Many-Sorted First-Order Model Theory

Lecture 4

2nd June, 2020

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Ordinals
Ordinals are special sets constructed as follows:
I 0=∅
I 1 = 0 ∪ {0} = {0} I ω + 1 = {0, 1, 2, . . . , ω}
I 2 = 1 ∪ {1} = {0, 1} I ω + 2 = {0, 1, 2, . . . , ω + 1, ω + 2}
.. ..
. .
I n + 1 = n ∪ {n} = {0, 1, . . . , n} I ω+n+1 = {0, 1, 2, . . . , ω, ω+1, ω+2, . . . , ω+n}
.. .
..
.
I ω = {0, 1, 2, . . . } I ω 0 = {0, 1, 2 . . . , ω, ω + 1, ω + 2 . . . }

All ordinal numbers greater than 0 are produced in this way,

I either by taking the successor of the last produced ordinal, or
I if there is no such last ordinal, by taking the set of all the ordinals produced so far (as in
the case of ω) which yields a new limit ordinal.

Fact 1
I For all sets A there exists an ordinal i and a bijective mapping f : i → A.
I Any subclass of ordinals has a least element.
I For any ordinal i, the pair (i, ∈) is a total ordering.
I One cannot take the set of all ordinals, since this set would be a new limit ordinal, which
is impossible, as we already defined them all (the collection of all ordinals is a class).
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Transfinite induction

Convention
Whenever it is convenient, we denote the membership relation ∈ among
ordinals by <.

Ordinals support the following principle of Transfinite/Ordinal Induction:

I Let P(i) be a property defined for all ordinals i.
I Suppose that whenever P(j) is true for all j < i then P(i) is also true.
I Then transfinite induction tells us that P is true for all ordinals.
Usually the proof is broken down into three cases:
1. Zero case Prove that P(0) is true.
2. Successor case Prove that P(i) implies P(i + 1).
3. Limit case Prove that for any limit ordinal i, P(i) follows from P(j)
for all j < i.

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Cardinals
I A cardinal number (or simply cardinal) say how many of something there are, for example,
one, two, three, four, five, six.
I Cardinal numbers are equivalence classes, or representatives of equivalence classes, of sets
under the bijection relation.
I The representative of each equivalence class is the least ordinal in the equivalence class,
which exists since any set of ordinals has a least element.
I card(A) = card(B) iff there exists a bijection f : A → B.
I card(A) ≤ card(B) iff there exists an injection f : A → B.
I card(A) ≥ card(B) iff there exists a surjection f : A → B.

Lemma 2
For all sets A there is no bijection f : A → P(A).

Proof.
Suppose there exists a bijective mapping f : A → P(A).
Let A0 := {a ∈ A | a 6∈ f (a)} ∈ P(A).
Since f is bijective, there exists a0 ∈ A such that f (a0 ) = A0 .
I If a0 ∈ f (a0 ) then a0 6∈ A0 , that is a0 6∈ f (a0 ).
I If a0 6∈ f (a0 ) then a0 ∈ A0 , that is a0 ∈ f (a0 ).

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More on cardinals

I If card(A) = α then α < card(P(A)) = 2α .

I For each cardinal α, the least cardinal greater than α is denoted by α+ .
I The Generalized Continuum Hypothesis states that 2α = α+ for all infinite
cardinals α. In particular ω + = 2ω = c, the cardinal of real numbers.

Problem 3
I Any language defined over a countable alphabet is countable.
Hint: prove that there exists an injection f : ω ∗ → ω.
I Prove that ω n is countable for all n ∈ ω.

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More on cardinals
I Countable union of countable sets is countable too.
Let {An }n∈ω be an ω-sorted set such that card(An ) = ω for all n ∈ ω.
Let f : ω 2 → n∈ω An defined by f (n, m) = an,m for all n, m ∈ ω,
S

where An = {an,0 , aSn,1 . . . } for all n ∈ ω. One can easily notice that f is
surjective. Hence, n∈ω An is countable.
.. .. .. ..
. . . . ...
A2 a2,0 a2,1 a2,2 . . .
A1 a1,0 a1,1 a1,2 . . .
A0 a0,0 a0,1 a0,2 . . .
I Since ω ∗ = n∈ω ω n , we have ω n ⊆ ω ∗ for all n ∈ ω;
S

it follows that card(ω n ) = ω for all n ∈ ω.

I For any set A of infinite cardinality, let’s say α, we have card(A∗ ) = α.
card(A∗ ) = card( n∈ω An ) = n∈ω card(A)n = ω ∗ αn = α.
S P

I Let α and β be two infinite cardinals, and let {Ai }i∈β be a family of sets
such that (a) β < α and (b) card(Ai ) < α for all i ∈ β.
S P
Then card( i∈β Ai ) = i∈β card(Ai ) < β ∗ α = α.
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Signature extensions

Lemma 4
Let Σ be a signature of power α, and C an S-sorted set of new constants such that
card(Cs ) = α for all sorts s ∈ S.
ιC : Σ ,→ Σ[C ]
For all enumerations {ρi ∈ Sen(Σ[C ]) | i < α} there exists a chain of signature
morphisms
χ0,1 χ1,2 χi,i+1
Σ[C0 ] ,→ Σ[C1 ] ,→ . . . Σ[Ci ] ,→ . . . Σ[Cα ]
such that
I Ci ∈ Pα (C ) for all i < α, and Cα = C ,
Σ[Ci , Xi ] Xi
I ρi = χi,α (γi ) for some γi ∈ Sen(Σ[Ci ]), :
ιX
and i
ϑi ϑi
I if γi is of the form ∃Xi · γi0 ,   
then there
Σ[C ]
 / Σ[Ci+1 ] Ci+1 \ Ci
exists an injective mapping i χi,i+1
ϑi : Xi → Ci+1 \ Ci .

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Maximally consistent sets

Lemma 5
Let Σ be a signature of power α, and C an S-sorted set of new constants
such that card(Cs ) = α for all sorts s ∈ S. Any consistent set Γ of
Σ-sentences can be ‘extended’ 1 to a maximally consistent set Γα of
Σ[C ]-sentences such that
I if ∨E ∈ Γα then e ∈ Γα for some e ∈ E , and
I if ∃X · ρ ∈ Γα then ϑ(ρ) ∈ Γα for some injective mapping ϑ : X → C .

1
Here ‘extended’ means that ιC (Γ) ⊆ Γα , where ιC : Σ ,→ Σ[C ].
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Proof of Lemma 5.
Given an enumeration {ρi ∈ Sen(Σ[C ]) | i < α} of the Σ[C ]-sentences, consider the chain of
χ0,1 χ1,2 χi,i+1
signature morphisms Σ[C0 ] ,→ Σ[C1 ] ,→ . . . Σ[Ci ] ,→ . . . Σ[Cα ] from Lemma 4 such that for
all i < α, we have ρi = χi,α (γi ) for some Σ[Ci ]-sentence γi . We construct a chain of
presentations morphisms
γ0 γi γi+1


(Σ[C0 ], Γ0 ) / ...
χ0,1
(Σ[Ci ], Γi )
 / (Σ[Ci+1 ], Γi+1 )  
χi,i+1
/ ...
χi+1,i+2
(Σ[Cα ], Γα )
with the following properties:
1. (Σ[Ci ], Γi ) is consistent for each i ≤ α,
2. χi,j (Γi ) ⊆ Γj for all ordinals i and j such that i < j ≤ α,
3. χi,i+1 (γi ) ∈ Γi+1 or ¬χi,i+1 (γi ) ∈ Γi+1 for all ordinals i < α, and
4. if χi,i+1 (γi ) ∈ Γi+1 and γi is of the form ∃Xi · γi0 then ϑi (γi0 ) ∈ Γi+1 .
We proceed by induction on ordinals.

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Proof of Lemma 5.
I i = 0 Γ0 := ιC0 (Γ), where ιC0 : Σ ,→ Σ[C0 ] is an inclusion. Since Γ is consistent, Γ0 is
consistent as well.
I i ⇒ i + 1 There are two subcases.

1. Γi ∪ {γi } 6` ⊥ There are two subcases.

1.1 γi = ∃Xi · γi0 We have ιXi (Γi ∪ {∃Xi · γi0 }) ∪ {γi0 } 6` ⊥;

indeed if ιXi (Γi ∪ {∃Xi · γi0 }) ∪ {γi0 } ` ⊥ then Σ[Ci , Xi ]

:
by (QuantI ), Γi ∪ {∃Xi · γi0 } ` ⊥ which is a ιX
i
contradiction. Since ϑi is injective, we have ϑi
ϑi (ιXi (Γi ∪ {∃Xi · γi0 }) ∪ {γi0 }) 6` ⊥. Γi+1 := ,  
 / Σ[Ci+1 ]
χi,i+1 (Γi ) ∪ {χi,i+1 (γi ), ϑi (γi0 )} is consistent. Σ[C ] i χi,i+1

1.2 γi is not existentially quantified Γi+1 := χi,i+1 (Γi ) ∪ {χi,i+1 (γi )} which is
consistent, as Γi ∪ {γi } 6` ⊥ and χi,i+1 is injective.

2. Γi ∪ {γi } ` ⊥ Γi+1 := χi,i+1 (Γi ) ∪ {¬χi,i+1 (γi )}.

Since Γi ` ¬γi and Γi is consistent, Γi ∪ {¬γi } is consistent too. Since χi,i+1 is
injective, Γi+1 = χi,i+1 (Γi ) ∪ {¬χi,i+1 (γi )} is consistent.
I i ≤ α is a limit ordinal Γi := j<i χj,i (Γj ). Suppose that Γi is not consistent. By
S

compactness, χj,i (Γj ) is not consistent for some j < i. Since χi,j is injective, by (Cons),
Γj is not consistent, which is a contradiction. Hence, Γi is consistent.
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Proof of Lemma 5.
We show that if ∨E ∈ Γα then e ∈ Γα for some e ∈ E . Suppose that e 6∈ Γα for all e ∈ E , then:
1 ¬e ∈ Γα for all e ∈ E since Γα is maximally consistent
2 Γα ` ¬e for all e ∈ E by (Monotonicity )
3 Γα ∪ {e} ` ⊥ for all e ∈ E by (NegE )
4 Γα ` ∨E by (Monotonicity ), since ∨E ∈ Γα
5 Γα ` ⊥ from (3) and (4), by (DisjE )
6 contradiction since Γα is consistent
We show that if ∃X · ρ0 ∈ Γα then ϑ(ρ0 ) ∈ Γα for some injective mapping ϑ : X → C .
χ0i,α
Σ[Ci , Xi ] / Σ[C , X ]
: ;
ιX ιX
i
ϑi ϑ
,  , 
Σ[Ci ] / Σ[Ci+1 ] / Σ[C ] / Σ[C ]
χi,i+1 χi+1,α 1Σ[C ]

1 ∃X · ρ0 = χi,α (γi ) for some i < α by Lemma 4

2 γi is of the form ∃Xi · γi0 by the definition of Sen(χi,α )
3 ϑi (γi0 ) ∈ Γα by the first part of the proof
4 let ϑ : X → C defined by ϑ(x, s, Σ[C ]) = ϑ0i (x, s, Σ[Ci ])
for all (x, s, Σ[C ]) ∈ X
5 ϑ(ρ0 ) = ϑ(χ0i,α (γi0 )) = χi+1,α (ϑi (γi0 )) ∈ χi+1,α (Γi+1 ) ⊆ Γα by the commutativity of the
above diagrams and
the first part of the proof

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Consistency vs. satisfiability
Theorem 6
Let Γ be a set of consistent set of sentences over a signature Σ of power α. Then for all
signature extensions ιC : Σ → Σ[C ], where C is a set of new constants such that card(Cs ) = α
for all s ∈ S, there exists a reachable model over Σ[C ] which satisfies ιC (Γ).

Proof.
By Lemma 5, Γ can be ‘extended’ to a maximally consistent set Γα of Σ[C ]-sentences
(ιC (Γ) ⊆ Γα , where ιC : Σ ,→ Σ[C ]) such that
I if ∨E ∈ Γα then e ∈ Γα for some e ∈ E , and
I if ∃X · ρ0 ∈ Γα then ϑ(ρ0 ) ∈ Γα for some injective mapping ϑ : X → C .
Let B ⊆ Γα be the set of all equations and relations from Γα . We show that AB |= ρ iff Γα ` ρ
for all Σ[C ]-sentences ρ. We proceed by induction on the structure of ρ.
I for atomic sentences By atomic completeness, AB |= ρ iff B |= ρ iff B ` ρ.
I If B ` ρ then, by (Monotonicity ) and (Transitivity ), Γα ` ρ.
I If Γα ` ρ then since Γα is maximally consistent, ρ ∈ Γα ;
since ρ is atomic, ρ ∈ B;
by (Monotonicity ), B ` ρ.

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Proof of Theorem 6.
I ¬ρ if AB |= ¬ρ iff AB 6|= ρ iff Γα 6` ρ;
since Γα is maximally consistent Γα 6` ρ iff Γα ` ¬ρ.
I ∨E
I if AB |= ∨E then AB |= e for some e ∈ E ; by the induction hypothesis, Γα ` e; by
(DisjI ), Γα ` ∨E .
I if Γα ` ∨E then since Γα is maximally consistent, ∨E ∈ Γα ; by Lemma 5, e ∈ Γα
for some e ∈ E ; by (Monotonicity ), Γα ` e; by the induction hypothesis, AB |= e;
hence, AB |= ∨E .
I ∃X · ρ0
I Assume that AB |= ∃X · ρ0 .
1 A |= ρ0 for some ιX -expansion A of AB since AB |= ∃X · ρ0
2 AB θ = A for some substitution θ : X → TΣ[C ] since AB is reachable
3 AB |= θ(ρ0 ) by the satisfaction condition
for substitutions since A |= ρ0
4 Γα ` θ(ρ0 ) by the induction hypothesis
5 Γα ` ∃X · ρ0 by (Sb)
I Assume thar Γα ` ∃X · ρ0
1 Γ ` ϑ(ρ0 ) for some injective mapping ϑ : X → C by Lemma 5
2 AB |= ϑ(ρ0 ) by the induction hypothesis
3 AB ϑ |= ρ0 by the satisfaction condition
4 AB |= ∃X · ρ0 since (AB ϑ ) ιX = AB
It follows that AB |= Γα . In particular, AB |= ιC (Γ).
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Completeness
Corollary 7
The first-order entailment relation ` is complete.

Proof.
By (Unions), it suffices to prove that Γ |=Σ γ implies Γ `Σ γ,
which is equivalent to Γ 6`Σ γ implies Γ |6 =Σ γ.
1 assume that Γ 6`Σ γ
2 Γ ∪ {¬γ} 6`Σ ⊥ if Γ ∪ {¬γ} `Σ ⊥ then Γ `Σ ¬¬γ and
we get Γ `Σ γ, which is a contradiction
3 let α = card(Sen(Σ) and ιC : Σ ,→ Σ[C ]
such that card(Cs ) = α for all sorts s ∈ S
4 A |= ιC (Γ ∪ {¬γ}) for some reachable by Theorem 6
model A over the signature Σ[C ]
5 A Σ |= Γ ∪ {¬γ} by the satisfaction condition
6 Γ 6|=Σ γ since A Σ |= Γ and A Σ 6|= γ

Fact 8
By soundness and completeness, we have that ` = |=.

Problem 9
Show that a set of sentences is consistent iff it is satisfiable.
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Compactness
The following result is a consequence of soundness and completeness.

Corollary 10
1. The satisfaction relation |= is compact.
2. A set of sentences Γ is satisfiable iff every finite subset of Γ is satisfiable.

Proof.

1. Assume that Γ |= T and let Tf ⊆ T finite. We show that Γf |= Tf for some Γf ⊆ Γ finite:
1 Γ |= Tf since Γ |= T and Tf ⊆ T
2 Γ ` Tf by completeness
3 Γf ` Tf for some Γf ⊆ Γ finite since ` is compact
4 Γf |= Tf by soundness
2. Since the first-order entailment relation ` is compact,
Γ ` ⊥ iff Γf ` ⊥ for some finite subset Γf ⊆ Γ.
It follows that
Γ 6` ⊥ iff Γf 6` ⊥ for all finite subsets Γf ⊆ Γ.
Since soundness and completeness, we get
Γ is satisfiable iff each finite subset Γf ⊆ Γ is satisfiable.

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Downwards Löwenheim-Skolem (DLS) Theorem
The following result is a consequence of Theorem 6.

Corollary 11
Every satisfiable set of sentences Γ over a signature Σ of power α has a model A of power at
most α, i.e. card(As ) ≤ α for all s ∈ S.

Proof.
Since Γ is satisfiable, Γ is consistent. Let C be an S-sorted set of constants such that
card(Cs ) = α for all s ∈ S.
1 there exists a reachable Σ[C ]-model B by Theorem 6
such that B |= ιC (Γ)
2 card(Bs ) ≤ α for all s ∈ S (a) card(TΣ[C ],s ) ≤ α for all s ∈ S, and
(b) TΣ[C ] → B is surjective
3 A |= Γ, where A = B Σ by the satisfaction condition
4 card(As ) ≤ α for all s ∈ S since card(Bs ) ≤ α for all s ∈ S

Problem 12
Every satisfiable set of sentences Γ over a signature Σ of power α has a model A of power α, i.e.
card(As ) = α for all s ∈ S.
Hint: Let C be an S-sorted set of constants such that card(Cs ) = α for all s ∈ S. Show that
ιC (Γ) ∪ {¬(c = d) | s ∈ S and c, d ∈ Cs such that c 6= d} is satisfiable using compactness.
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Countable models
A model A over a signature Σ = (S, F , P) is called countable iff As is countable for all sorts
s ∈ S. The following result is a consequence of Theorem 6.

Corollary 13
Every countable and satisfiable set of sentences has a countable model.

Proof.
Let Γ be a countable and satisfiable set of sentences over a signature Σ = (S, F , P). There
exists a subsignature Σ0 ⊆ Σ which consists of a countable number of symbols such that
Γ ⊆ ι(Sen(Σ0 )), where ι : Σ0 ,→ Σ is an inclusion. Let Γ0 = ι−1 (Γ). Let C be a set of new
constant symbols such that card(Cs ) = ω for all sorts s ∈ S. By Theorem 6, there exists a
reachable Σ0 [C ]-model A0 such that A0 |= ιC (Γ0 ). Notice that card(A0s 0 ) ≤ ω for all s 0 ∈ S 0 ,
which means that A0 is countable. It follows that A0 Σ0 is countable too. By the satisfaction
condition, A0 Σ0 |= Γ0 . Let m be an element which doesn’t belong to the universe |A0 |. We
define the Σ-model A as follows:
 0
I As = As for all s ∈ S 0
A0s = {m} for all s ∈ S \ S 0
0
I For all σ : w → s ∈ F 0 , the function σ A : Aw → As is defined by σ A (a) = σ A .
For all σ : w → s ∈ F \ F 0 , the function σ A : Aw → As is defined randomly.
0
I For all π : w ∈ P 0 , π A = π A . For all π : w ∈ P \ P 0 , π A = ∅.
Since A0 Σ0 is countable, A is countable too. Since ι : Sen(Σ0 ) → Sen(Σ) is injective,
ι(ι−1 (Γ)) = Γ. By the satisfaction condition, A |= ι(Γ0 ) = ι(ι−1 (Γ)) = Γ .
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Problem 14
Let Γ be a set of sentences over a signature Σ = (S, F , P) that has
arbitrarily large finite models, i.e. for each n ∈ ω there exists a model An
such that An |= Γ and card(Ans ) ≥ n for all s ∈ S. Show that Γ has an
infinite model, i.e. there exists a Σ-model A such that A |= Γ and
card(As ) ≥ ω for all s ∈ S.

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