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Mathematical proofs

Foundations of mathematics

Introduction

Mathematical proofs are essential to establishing the truthfulness of


situations that we take for granted. Advanced topics such as probability,
Calculus, linear algebra, and machine learning, all rely on well-defined axioms
and established theorems.

Prerequisites

To understand the Mathematical proofs, we recommend familiarity with the


concepts in

 Sets
 Logic

Follow the above links to first get acquainted with the corresponding
concepts.

Axioms

A true mathematical statement whose truth can be accepted without proof is


known as an axiom.

Example
Probability theory is based on three axioms.

1. The probability of the occurence of an event is greater than or equal to zero.


2. The probability that at least one of the events in a sample space will occur is 1.
3. The probability of occurence of a union of disjoint events is the sum of their individual
probabilities of occurence.

These axioms define probability theory. Their veracity is never challenged.


They are assumed to be true.

Theorem, Lemma, and Corollary


A true mathematical statement whose truth can be verified is often referred
as a theorem. Mathematical proofs rely on axioms and previously proven
theorems to develop new theorems. When the truth of a mathematical
statement is verified, it becomes a theorem.
A lesser verified statement that helps in developing more complex theorems
is known as a lemma.
A statement that can be deduced from a theorem or a lemma or other earlier
result is known as a corollary.
Many mathematicians reserve the term theorem for results that are
particularly significant and the term lemma or corollary for results that help
or result from the important theorem.
So, remember this: A lemma helps prove a theorem and a corollary results
from the grand theorem.

Conjecture

In mathematics, when we do not know the truth of a statement, but have


reasons to believe that it might be true, then it is known as a conjecture. If a
conjecture gets proven, it ceases to be one and becomes an important
theorem.

Examples

1. The four color conjecture was originally posed in 1852. The conjecture stated that "Every map
can be colored with four or fewer colors". It wasn't until 1976 that the conjecture was finally
proven, about 124 years since the initial statement.
2. Fermat's conjecture, posed in 1637, stated that no positive integers aa, bb and cc can satisfy
the equation an+bn=cnan+bn=cn for values of n>2n>2. It was finally proven in 1995, about
358 years after it was posed.

Proof strategy

When posed with an open problem, it may not be clear how to proceed.
Planning to arrive at a proof by considering various alternatives is known
as proof strategy.
A proof strategy occurs in the design phase of proving a result, before you
arrive at the result.

Proof analysis

When you arrive at a proof or are presented a proof leading to a result, it is


usually useful to reflect on the proof to understand it better. Such a
discussion is known as proof analysis.

Trivial proofs

Most theorems are usually stated as implications of the form


"if P(x)P(x) then Q(x)Q(x) for x∈Sx∈S", or, using the logical
notation, P(x)⇒Q(x),∀x∈SP(x)⇒Q(x),∀x∈S.
In some implications, it turns out that Q(x),∀x∈SQ(x),∀x∈S can be shown to
be always true, irrespective of the value of P(x)P(x). Such proofs are known
as trivial proofs.
Example
Consider the statement "For n∈Nn∈N, if n3>0n3>0, then, 3 is odd".
As an implication, this statement is the
implication P(n)⇒Q(n), for n∈NP(n)⇒Q(n), for n∈N, where
P(n):n3>0P(n):n3>0Q(n):3 is odd.Q(n):3 is odd.
In this case, the conclusion of the implication, Q(n)Q(n), "3 is odd", is always
true. It does not matter if the hypothesis P(n)P(n) is true or false. Hence the
proof is trivial.

Vacuous proofs

Most theorems are usually stated as implications of the form


"if P(x)P(x) then Q(x)Q(x) for x∈Sx∈S", or, using the logical
notation, P(x)⇒Q(x),x∈SP(x)⇒Q(x),x∈S.
In some implications, it turns out that P(x)P(x) is false for all x∈Sx∈S,
regardless of the truth value of Q(x)Q(x). Such a proof is known as
a vacuous proof.
Example
Consider the statement "For n∈Nn∈N, if 3 is even, then n3>0n3>0".
As an implication, this statement is the
implication P(n)⇒Q(n), for n∈NP(n)⇒Q(n), for n∈N, whereP(n):3 is
even.P(n):3 is even.Q(n):n3>0Q(n):n3>0
In this case the hypothesis, P(n)P(n), "3 is even", is always false, and the
conclusion n3>0n3>0 does not need to be proven. Hence, this is a vacuous
proof.

Direct proofs

Let P(x)P(x) and Q(x)Q(x) be open sentences over a domain SS. Suppose


we wish to prove the quantified
statement ∀x∈S,P(x)⇒Q(x)∀x∈S,P(x)⇒Q(x). The
implication P(x)⇒Q(x)P(x)⇒Q(x) is true whenever the
hypothesis P(x)P(x) is false for some x∈Sx∈S. So, we do not need to
concern about the case when P(x)P(x) is false. We only need to show that
if P(x)P(x) is true for some arbitrary x∈Sx∈S, then Q(x)Q(x) is also true for
the same xx.
A proof strategy that follows along this direction is known as a direct proof.

Example
Prove: If nn is an odd integer, then 5n+35n+3 is an even integer.
Proof: Assume that nn is some odd integer. Since nn is an odd integer, it can
be written as 2k+12k+1, where kk is some integer. Thus,
5n+3= 5(2k+1)+3= 10k+5+3= 10k+8= 2(5k+4)5n+3= 5(2k+1)+3= 10k+5
+3= 10k+8= 2(5k+4)
So, when nn is odd, 5n+35n+3 can be written as two times some integer.
Hence, 5n+35n+3 is even.
Proof Analysis: In this case, P(n)P(n) is "nn is odd" and Q(n)Q(n) is
"5n+35n+3 is even" and we have to prove P(n)⇒Q(n)P(n)⇒Q(n). We
assumed some nn for which P(n)P(n) was true and showed that Q(n)Q(n) is
also true in that case. Hence, this is a direct proof.

Proof by contrapositive
For statements PP and QQ, the contrapositive of the
implication P⇒QP⇒Q is the implication (¬Q)⇒(¬P)(¬Q)⇒(¬P). It is
important to note that an implication is logically equivalent to its
contrapositive, as this truth table suggests.
PP QQ P⇒QP⇒Q ¬P¬P ¬Q¬Q ¬Q⇒¬P¬Q⇒¬P

T T T F F T

T F F F T F

F T T T F T

F F T T T T

Since an implication and its contrapositive are logically equivalent,


sometimes it might be easier to prove an implication by directly proving its
contrapositive. Such a direct proof of the contrapositive of an implication is
known as proof by contrapositive.

Example
Prove: If 5n+35n+3 is even, then nn is odd.
Contrapositive implication: If nn is not odd, then 5n+35n+3 is not even.
Starting with the contrapositive, we assume an arbitrary nn that is not odd.
Being an even integer nn can be written as 2k2k, for some integer kk. So,
5n+3= 5(2k)+3= 10k+3= 2(5k+2)+15n+3= 5(2k)+3= 10k+3= 2(5k+2)+1
So, if nn is not odd, then 5n+35n+3 can be written as 2m+12m+1 for some
integer mm. Thus, 5n+35n+3 is not even when nn is not odd. Hence proved.
Proof analysis: In this case, choosing to use a contrapositive proof strategy
was a straightforward choice. As opposed to a direct proof, we were able to
work with nn that was even instead of 5n+35n+3 as an even, which is more
cumbersome to work with.

Proof by cases

In developing proofs for mathematical statements concerning elements in a


domain, it is sometimes useful to partition the domain into subsets such that
a separate proof for each of the subsets is easier to develop. Such subsets
are known as cases and the proof strategy is known as proof by cases. For
example proofs involving integers may be split over even integers and odd
integers, while proofs over real number maybe split over positive and
negative values, if that makes the proofs easier.

Example
Prove: If nn in NN, then n2+1n2+1 and nn have opposite parity. This
means, when nn is even then n2+1n2+1 is odd and when nn is odd,
then n2+1n2+1 is even.
Proof: We use proof by cases by splitting into two cases, when nn is even and
when it is odd.
Case 1: nn is even. Then n=2kn=2k for some k∈Nk∈N. So,
n2+1= (2k)2+1= 4k2+1= 2(2k2)+1n2+1= (2k)2+1= 4k2+1= 2(2k2)+1
Thus, when nn is even, n2+1n2+1 is odd.
Case 2: nn is odd. Then n=2k+1n=2k+1 for some k∈Nk∈N. So,
n2+1= (2k+1)2+1= 4k2+4k+1+1= 4k2+4k+2= 2(k2+2k+1)n2+1= (2k+1)2+1
= 4k2+4k+1+1= 4k2+4k+2= 2(k2+2k+1)
Thus, when nn is odd, n2+1n2+1 is even.

Proofs: Counterexample

Sometimes, statements can be disproved just by showing an example for


which the implication is false. Such an example is known as
a counterexample.

Example
Prove: Show that the following statement is false. For every real
number xx, (x2−1)2>0(x2−1)2>0
Proof: Suppose x=1x=1. Then (x2−1)2=0(x2−1)2=0. Thus, the statement
does not hold for at least one xx and hence must be false.
In this example, we chose an easy counterexample that could immediately
show that the statement is false for at least that counterexample.

Proofs: Proof by contradiction

Sometimes it is easier to show that the statement to be proven is not false


and hence must be true. For example, if we wish to prove an
implication RR is true, then we can instead try proving that the implication
cannot be false. Such proofs are known as proof by contradiction. These
proof strategies usually begin with statements such as "Suppose that RR is
false" or "Assume, to the contrary, that RR is false".
Example
Prove: There is no smallest positive real number

Proof: Suppose there is a smallest positive real number, say xx.


Since, 0<x2<x0<x2<x, we know that xx cannot be the smallest, since x2x2 is
smaller than xx. This is a contradiction. So, there is no smallest positive real
number.

Proofs: Existence proofs

Theorems of the form "There exists an x∈Sx∈S such that R(x)R(x)" are


known as existence theorems and a proof of such a theorem is known as
an existence proof. An existence proof is not required to provide a recipe
for finding the element that satisfies the theorem, instead, it only guarantees
that such an element exists.
For example, there exists a person with least amount of hair in a class, but
we may not know which one it is. This is a famous quote by the great
mathematician David Hilbert when he presented existence proofs to his
students.

Example
Prove: There exist real numbers aa and bb such
that (a+b)2=a2+b2(a+b)2=a2+b2.
Proof: It is easy to verify that the equation holds for a=1a=1 and b=0b=0.

Well ordering principle

A number m∈Am∈A is known as the least element, minimum, or smallest


element of AA if x≥mx≥m for every x∈Ax∈A. For example, the set of
natural numbers has a least element, but the set of integers does not.
A set SS is said to be well-ordered if every non-empty subset of SS has a
least element. For example, the set NN of positive integers is well-ordered.
This statement is also known as the well-ordering principle and is an
important building block for the principle of mathematical induction.
Principle of mathematical induction

Here's the statement of the principle of mathematical induction:

For each positive integer nn let P(n)P(n) be a statement. If

1. P(1)P(1) is true, and


2. ∀k∈N,P(k)⇒P(k+1)∀k∈N,P(k)⇒P(k+1)

then, ∀n∈N,P(n)∀n∈N,P(n) is true.
A proof using this principle is known as an induction proof or a proof by
induction.

The first step, the verification of the truth of P(1)P(1) is known as the base
step, basis step or the anchor of the induction. The
implication P(k)⇒P(k+1)P(k)⇒P(k+1) for arbitrary positive integer kk is
known as the inductive (or induction) hypothesis. Establishing the truth of
this implication is called the inductive step of the induction proof.
Note that more generally, the principle of mathematical induction is also
applied to proofs of the form "For every integer n≥m,P(n)n≥m,P(n)" by
starting with the base step verifying the truth of P(m)P(m).
Example
Prove: ∀n∈N,∑ni=1i=n(n+1)2∀n∈N,∑i=1ni=n(n+1)2
Proof:

Let f(n)=∑ni=1f(n)=∑i=1n and g(n)=n(n+1)2g(n)=n(n+1)2.
We need to show that f(n)=g(n),∀n∈Nf(n)=g(n),∀n∈N.
As the base step, observe that

f(1)=1(1+1)2=1f(1)=1(1+1)2=1
The induction hypothesis is then suppose f(k)=k(k+1)2f(k)=k(k+1)2. Thus,
f(k+1)= f(k)+(k+1)= k(k+1)2+(k+1)= k2+k+2k+22= (k+1)(k+2)2f(k+1)= f(k
)+(k+1)= k(k+1)2+(k+1)= k2+k+2k+22= (k+1)(k+2)2
Thus, we have shown that if f(k)=k(k+1)2f(k)=k(k+1)2 for some k∈Nk∈N,
then f(k+1)=(k+1)(k+2)2f(k+1)=(k+1)(k+2)2, thereby completing the induction
step. Hence, ∀n∈N,f(n)=n(n+1)2∀n∈N,f(n)=n(n+1)2.

Strong principle of mathematical induction


Here's the statement of the strong principle of mathematical induction:

For each positive integer nn let P(n)P(n) be a statement. If

1. P(1)P(1) is true, and


2. ∀k∈N,P(1)∧P(2)∧…∧P(k)⇒P(k+1)∀k∈N,P(1)∧P(2)∧…∧P(k)⇒P(k+1) is true,

then, ∀n∈N,P(n)∀n∈N,P(n) is true.
The principle of mathematical induction and the strong principle of
mathematical induction differ in the induction step. Remember that in the
former, the induction step is P(k)⇒P(k+1)P(k)⇒P(k+1).
Nevertheless, any result that can be proved by the principle of mathematical
induction can also be proved by its stronger version. The strong principle is
used when P(k)P(k) is insufficient to verify the truth of P(k+1)P(k+1) and all
the statements P(1),P(2),…P(k+1)P(1),P(2),…P(k+1) must be true to
ensure P(k+1)P(k+1) is true.

Proof by minimum counterexample

Remember that the proof by contradiction is used when it is easier to show


that the statement to be proven is not false, and hence must be true.
If such a proof by contradiction can be given using the fact that a
number mm is the least number such that P(m)P(m) is false, then such a
proof is known as a proof by minimum counterexample and the
example mm is known as the minimum counterexample.
Example
Prove: ∑ni=1i=n(n+1)2∑i=1ni=n(n+1)2
Proof: Let f(n)=∑ni=1f(n)=∑i=1n and g(n)=n(n+1)2g(n)=n(n+1)2. We need to
show that f(n)=g(n),∀n∈Nf(n)=g(n),∀n∈N.
We approach this using the strategy of proof by minimum counterexample.
Suppose there is a smallest m∈Nm∈N such that f(m)≠g(m)f(m)≠g(m) and
for every natural number n<m,f(n)=g(n)n<m,f(n)=g(n).
Since f(1)=g(1)f(1)=g(1), it follows that m≥2m≥2.
Observe that f(m)=f(k)+k+1f(m)=f(k)+k+1, where k=m−1k=m−1 is the
largest natural number for which f(k)=g(k)f(k)=g(k), as mentioned earlier.
Thus,
f(m)=f(k)+(k+1)=k(k+1)2+(k+1)=k2+k+2k+22=(k+1)
(k+2)2=m(m+1)2f(m)=f(k)+(k+1)=k(k+1)2+(k+1)=k2+k+2k+22=(k+1)
(k+2)2=m(m+1)2
Thus, f(m)=g(m)f(m)=g(m). This is a contradiction. There is no smallest
positive integer such that f(m)≠g(m)f(m)≠g(m).
Hence, f(n)=g(n),∀n∈Nf(n)=g(n),∀n∈N.

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