost.co.uk/roman/howtheywork.htm (referenced 19th Aug 2006)
2
I don’t know how to calculate this in Roman numerals. I can get X x X x X + IX x IX x IX = C x X + XXCI x IX, but
although I know C x X = M, I don’t know how to calculate XXCI x IX. Using ordinary numbers this becomes 10 x 10
x 10 + 9 x 9 x 9 = 1000 + 81 x 9 = 1000 + 729 = 1729, which I can do in my head.

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Egyptian

Babylonian

Roman

Chinese

Indian

Mayan

Arabic

Thai

Figure 2. Systems of number symbols 3

There is a sleight of hand in Figure 2. Although zero does not appear as the first number in the
lists, it is slipped in to the symbols for ten and a hundred for the Indian, Arabic, and Thai scripts.
In Session 1 you learned that symbols like the equals sign are relatively recent inventions. So too
is the zero sign, at least as far as Europe is concerned. In the chapter of his book The nothing that
is: a natural history of zero 4 entitled ‘The Greeks had no word for zero’ Kaplan writes:

“Why had it taken so long to signify nothing? … And why, having surfaced, did it submerge
again? The reasons reach down to the ways we turn thoughts and words into each other, and the
bemusement this can cause, then as now. Amusement too: think of the please we take in
Gershwin’s I got plenty o’ nuttin’, nuttin’s plenty for me. We turn over this seeming nonsense
with a kind of reflective zest, savoring the difference between what it says and what it means”.

Kaplan’s book traces the history of zero. It goes back to the Mayan civilisation (300 BC – 900
AD) whose symbol for zero was a tattooed man with his head thrown back. It seems to have been
independently discovered in India in the ninth century and was spread East and West by Arab
merchants. Zero was still considered mysterious or even diabolical in the Europe of the middle
ages.

So, our symbols 0, 1, 2, 3, 4, 5, 6, 7, 8 and 9 for numbers are the product of much invention and
reflection, as is our method of arranging the symbols in columns which enables relatively simple
algorithms for addition, subtraction, multiplication, and division.

3
http://kr.cs.ait.ac.th/~radok/math/mat1/mat11.htm#Number%20symbols (referenced 20th august 2006)
4
The nothing that is: a natural history of zero, Robert Kaplan, Oxford University Press, 1999.(page 14).

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2.3 The natural numbers and the integers

An integer is a whole number, e.g. 1, 2, 3, 4, 2006, 1000000. The set of natural numbers is the set
of positive integers, and will be denoted by the symbol N. Thus one can write N = { 1, 2, 3, …}.

The natural numbers have the property that they are closed under the operations of addition and
multiplication, i.e. if x  N and y  N then. x + y  N and x  y  N.

The natural numbers are not closed under subtraction or division since some combinations are not
part of the set, e.g. if y > x, then x – y  N and x  y  N.

The terminology for number sets is not used consistently, with some authors allowing zero to
belong to the natural numbers. To clarify the situation, Weisstein suggests the terminology 5
..., –2, –1, 0, 1, 2, ... integers Z
1, 2, 3, 4, ... positive integers Z+
0, 1, 2, 3, 4, ... nonnegative integers Z–*
0, –1, –2, –3, –4, ... nonpositive integers
–1, –2, –3, –4, ... negative integers Z––

This session will begin by looking at the set of integers, which is closed under addition and its
inverse operation subtraction (if x  Z and y  Z then. x – y  Z ). Actually ‘minus’ is a peculiar
operation which is really a special kind of addition with x – y equivalent to x + (–y).
Formally, the integers obey the following axioms for addition

(i) closure: if x  Z and y  Z then x + y  Z.


(ii) associativity: (x + y) + z = x + (y + z) for all x, y, z  Z
(iii) identity: there exists an element e  Z such that e + x = x + e = x for all x  Z
(iv) inverses: for every x  Z there exists (–x)  Z such that x + (–x) = (–x) + x = e.

Closure is highly desirable because no matter how often the operation is repeated, the result
remains in the set. Associativity is another highly desirable property because it means the
operation can be evaluated in any order and so the parentheses can be omitted. The identity
element for addition is zero, that elusive and counter-intuitive symbol4. Having an identity
element allows the inverse elements to be defined, related to subtraction.
Generally, a system that obeys the rules (i) to (iv) is called a group. Group theory is an important
area of mathematics with many mathematical systems being groups. Apart from being a group,
the set of integers satisfies another property:

(v) commutativity: x + y = y + x for all x  Z and y  Z

The operation + is said to commute, and the integers is said to be a commutative group under
addition. Commutative groups are also called Abelian groups 6 .

5
Weisstein, Eric W. "Natural Number." From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/NaturalNumber.html (referenced 20th August 2006)
6
Of many mathematical jokes, my favourites include “What is purple and commutes? – An Abelian grape”, and “what
is nutritious and commutes? – An Abelian soup”

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Proposition 1. For the integers under addition

(i) the identity element is unique.


(ii) the inverse of the identity element is the identity element
(iii) the inverse of x is unique.
(iv) the inverse of the inverse of x under + is x, (– (–x)) = x.

Proof
(i) let e and e’ be identity elements. Then e + e’ = e and e + e’ = e’, so e = e’, and e = 0 is unique.
(ii) 0 + 0 = 0 + 0 = 0.
(iii) Let x’ and x” be inverses of x. Then x’ + x = x” + x. Add, say, x’ to each side.
x’ + x + x’ = x” + x + x’. So x’ + 0 = x” + 0, and x’ = x” and the inverse of x is unique.
(iv) Let (–x) be the inverse of x. Then x + (–x ) = 0. Add (– (–x)) to both sides to get
x + (–x ) + (– (–x)) = (– (–x)). Since (–x ) + (– (–x)) = 0, this gives x = (– (–x)).

Like the ‘propositions’ in Session 1, this one is so obvious that it hardly seems to need a proof.
Intuitively it’s clear that zero is unique, that zero is its own inverse, that additive inverses are
unique, and the inverse of the inverse is the original number. But here is a way of showing these
things in general. Mathematics likes to build on firm foundations.
So what does ‘minus’ mean? Define it as x – y = x + (–y). Does subtraction behave as well as
addition?

SAQ 1

(i) Is the set of integers closed under subtraction?


(ii) Is subtraction an associative operation for the integers?
(iii) Does subtraction have an identity element for the integers?
(iv) Does subtraction of integers have inverses?
(v) Is subtraction commutative for the integers?

The integers form a structure called a semigroup under multiplication, since they satisfy the
axioms

(i) closure: x  y is an integer

(ii) associativity: (x  y)  z = x  (y  z)
Actually they are more than this because they satisfy the identity axiom

(iii) identity: there exists an element e = 1  Z such that e  x = x  e = x for all x  Z

A system satisfying (i), (ii), and (iii) is called a monoid. In fact the integers form a commutative
monoid under multiplication, by satisfying the following axiom

(v) commutativity: x  y = y  x for all x  Z and y  Z

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How do addition and multiplication work together? In Session 1 you saw how the operations
union and intersection work together:

C  (A  B) = (A  B)  C = (A  C)  (B  C),
C  (A  B) = (A  B)  C = (A  C)  (B  C)

Plus and minus also work together with their own distributive laws:

(x + y)  z = (x  z) + (x  z)

z  (x + y) = (z  x) + (z  y)

A system such as Z with two binary operations, such as addition and multiplication, where ( Z, +)
is a commutative group, ( Z,  ) is a monoid, and multiplication is distributive over plus is called
a ring (there are some variations in the literature – see for example Weisstein 7 ).

SAQ 2

(i) Show that for the integers –n  –m = n  m


(ii) Deduce from this that (–1)  (–1) = 1

Hint: Expand 0 = (n + (–n) )  (–m)) using the distributive laws, and add (n  m) to both sides of
the equation.

If you did the SAQs you may think that it was a lot of work just to show some rather obvious
things in arithmetic. But this work is not misplaced. Although it’s taken for granted, arithmetic is
very important in science, and it’s worth taking some trouble to get the foundations established in
a rigorous way. This is one of the major points of mathematics – we want to be really sure that
what we deduce is absolutely correct. A science based on mathematics greatly benefits from the
commitment to correctness and truth, even though mathematics itself cannot guarantee either.

2.4 The rational numbers

The integers are very useful for counting discrete objects, but generally science need fractions. A
rational number is any number that can be expressed in the form
p
or p/q or p  q
q
where p and q are integers and q  0. 8 The number p is called the numerator and the number q is
called the denominator. The rational numbers are denoted by the symbol Q derived from the
German word Quotient which translates as ‘ratio’ 9 .

7
Weisstein, Eric W. "Ring." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/Ring.html
8
Note how mathematics builds on its foundations. In principle we have established quite a lot about the integers, and
we can have confidence in defining new things based on them. Those ‘obvious’ properties that were established so
laboriously will come in handy in investigating the new things based on them.

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Addition of rational numbers is defined as

a c (a  d) + (b  c) (1)
+ =
b d bd

and multiplication is defined as


a c ac
 = (2)
b d bd

Proposition 2. Multiplication is associative for the rational numbers.

Proof: We want to show (a/b  c/d)  e/f = a/b  (c/d  e/f) (3)

(a/b  c/d)  e/f = ((a  c)/(b  d))  e/f = ((a  c)  e)/((b  d)  f)


By associativity of integer multiplication, we get
= (a  (c  e))/(b  (d  f)) = a/b  (c  e))/(d  f) = a/b  (c/d  e/f)
and multiplication of rational numbers is also associative.

What we have just done is rather remarkable. We have just proved a property of the rational
numbers based on a property of the integers (associativity). It works for addition too:

Proposition 3. Addition is associative in the rational numbers (4)


Proof: we want to show that (a/b + c/d) + e/f = a/b + (c/d + e/f )
(a/b + c/d) + e/f = ((a  d) + (b  c))/( b  d) + e/f
= ((a  d) + (b  c))  f + (( b  d)  e)/(( b  d)  f )
by the distributive law of the integers applied to f, this gives
= (((a  d)  f) + ((b  c)  f) + (( b  d)  e) )/ (( b  d)  f ).
Because the integers are associative, redundant parentheses can be removed to give
= ((a  d  f) + (b  c  f) + (b  d  e))/ (b  d  f ) (4’)
By a similar expansion and argument we get
a/b + (c/d + e/f) = a/b + ((c  f ) + (d  e))/(d  f ) =
((a (d  f)) +(b  ((c  f )) + (d  e)))/((d  f )  b) =
((a (d  f)) +((b  (c  f )) + (b  (d  e))/((d  f )  b)
= ((a  d  f) + (b  c  f ) + (b  d  e))/(d  f  b)
Because the integers are commutative the denominator can be changed to (b  d  f )
= (a  d  f) + (b  c  f ) + (b  d  e)/ (b  d  f )
which is the same as (4’). Thus we shown that
(a/b + c/d) + e/f = a/b + (c/d + e/f )
demonstrating that addition is associative for the rational numbers

Apart from associativity of the integers, this proof also required commutativity of integer
multiplication and the distributive law of multiplication over addition. Now for commutativity…

9
Weisstein, Eric W. "Rational Number." From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/RationalNumber.html (reference 19th August 2006)

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Proposition 4. Rational addition is commutative

Proof: we want to show (a/b) + (c/d) = (c/d) + (a/b)

(a/b) + (c/d) = ((a  d) + (b  c))/(b  d)


Because the integers commute under addition and multiplication we get
= ((c  b) + (d  a))/(d  b) = (c/d) + (a/b)
which demonstrates that the rationals commute under addition.

Proposition 5. Rational multiplication is commutative

Proof: we want to show (a/b)  (c/d) = (c/d)  (a/b)

Because the integers commute, we get the result almost directly:


(a/b)  (c/d) = (a  d)/(b  c) = (d  a)/(c  b) = (c/d)  (a/b)

The existence of identities for the rationals is established as follows.

Proposition 6. 0/1 is the identity element for rational addition


Proof:

(i) p/q + 0/1 = ((p  1) + (q  0))/(q  1) = ((p  1) + 0))/(q  1) = (p  1)/(q  1) = p/q


(ii) 0/1 + p/q = ((0  q) + ( 1  p))/(1  q) = ((0 + ( 1  p))/(1  q) = (1  p)/(1  q) = p/q

Conventionally the symbol 0 is used for 0/1.

Proposition 7. 1/1 is the identity element for rational multiplication.


Proof:

p/q  1/1 = (p  1)/( q  1) = p/q


1/1  p/q = (1  p)/( 1  q) = p/q

Conventionally the symbol 1 is used for 1/1.

Associativity, commutativity and the existence of identities are powerful properties, and it is very
useful to be able to start with the properties of the integers and demonstrate that the rationals are
associative and commutative. We can also show they obey a cancellation law.

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Proposition 8. For all rational numbers a/b and integers n  0,

(i) (n  a)/(n  b) = a/b,


(ii) (a  n)/(b  n) = a/b,
Proof
(i) By commutativity of the rationals
n/1  a/1  b/1 = n/1  b/1  a/1, giving
(n  a)/1  b/1 = (n  b)/1  a/1
Post-multiply both sides by 1/b to get
(n  a)/1  b/1  1/b = (n  b)/1  a/1  1/b, so that
(n  a)/1 = (n  b)/1  a/b
Pre-multiply both sides by 1/(n  b) to get
1/(n  b)  (n  a)/1 = 1/(n  b)  (n  b)/1  a/b, so that
1/(n  b)  (n  a)/1 = a/b, or
(1  (n  a))/( (n  b)  1 ) = a/b, giving the desired result
(n  a)/( (n  b) = a/b

SAQ 3. Show that the rational numbers without zero form an Abelian group under multiplication

The rationals satisfy the axioms for a ring, but because multiplication has inverses and has a
group structure, they form what is called field 10 . According to Wikipedia 11 , a field is a
commutative ring (F, +, ) such that 0 does not equal 1 and all elements of F except 0 have a
multiplicative inverse. (Note that 0 and 1 here stand for the identity elements for the + and 
operations respectively. A field is defined by the properties:

(i) Closure of F under + and 


(ii) Both + and  are associative
For all a, b, c in F, a + (b + c) = (a + b) + c and a  (b  c) = (a  b)  c.
(iii) Both + and  are commutative
For all a, b belonging to F, a + b = b + a and a  b = b  a.
(iv) The operation  is distributive over the operation +
For all a, b, c, belonging to F, a  (b + c) = (a  b) + (a  c).
(v) Existence of an additive identity
There exists an element 0 in F, such that for all a belonging to F, a + 0 = a.
(vi) Existence of a multiplicative identity
There exists an element 1 in F different from 0, such that for all a belonging to F, a  1 = a.
(vii) Existence of additive inverses
For every a belonging to F, there exists an element −a in F, such that a + (−a) = 0.
(viii) Existence of multiplicative inverses
For every a ≠ 0 belonging to F, there exists an element a−1 in F, such that a  a−1 = 1.

10
For more information on the rationals see http://en.wikipedia.org/wiki/Rational_number
11
This definition is adapted from http://en.wikipedia.org/wiki/Field_(mathematics)

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2.5 The real numbers

The decimal numbers that are widely used for scientific measurement are examples of rational
numbers. For example, 13.7934 can be written as 137934/1000. These are finite decimals in
which the numerator and denominator, however large, are finite integers. But infinite decimals
are commonly encountered, in theory if not in practice. For example 1/3 = .333333… , is a
rational number with an infinite decimal expansion. The three dots are read as “and so on”,
suggesting the expansion goes on for ever.

Many common numbers, such as 2 (pronounced ‘root-two’ or ‘square root of two’, with the
property that 2 = 2  2) and  (the Greek letter pi is pronounced “pie”) cannot be expressed in
the form p/q as rational numbers, and they are called irrational numbers.
Rational numbers have finite periodic decimal expansion (e.g. 1/3 = 0.3333…) while irrational
numbers have an infinite expansion with no periodic pattern, for example 2 = 1.4142135…).
The set of rational and irrational numbers is called the real numbers and is often denoted by the
symbol R. The real numbers mark a major shift in thinking, and do not follow as smoothly from
the rationals as the rationals did from the integers.
Every irrational number has a non-finite decimal expansion, which is challenging for scientists
making measurements. Can scientists observe irrational quantities?
To illustrate this, consider a right angle triangle with shortest sides of length 1. Then, by
Pythagoras’ theorem, the hypotenuse, the long side, has length equal to the square root of 12 + 12
= 2. So measurements can be made of multiples of 1 unit using the short side, and measurements
can be made of multiples of 2 using the long side as an instrument.

length = 1 length = 2 ?

length = 1
Figure 3. Can irrational quantities like 2 be observed directly?

I don’t agree with this argument. In my view, which may differ from yours, all measurements are
finite and at best approximations to the ‘true’ underlying value. Measuring with any side of the
triangle will result in errors, and this is a fundamental aspect of our science.
In some parts of traditional physics, e.g. the gas laws, errors in measurement did not have much
impact, but for systems which have the property of being ‘sensitive to initial conditions’
measurement error completely constrains what can be known about them. This leads to a branch
of mathematics and science called ‘chaos theory’ which will be discussed later in the course.
The mathematics of the real numbers is very interesting and worth studying further, but it would
be too long a digression to include here. Like the rational numbers, the real numbers form a field
under addition and multiplication. They also have other properties to do with ‘ordering’.
The mathematical models scientists create of complex systems make various assumptions about
external reality, measurement, and the representation of measurement. Should the theory be
developed in terms of the rational numbers or the reals? Does it make any difference? Are these
are issues that all scientists should have an opinion on?

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 12 of 31
2.6 Order, equivalence and tolerance relations

What does ‘equals’ mean in mathematics. We write 2 = 2  2 but the symbols are different.
Even writing 2 = 2 has the problem that the 2 on the left is not the same 2 as that on the right.
Two ten pound notes are equal but clearly not the same thing, so they are not equal. The way
round such conundrums is to define classes of equivalent things, with all members of the class
being equivalent but not necessary exactly the same thing. Some elegant mathematics can make
this clear.

Let S be a set. Let R be a binary relation on the set such that for any two elements a and b of S
we can say either that a is R-related to b or that it is not. When a is related to b we show it by
writing a R b.

A binary relation on a set is an equivalence relation if it satisfies the axioms

(i) reflexivity: a R a, for all a  S,


(ii) symmetry, if a R b then b R a
(iii) transitivity, if a R b and b R c then a R c

Proposition 9. If R is a binary relation on the set S satisfying the above axioms, then there exists
a class of subsets of S, S = { S1, S2, S3, … } such that each a  S belongs to one and only one
subset Si, and a R b if and only if a and b belong to the same subset.: Si  Sj =  if and only if i  j.
Also S is the union of all the subsets, i.e S = i Si. S called a partition of S and its members are
called equivalence classes.

Proof
For every member of S form the set R(a) = { b | a R b}. Every element of R(a) is R-related to all
the others: let b and c belong to R(a). Then a R b and a R c. By symmetry, (ii), b R a, so that b R a
and a R c which by transitivity (iii) gives b R c, and by symmetry c R b. Suppose R(a)  R(b) ,
with c  R(a)  R(b), and let d belong to R(a). Then d R c and c R a so by transitivity, d R a, so
every element of R(a) is an element of R(b), and R(a)  R(b). Suppose c  R(a)  R(b), and let d
belong to R(b). Then a R c and c R d, so that d belongs to R(a), showing R(a)  R(b). The
combination of R(a)  R(b) and R(a)  R(b) means that R(a) = R(b). Thus for any of the sets R(a)
and R(b), they are either equal or disjoint.

Equivalence relations and partitions are extremely powerful analytic tools. e.g. if p  Q is a
number called ‘price’, then one can form the set of everything with that price. Everything within
that set has the same price as everything else. If an object has one price, it does not belong to any
set of objects with a different price. Economists use the term ‘indifference classes’ for the sets of
things that cost the same. Personally I think this is an unfortunate term because, even if they cost
the same, I am not indifferent to having an elephant or two tons of butter. No doubt the counter
argument is that I can trade my elephant for the butter in the market, but I think that is simplistic.
If you are an economist you can tell me if I’m wrong. My point is that that is it more accurate to
say that elephant and butter are equivalent in terms of price, rather than to imply the
psychological state of mind of indifference. This mathematical formulation allows just such
precision.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 13 of 31
Classification is a powerful analytic technique in science, e.g. the classification of animals and
plants was a precursor to Darwin formulating his theory of evolution. Although powerful,
equivalence relations can be abused and can lead to problems. I encountered such a problem
when researching the classification of television programmes 12 .
The classification of television programmes is traditionally done by the statistics departments of
most TV companies, and the classes are usually rather peculiar. For example, the following
classification might be used: { drama, current affairs, documentaries, news, light entertainment,
sport, children’s programmes, education}. These ‘classes’ can be rather strange: some of them
reflect the form of the programme (e.g. drama, light entertainment, education), some of them
reflect time-related non-fiction (e.g. news, current affairs), some of them reflect the audience
(children, education for students), and some of them represent the content (e.g. sport). The
methodology for collecting statistics for such a scheme generally involves a person assigning a
programme to the class he or she thinks is most appropriate. However, there is a problem with
this. What if something belongs to more than one class? For example suppose a sub-classification
of sport includes { ball games, water sports, athletics, … }. How should water polo be classified?
Ball games or water sport but not both? Arbitrarily putting it into one box or the other could be a
data collection error

A B
A B
11 3 7
17 13 9
10
6 2

C
8

(a) |AB| = |A| + |B| – |A  B| (b) |A BC| = |A| + |B| + |C| – |A  B| – |A  C| – |B  C| + |A  B  C|
Figure 4. The Principle of inclusion-exclusion for counting class members

Today it is becoming more widely accepted that classes may intersect. The traditional reason for
forcing data into partitioned sets was to avoid double counting. Let | X | be the number of
elements in set X. For example, in Figure 4(a), simply adding together the numbers |A| = 30 and
|B| = 22, gives the number 52, which is too large for |A B|. Similarly, in Figure 4(b), adding |A|
= 30 plus |B| = 22 plus |C| = 26 gives 78 which is also too big for |A B C |. If the sets had no
intersections there would not be this problem.

Actually there is no problem because on can apply the Principle of Inclusion-Exclusion, by


adding the values in the sets, subtracting all their pairwise intersections, adding all their triple-
wise intersections, subtracting all their 4-wise intersection, and so on. Each subtraction takes off
too much to be compensated by the next addition, until the whole sum is done. In Figure 4(a),

|AB| = |A| + |B| – |A  B| = 30 + 22 – 13 = 39,

while in Figure 4(b)


|A BC| = |A| + |B| + |C| – |A  B| – |A  C| – |B  C| + |A  B  C| = 30 + 22 + 26 – 13 – 16 – 12 + 10 = 47.

12
The structure of television. Gould, P., Johnson, J., Chapman, G., Pion (London), 1984.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 14 of 31
To my mind, the equivalence relation and the resulting partition are very elegant. These axioms,
in a slightly modified form give rise to other mathematical structures of great importance, the
order relations.

(i) reflexivity: a R a, for all a  S,


(ii’) anti-symmetry, if a R b and b R a then a = b
(iii) transitivity, if a R b and b R c then a R c
(iv) total comparability, for all a and b in S, either a R b or b R a or both
A relation that satisfies (i), (ii), (iii) is called a partial order, usually written a  b. For example,
in Figure 5 the rectangles are joined by a line if one will fit into the other, e.g. b fits into a and
they are connected by a line. The ‘fits’ into relation satisfies (i) since every box fits into itself, and
(ii) because no box both fits into a different box and has that box fit into it, and (iii) because if
box x fits into box y and box y fits into box z, then box y fits into box z. The ‘fits into’ partial
order does not satisfy (iv) because, for example, b does not fit into c and c does not fit into b. In
this case b and c are said to be non-comparable. Partially ordered sets are often called posets.

The Hasse diagram in Figure 5 has a line between two elements x and y if x  y and there is no
z with x  z and z  y. The order is shown top to bottom. If there is a downwards path between x
and y then y  x. For example h  a in the figure. Hasse diagrams provide a useful way of
specifying a partial order.

b c d e f

g h i j k

Figure 5. A Hasse diagram of the ‘fits into’ partial order on a set of boxes.

A partial order that satisfies (iv) is called a total order. All the number sets studied in this session
are totally ordered. For example the integers are totally ordered by the rule a  b if and only if
there exists a non-negative integer, n with a + n = b. This is reflexive (n = 0), anti-symmetric a 
b and b  a implies a = b. It is transitive because if a + n = b and b = n’ + c, n  0 and n’  0 then
a + n + n’ = c, n + n’  0, and a  c.
SAQ 4
(i) Give an example of a totally ordered set in your field.
(ii) Give an example of a partially ordered set in your field.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 15 of 31
To finish this section we define a tolerance relation to be a relation that satisfies just the axioms

(i) reflexivity: a R a, for all a  S,


(ii) symmetry, if a R b then b R a

Although very simple, this is perhaps one of the most frequently encountered and perplexing
relations in the science of complex systems. To illustrate this consider the Escher picture Sky and
Water shown in Figure 6. On the right are drawn shapes corresponding to the fish and the birds.
The relation ‘looks very similar to’ is a tolerance relation, since every shape looks very similar to
itself, and if a is very similar to b then b is very similar to a. However, similarity is not transitive,
for example, fish 1 is very similar to fish 2, and fish 2 is very similar to fish 3, but fish 1 is not
very similar to fish 3. A tolerance relation can be drawn as a network, and Figure 6(a) and (b)
show that birds and fishes have their own disconnected networks. There is another network (not
shown) for the ‘adjacent to’ tolerance relation, which has these two networks as sub networks. I
think it is a combination of our eyes moving round these tolerance structures that makes the
picture so fascinating.

(a) Escher’s Sky and Water (b) fish and bird shapes
21
20
22 23

24 25 26 18 19

29 15 16 17
27 28 30
12 19
31 32 33 11 14
7 8 9 10
34 35 36
5 6
37 4
38
3
39 2

(a) similar bird shapes (d) similar fish shapes


Figure 6 Similarity and closeness are tolerance relations in Escher’s picture

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 16 of 31
A B C D E

Figure 7. Set intersection is a tolerance relation.

The intersection relation on sets is a tolerance relation, as illustrated above. Here A has things in
common with B which has things in common with C which has things in common with D which
has things in common with E.

Proposition 10. Having non-empty intersection is a tolerance relation on a class of non-null sets.

Proof

Let two sets be intersection-related if they have non-empty intersection.

(i) Every non-null set is intersection-related to itself.

(ii) If A is intersection-related to B, A  B  , so B is intersection-related to A.


Despite A and E having nothing in common in Figure 7, they are connected through the
intermediate sets. This can be very important in the dynamics of systems.

For example, let A be the set of people who regularly visit the Angel pub. Let B be the set of
people who regularly visit the Blacksmith’s Arms pub, C be the set of people who regularly visit
City Bar, D be the set of people who visit the Dew Drop Inn, and E be the set of people who
regularly visit the Enigma Hotel. Suppose someone in A knows a very good joke and they tell it
when next in the Angel pub. The joke is likely to spread quickly round the pub, including those
people in A  B. The next time one of these people goes to the Blacksmiths Arms it’s likely they
will tell the joke there, and it will spread rapidly around B, including those people in B  C. In
this way the joke will pass down the chain of interesting sets to enter E through D  E. Thus the
joke will have been transmitted through the chain of sets from A to E, even though they have no
customers in common. In practice I think this is exactly how jokes and information spread.

Most people who use pubs tend to use a variety in their neighbourhoods. Thus the local
intersection structure can be highly connected. The more highly connected two pubs are, the more
likely it is that things like jokes will pass between them. Thus the intersection structure of sets can
play an essential role in the transmission of information. This is highly relevant for modelling the
dynamics of complex human systems.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 17 of 31
2.7 Mappings and functions

Let A and B be sets. A mapping from A to B is a rule that assigns a member of B to each member
of A. We write f : A B. This is read as “f takes A to B” or “f maps A to B”. We write f (x) for
the element assigned to x in B by f. Here, A is called the domain of f and B is called the codomain
or range of f. The words function and transformation are also used instead of the word mapping.
For example in Figure 8(a) h is a mapping from { a, b, c, d, e} to { v, w, x, y, z }. In Figure 8(b) A
is the letters of the alphabet and I is the set of non-negative integers and the mapping  : A  I
assigns each letter to its position in the alphabet ( is the Greek letter phi, and is usually
pronounced ‘phie’ to rhyme with ‘pie’).

Let f : A B. We write f (A) = { f (a) | for all a in A} where { f (a) | for all a in A}  B. When f
(A) is a proper subset of B, f (A)  B, we say that f maps A into B. Since h(A)  { v, w, x, y, z },
and  (A)  I, both h and  are into-mappings. f is said to be an onto mapping when f(A) = B,
mapping A onto B.
When there exist a and a’ (the symbol a’ is read “a-prime”) with f (a) = f (a’), f is said to be a
many-to-one or many-one mapping, e.g. h is many-to-one since h(a) = h(d).

A mapping is said to be one-to-one if f (a)  f (a’) for all a and a’ in A.  is an example of a one-
to-one into mapping. A one-to-one into mapping is called an injection, so  is an injection from A
into I.
0
a 1
b 2
c 3
d 4
e 5
f 6
g 7
h 8
a v i 9
j 10
k 11
l 12
b w m 13
n 14
o 15
c x p 16
q 17
r 18
d y s 19
t 20
h u 21
v 22
e z w 23
x 24
y 25
z 26
 27
:
(a) h:{ a, b, c, d, e}  { v, w, x, y, z } (b)  : A  I :

Figure 8. Examples of mappings between sets

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 18 of 31
f f
B  f (A) f (A) = B
A f (A) A f (A)

(a) illustrating an into mapping (b) illustrating on onto mapping

Figure 9. Illustrating into and onto mappings

Let f : A B and let g : B C. Then the composite mapping, g o f: A C (read “g composite f ”,


or “g circle f ”), is defined by the rule g o f (a) = g( f (a)) for each member of A. g( f (a)) is read as
“g of f of a”.

SAQ 5
Let h:{ a, b, c, d, e}  { v, w, x, y, z } and  : A  I as illustrated in Figure 8.
(a) What is  o h(a)
(b) What is  o h(b)
(c) What is  o h(c)
(d) What is  o h(d)
(e) What is  o h(e)
(f) What is  o h({ a, b, c, d, e})

Proposition 11. Composition of mappings is associative, (h o g) o f = h o (g o f)

h o (g o f)

(g o f)

f g h
A B C D

(h o g)

(h o g) o f

Proof: ((h o g) o f )(a) = (h o g)( f (a)) = h (g( f (a)) = h ( (g o f )(a) ) = h o (g o f )(a)

Associativity means multiple composites can be written without parentheses, e.g. h o g o f.


CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 19 of 31
gof=f
f f g
A B A B A
g

(g o f )-1 = f -1o g-1 = 1A

(a) g  f is an automorphism, g and f one-one (b) if g  f is 1-1 onto then g = f -1 and g  f = 1A.
Figure 10. Inverse mappings

The identity mapping for A, written 1A is the mapping 1A : A A with 1A (a) = a for all a in A.

The mapping g: A  A is the inverse of f if and only if g o f = 1A , with g o f (a) = a.


The notation f -1 is often used for the inverse of f. Thus f -1 o f = f o f -1 = 1A.

To illustrate how compositions of mappings can be used, consider the following meronymic (part-
whole) relation ‘problem’ taken from (Winston et al, 1987) 13 :
Simpson’s finger is part of Simpson
Simpson is part of the Philosophy Department, so
Simpson’s finger is part of the Philosophy Department.
Let A be the set of parts of Simpson’s body, and let B be the set of people in the Philosophy
Department, and C be the set of departments in the University. Let f :A  B map every part of
Simpson to Simpson with f ( Simpson’s Finger) = Simpson. Let g : B  C map every member of
B to a department in C, with g( Simpson ) = Philosophy Department.
It is perfectly meaningful, if uninteresting, to write (g o f )( Simpson’s finger ) = Philosophy
Department. It is one of many true but uninformative things. It does not imply that Simpson’s
finger is g-related to the Philosophy Department, which is where the apparent problem arises.
This example illustrates how mathematics can resolve problems which are very puzzling when
expressed in words alone.
SAQ 6: Use mathematics to resolve the following conundrums from the paper by Winston et al
(i) A windshield is part of a car
This shard was part of a windshield
This shard was part of a car
(ii) Water is part of the cooling system
Water is partly hydrogen
Hydrogen in part of the cooling systems

Compared to a natural language such as English, mathematical composition immediately resolves
problems that cause great confusion in the analysis of multilevel systems. Altogether Winston et
al give some twelve troublesome meronymic relations involving ‘part of’ relationships. In every
case the ‘problem’ is unnecessary, being due to the same symbol, ‘part of’, ambiguously
representing different things in different sets.

13
Winston, M. E., Chaffin, R., Herrmann, D., ‘Taxonomy of Part-Whole Relations’, Cognitive Science, 11A, 417-444, 1987.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 20 of 31
2.8 Cardinality

Some of the number sets discussed in this session have strange and counter intuitive properties.
For example, how many numbers are there in the integers? Are there more rational numbers that
integers? Are there more real numbers than rational numbers?

You have probably seen the little symbol  that looks like an eight on its side, and you probably
know it is read as ‘infinity’. If you multiply infinity by any number what do you get. Infinity! So
for example, 2   = . But dividing both sides by  gives 2 = 1, which can’t be right? What’s
gone wrong?

The problem is that infinity doesn’t behave intuitively, and the only way to tame it is through
rigorous mathematics. There is not space or time enough here to do much, but we can put in place
some basic ideas.

Every set is assigned a symbol called its cardinality. For finite sets that symbol is n, the number
of elements in the sets. The cardinality of a set A can be denoted |A|. Any two sets that can be put
into one-to-one correspondence are said to have the same cardinality. The cardinality of the
natural numbers, N, is defined to 0. The symbol  is aleph, and 0 is read as “aleph-zero”, or
“aleph-null” .

A set is said to be denumerable or countably infinite if its elements can be put in bijective one-to-
one correspondence with the natural numbers. A set is set to be countable if it is finite or
denumerable. Countable sets have cardinality 0.

Proposition 12. The set of non-negative integers is countable and has cardinality 0.

Proof.

Let f be defined by f : x  x + 1. Then f(0) = 1, f(1) = 2, f(2) = 3, … This is 1-1 to one mapping,
The inverse function f-1 is also one-to-one, taking every element from the natural numbers to a
non-negative integer, So the non-negative integers is countable and has cardinality aleph zero.

Proposition 13. The set of integers has cardinality 0 and is countable

Proof.
Left f map the integers to the non-negative integers with the rule

f( x ) = 2x for x  0

f( x ) = –2x – 1 for x < 0.

The mapping f is one-to-one and its inverse is a one-to-one mapping from the non-negative
integers to the integers, and the integers have cardinality 0.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 21 of 31
Proposition 14. The rational numbers is a countable set.

Proof
The proof uses a diagonal argument as follows.
The rationals can be represented by ordered pairs of numbers, with p/q being represented by the
pair (p, q ). So lay out all the ps and qs as a table as shown in Figure 11. Figure 11 shows how to
take a path through the pairs of numbers. From this a formula can be abstracted as follows.

(1, 1) (1, 2) (1, 3) (1, 4) …

(2, 1) (2, 2) (2, 3) (2, 4) …

(3, 1) (3, 2) (3, 3) (3, 4) …

(4, 1) (4, 2) (4, 3) (4, 4) …

Figure 11. The diagonal layout for the proof that the rational numbers are countable

The pair (p, 1) is always in the position ((p+1)  p)/2 when p is odd and position (p  (p – 1))/2 +
1when p is even. For example (4,1) is in position (5  4)/2 = 10 and (3, 1) is in position
(3  2) / 2 + 1 = 4. Then the pair (p, q) is (q-1) positions on from (p, 1), so the mapping

f ( p , q )  (p  (p – 1))/2 + q for p odd

f ( p , q )  ((p+1)  p)/2 + q – 1 for p even

assigns the pairs to a unique number arranged this way. Thus f : Q  N is a one-to-one onto
function, and the rational numbers are countable with cardinality 0.

I find it very counter intuitive that a set as big as the rational numbers can be put in one-to-one
correspondence with the natural numbers, and has the ‘smallest’ non-finite cardinal number, 0.

There is an amusing story that exploits the counter intuitive properties of infinite sets. It is
supposed that the Cosmic Hotel has a countable number of rooms. Business is good and all the
rooms are booked. Then an unexpected inter-stellar space ship turns up with a countable number
of passengers who all need somewhere to stay for the night. At first there’s consternation trying
to decide what to do. Eventually the space ship captain suggests that the hotelier asks all the
existing guests to move to another room. If they are in room n would they kindly move to room

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 22 of 31
2n. This would leave all the odd numbered rooms free. Since there is a countable number of odd
numbers, these rooms can be assigned to the countable number of passenger in a one-to-one way,
so that everybody gets a room. This solution was implemented and everyone was happy!

Cardinal numbers can be ordered using the definition that | A |  | B | if there is an injection from
A to B. If | A |  | B | and | B |  | A | then | A | = | B |. If | A |  | B | and | A |  | B | we write
| A | < | B |.
Recall from Session 1 that the power set, P (A) of a set A is the set of all its subsets. Cantor’s
theorem says the cardinality of the power set is greater than the cardinality of the set, | A | < | P
(A) |. E.g. | N | < | P (N) |, and the set of sets of natural numbers has higher cardinality than 0.

The continuum is the set of real numbers between 0 and 1, and it is written [0, 1]. Let the
continuum have cardinality c. This is called of the power of the continuum.

The continuum hypothesis asserts that there is no cardinal number between 0 and c, i.e. there is
no cardinal number | S | with 0 < | S | < c. The continuum hypothesis allows c to be rewritten as
1, read as aleph-one, with 0 < 1.
There is much, much more that one could say about infinity and cardinal numbers. For example
the cardinality of the real numbers is the power of the continuum, 1.
These ideas are relevant to the science of complex systems because the assumption that ‘space’
can be modelled using the real numbers is very strong. People modelling non-physical systems
might be able to make much weaker assumptions about the nature of the ‘spaces’ they are
researching.

2.9 Numbers, observation and measurement

This Session began with the assertion that there are three types of observation: we can observe
that something exists, we can observe relationships between things, and we can count things.
Having studied some number sets, the last of these can be expanded somewhat.
There are four well known scales for data collection devised by Stevens in 1946 14 :
Nominal or Categorical Scale
A categorical variable, or a nominal variable, is for mutually exclusive categories 15 . Examples
include gender, marital status, and ethnicity. As another example 16 , a study might compare five
different genotypes. Although the five genotypes might be coded by numbers, the order is
arbitrary and any calculations (for example, computing an average) would be meaningless. The
values of the scale have no 'numeric' meaning in terms of the operations discussed in this session.
Ordinal Scales
An ordinal variable is one for which the order matters but not the difference between scale
values. Assigning values uses the properties greater than, equals, and less than. Although one
could use numbers such as 1 < 2 < 3 < 4 < 5, this could be misleading, and it is better to use
neutral symbols such as A < B < C < D < E , thus avoiding illegal operations such as addition or

14
Stevens, S.S. (1946). On the theory of scales of measurement. Science, 103, 677-680.
15
I don’t think the classes of ordinal scales need to be exclusive.
16
http://en.wikipedia.org/wiki/Level_of_measurement (accessed 20th August 2006)

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 23 of 31
subtraction. Examples include rating a book, a concert or a film (zero to five stars). Another
example is15 asking patients to express the amount of pain they are feeling on a scale of 1 to 10. A
score of 7 means more pain that a score of 5, and that is more than a score of 3. But the
‘difference’ between the 7 and the 5 may not mean the same as that between 5 and 3, and strictly
speaking is not defined.
Interval Scales
An interval scale allows measurement with meaningful differences between values. For example,
the difference between a temperature of 90 degrees and 80 degrees is the same difference as
between 20 degrees and 10 degrees since it relates to a fixed quantity, namely the energy
difference. People or objects on an interval scale have more of some attribute and that can be
meaningfully be represented by differences. For example, it is meaningful to say that one person
earns £ 10,000 p.a. more than another. Translating this into concepts of satisfaction could be
problematic, since these may exist only on an ordinal scale. Many personality measures are
assumed to operate on interval scales, but this should always be questioned.
Ratio scales
A ratio scale has is an interval scale with a zero. When the variable equals zero there is ‘none’ of
that variable. On a ratio scales, there is multiplication and division of scale values. Ratios of scale
values are equivalent, e.g. 2 to 1 is the same as 6 to 3. Examples include absolute temperature
measurement, annual income, and length in miles.

These categories of measurement have implications for the operations that are allowed on the
numbers, as summarised in the following table:
Allowable computations 17 Nominal Ordinal Interval Ratio
frequency distribution ---------------------------------------------- Yes Yes Yes Yes
median and percentiles ------------------------------------------- No Yes Yes Yes
add or subtract ------------------------------------------------------ No No Yes Yes
mean, standard deviation, standard error of the mean --- No No Yes Yes
ratio, or coefficient of variation ---------------------------------- No No No Yes

In practice the interval and ratio scales can be abused, with computer analysis packages
producing meaningless or misleading ‘results’ because invalid assumptions about the scales.
Non-mathematical science tends to use nominal and ordinal scales expressed in natural language.
There is a schism in science between qualitative (nominal and ordinal data) and quantitative
(ordinal, interval, and ratio data). Arguably the distinction between ‘quantitative’ and ‘qualitative
methods cannot be made in the science of complex systems, since most complex systems use both
kinds of scales.
It is surprising how far one can get in the analysis of systems using just nominal data, especially
the classes are combined. Some binary relations are based on nominal yes/no data, and the
mathematics of network theory gives deep insights into those systems.
Most complex systems are multilevel with the dynamics at lower levels constraining and
constrained by the dynamics at higher level. As Simpson’s finger illustrates, a little mathematics
with its language of mappings and compositions can bring new clarity to nominal structures.

17
This table is taken from http://www.graphpad.com/faq/viewfaq.cfm?faq=1089 (accessed 20 Aug 2006)

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 24 of 31
2.10 Multiple choice questions

You have now completed all the formal material for this session. Answer each of the following
multiple choice questions by selecting what you think is the right answer. If you cannot answer
the question circle the x.

Each multiple choice question has one answer. Tick your choices.

Q1. the number zero was invented or reinvented

(a) in England in the middle ages


(b) in France I the middle ages
(c) by the Mayans in the third century
(d) by the Arabs in the eight century
(e) by the Indians in the ninth century
(f) by the Chinese in the fourth century
(g) by the Romans in the second century
(h) by the Greeks in the first century BC
(x) don’t know

Q2. The natural numbers are

(a) closed under 


(b) closed under 
(c) closed under 
(d) closed under /
(e) closed under 
(f) closed under 
(g) closed under 
(h) closed under –
(x) don’t know

Q3. If an abstract operation  is commutative, for all a, b, and c if and only if

(a) (a  b)  c = a  (b  c)
(b) a  b = b  c
(c) (a + b)  c = (a  c) + (a  c)
(d) a  b + c = (a  c) + (a  c)
(e) a  b  c = a  b  (c  a )
(f) (a  b)  (a  c)  (b  c) = 
(g) a  b  c = a  (b  c)
(h) (a  a)  (b  b)  (c  c) = a2  b2  c2
(x) don’t know

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 25 of 31
Q4. Addition for rational numbers is defined as

(a) a/b + c/d = (a + c) /( b  d)


(b) a/b + c/d = (a  c)/(b  d )
(c) a/b  c/d = (a + c) /( b  d)
(d) a/b  c/d = ((a + d) + (b + c))/( b + d)
(e) a/b  c/d = ((a  d) + (b  c))/( b  d)
(f) b/a + d/c = ((a  d) + (b  c))/( b  d)
(g) a/b + c/d = ((a  d) + (b  c))/( b  d)
(h) a/b + c/d = ((a + d)  (b + c))/( b  d)
(x) don’t know

Q5. 2 is

(a) 1.426
(b) a rational number
(c) a rational quotient
(d) an integer
(e) A truncated decimal
(f) an irrational number
(g) an irrational quotient
(h) a real exponent
(x) don’t know

Q6 Which of the following is false

(a) every field is a ring


(b) every field has a commutative addition and multiplication
(c) every ring is an Abelian group under addition
(d) the rational numbers form a field
(e) every Abelian group commutes
(f) the rational number is a subset of the reals
(g) the irrational numbers is a subset of the reals
(h) the real numbers is a subset of the cardinal numbers
(x) don’t know

Q7. Which of the following is false:

(a) a tolerance relation is reflexive and symmetric


(b) an equivalence relation is a transitive tolerance relation
(c) a total order has no non-comparable elements
(d) a partial order is reflexive, antisymmetric and transitive
(e) an equivalence relation partitions a set into equivalence classes
(f) a total order is an antisymmetric transitive tolerance relation
(g) every equivalence relation is a tolerance relation
(h) every total order is a partial order
(x) don’t know

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 26 of 31
Q8. For finite sets A, B, and C, which of the following is false

(a) |A B| = |A| +| B| – |A B|


(b) |B A| = |A| | B| – |A B|
(c) |A B C | = |A| + | B| + | C| – |A B| – |A C| – |B C| + |A B C |
(d) |C A B | = |A| + | B| + | C| – |A B| – |A C| – |B C| + |A B C |
(e) |A B| = |A B| – |A  B|
(f) |A B| = |A B| + |A  B|
(g) |C A B | = |A| + | B| + | C| + |A B| + |A C| + |B C| – |A B C |
(h) |A B| = | B| – |A B| + |A|
(x) don’t know

Q9 Which of the following is false

(a) a 1-1 mapping f from A onto B has an inverse, f -1


(b) If f(A)  g(B)   then g  f (A  B)  
(c) composition of mappings is associative
(d) meronymic relations concern parts and wholes
(e) the composition of an injection with an injection is an injection
(f) The composition of two 1-1 mappings is 1-1.
(g) if either of f or g is many-one then g  f is many-one
(h) an injection is a one-to-one into mapping
(x) don’t know

Q10 Which of the following is false

(a) | Q | = 0
(b) the power of the continuum is 1
(c) a diagonal construction shows that the rationals are countable
(d) Cantor’s Theorem states that | A | < | P (A) |
(e) | Q  Q | = 0
(f) | R | = 1
(g) if | A | < | B | then A cannot be mapped onto B
(h) the continuum hypothesis states that [0,1] is continuous.
(x) don’t know

Please email your answers to Jeffrey Johnson at:

complexity.open.ac.uk
Answers will returned by email.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 27 of 31
2.11 Conclusions

This session has introduced the following topics

 the natural numbers and the integers


 the rational numbers
 the real numbers
 order, equivalence and tolerance relations
 Hasse Diagrams
 transmission of dynamics through connected sets
 mappings and functions
 cardinality
 the continuum hypothesis
 measurement scales

Since observation lies at the heart of complex systems science – reconstructing models from data
– it is essential that one understands the nature of the sets used to make observations and
measurements. Certainly there are many phenomena that cannot be measured on ratio or even
interval scales, and there are many new mathematical ways to investigate such phenomena. Even
when a ratio scale is justified, the scientists should know when to use the rational numbers or the
reals for measurement and modelling.

If you have read and understood most of what has been covered in the session, you already have a
significant part of the basics of mathematics under your belt. Apart from this, I have tried to show
how mathematics works. Some of the proofs given have been dreary, but the payoff for trying to
prove everything explicitly is building mathematics and models that won’t fall to pieces because
of some fatal flaw missed early in the process. Of course it’s possible to make errors, but
mathematics is surveyable 18 , and other mathematicians can inspect and critique your proofs.

I hope in this lesson that you feel more confident about reading mathematics, and that you can
convert the symbols into meaningful words. Better still, I hope you are gaining confidence in
manipulating the systems to get the results you want.

18
Until recently it was assumed that a single mathematician could survey any mathematical theory or
theorem by themselves. Thus one only need to believe what one has seen proved and agreed has been
correctly proved. This belief was shattered in 1976 when Haken and Appel gave their computer-aided
proof of the four colour problem (is four colour sufficient to colour every map?). The controversy still
rages, as you will hear when Professor Robin Wilson lectures on the subject based on his book Four
Colours Suffice ( Penguin Books (London), 2002). The history of mathematics gives great insights into the
nature of mathematics and it’s relationship with science. It’s as good an adventure story or soap opera as
any other, with colourful characters, heroes, knaves, and fools. The four colour problem is typical, flip-
flopping backwards and forwards as proved/not-proved, with some individuals benefiting while being
wrong and others gaining nothing for being right. It starts with the benign August De Morgan (he of De
Morgan’s Law fame, of Session 1) and (almost) ends with Haken and Appel. I say ‘almost’ because we’re
still talking about it today, and thinking about the surveyability issue.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 28 of 31
Answers to the SAQs

SAQ 1

(i) Is the set of integers closed under subtraction?


Yes. if x  Z and y  Z with (-y) the additive inverse of y, then x + (–y) = x – y  Z

(ii) Is subtraction an associative operation for the integers?


No. For example (9 – 4) – 3 = 5 – 3 = 2  8 = 9 – 1 = 9 – (4 – 3)
(iii) Does subtraction have an identity element for the integers?
No. Suppose e exists as an inverse under subtraction with the property that x – e = x.
Then – e = 0 and e = 0. But, for example, 2 – e = 2  0 – 2, therefore e does not exist.
(iv) Does subtraction of integers have inverses?
No. If there is no subtractive identity, subtractive inverses cannot be defined.
(v) Is subtraction commutative for the integers?
No. For example, 3 – 5  5 – 3.
Discussion

Given that we use it all the time, it is surprising how badly subtraction behaves. In fact we have to
be careful when using minus for exactly the reasons shown above, and we effectively convert
subtractions into additions of inverses.
It is instructive that an operation as common as minus is not associative. This means that the
parentheses are essential to ensure that the calculations are correct. Compared to the group
structure of addition, which needs no parentheses, minus is fiddly and error-prone.
It is surprising that minus does not have an identity element. At first sight one might expect 0 to
be an identity element, but if it did we’d have things 5 – 0 = 0 – 5. And without an identity
element there cannot be inverses.
Commutativity is a very strong condition in mathematics. There are many systems that are well
behaved, even if they are non-commutative. Minus is not one of them.

SAQ 2 Show that n  m = (–n ) (–m)

(i)
0 = (n + (–n))  (–m)
= (n  (–m)) + ((–n)  (–m))
Add (n  m) to both sides of the equation:
(n  m) = (n  m) + (n  (–m)) + ((–n)  (–m))
By the distributive law
(n  m) = ((n  ((m) + (–m)) + ((–n)  (–m))
giving, since ((m) + (–m)) = 0,
n  m = (–n)  (–m)

(ii) (–1)  (–1) = 1 is a special case of this more general result, with n = 1 and m = 1.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 29 of 31
SAQ 3. Show that the rational numbers without zero form an Abelian group under multiplication

(i) closure: a/c  b/d = (a  b)/(c  d). Since a, b, c and d are non-negative integers, so are a  b
and c  d, and the produce has the required form of an integer divided by an integer.

(ii) associativity: (a/b  c/d)  e/f = (a  c)/( b  d)  e/f = ((a  c)  e)/((b  d)  f )) =


(a  c  e)/( b  d  f) = (a  (c  e))/(b  (d  f )) = a/b  (c  e/d  f) = a/b  (c/d  e/f).

(iii) The identity element for multiplication is 1/1: a/b  1/1 = (a1)/(b1) = a/b.

(iv) The inverse of p/q  0 is q/p since p/q  q/p = pq/qp = pq/pq = 1.

(v) Commutativity: a/b  c/d = ( a  c)/(b  d) = (c  a)/(d  b) = c/d  a/b


SAQ 4

(i) Give an example of a totally ordered set in your field.

In robotics, robots are totally ordered by their cost.


In road traffic systems, routes are totally ordered by travel times.
In machine vision pixels in monochrome images are totally ordered by their greyscale.
In human systems classes of people can be totally ordered by the age of the members.

(ii) Give an example of a partially ordered set in your field.


In robotics, robots can be order by the size of an enclosing cuboid, with a robot being ‘smaller’
than another if its cuboid fits in another robot’s cuboid. This is a partial order.
In road traffic systems, the cost of travelling a route depends on travel time and monetary cost,
and a route could be superior to another if it cost less and took less time to travel. Costing less is
here a partial order.
In machine vision, a recognized classification could be better than another if was superior on all
criteria. Superiority would be a partial order
In human systems, a person might be assessed on a number of criteria such as skills, with one
person being better than another if they are better with respect to all criteria.
In human systems the management hierarchy is usually shown as a partial order with the big boss
at the top, with intermediate bosses reporting to the big boss, and under-managers reporting to
them. Non-comparable managers may engage in ‘turf wars’. However, very often these diagrams
have little to do with the way the organisation functions.

Generally any evaluation which includes more than two criteria will result in a partial order.

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 30 of 31
SAQ 5

Let h:{ a, b, c, d, e}  { v, w, x, y, z } and : A  I.

(a)  o h(a) = (y) = 25


(b)  o h(b) = (x) = 24
(c)  o h(c) = (v) = 22
(d)  o h(d) = (y) = 25
(e)  o h(e) = (z) = 26
(f)  o h({ a, b, c, d, e}) = {22, 24, 25, 26}

SAQ 6
A windshield is part of a car g (windshield) = car
This shard was part of a windshield f(shard) = windshield
This shard was part of a car g  f (shard) = car

Water is part of the cooling system g(water) = cooling system


Water is partly hydrogen f(Hydrogen) = Water
Hydrogen in part of the cooling systems (g  f)(Hydrogen) = the cooling system

CSS - ASSYST Course on Mathematics for the Science of Complex Systems. Lesson 2 Page 31 of 31