Mathematical induction

Mathematical induction

Mathematical induction is a mathematical proof technique. It is essentially used to prove that a statement P(n) holds for every natural number n = 0, 1, 2, 3, . . . ; that is, the overall statement is a sequence of infinitely many cases P(0), P(1), P(2), P(3), . . . . Informal metaphors help to explain this technique, such as falling dominoes or climbing a ladder:

Mathematical induction proves that we can climb as high as we like on a ladder, by proving that we can climb onto the bottom rung (the basis) and that from each rung we can climb up to the next one (the step).

A proof by induction consists of two cases. The first, the base case (or basis), proves the statement for n = 0 without assuming any knowledge of other cases. The second case, the induction step, proves that if the statement holds for any given case n = k, then it must also hold for the next case n = k + 1. These two steps establish that the statement holds for every natural number n.[3] The base case does not necessarily begin with n = 0, but often with n = 1, and possibly with any fixed natural number n = N, establishing the truth of the statement for all natural numbers n ≥ N.

The method can be extended to prove statements about more general well-founded structures, such as trees; this generalization, known as structural induction, is used in mathematical logic and computer science. Mathematical induction in this extended sense is closely related to recursion. Mathematical induction is an inference rule used in formal proofs, and in some form is the foundation of all correctness proofs for computer programs.[4]

Although its name may suggest otherwise, mathematical induction should not be confused with inductive reasoning as used in philosophy (see Problem of induction). The mathematical method examines infinitely many cases to prove a general statement, but does so by a finite chain of deductive reasoning involving the variable n, which can take infinitely many values.[5]

History[edit]

In 370 BC, Plato's Parmenides may have contained an early example of an implicit inductive proof.[6] An opposite iterated technique, counting down rather than up, is found in the sorites paradox, where it was argued that if 1,000,000 grains of sand formed a heap, and removing one grain from a heap left it a heap, then a single grain of sand (or even no grains) forms a heap.[7]

In India, early implicit proofs by mathematical induction appear in Bhaskara's "cyclic method",[8] and in the al-Fakhri written by al-Karaji around 1000 AD, who applied it to arithmetic sequences to prove the binomial theorem and properties of Pascal's triangle.[9][10]

None of these ancient mathematicians, however, explicitly stated the induction hypothesis. Another similar case (contrary to what Vacca has written, as Freudenthal carefully showed)[11] was that of Francesco Maurolico in his Arithmeticorum libri duo (1575), who used the technique to prove that the sum of the first n odd integers is _n_2.

The earliest rigorous use of induction was by Gersonides (1288–1344).[12][13] The first explicit formulation of the principle of induction was given by Pascal in his Traité du triangle arithmétique (1665). Another Frenchman, Fermat, made ample use of a related principle: indirect proof by infinite descent.

The induction hypothesis was also employed by the Swiss Jakob Bernoulli, and from then on it became well known. The modern formal treatment of the principle came only in the 19th century, with George Boole,[14] Augustus de Morgan, Charles Sanders Peirce,[15][16] Giuseppe Peano, and Richard Dedekind.[8]

Description[edit]

The simplest and most common form of mathematical induction infers that a statement involving a natural number n (that is, an integer n ≥ 0 or 1) holds for all values of n. The proof consists of two steps:

  1. The initial or base case: prove that the statement holds for 0, or 1.

  2. The induction step, inductive step, or step case: prove that for every n, if the statement holds for n, then it holds for n + 1. In other words, assume that the statement holds for some arbitrary natural number n, and prove that the statement holds for n + 1.

The hypothesis in the inductive step, that the statement holds for a particular n, is called the induction hypothesis or inductive hypothesis. To prove the inductive step, one assumes the induction hypothesis for n and then uses this assumption to prove that the statement holds for n + 1.

Authors who prefer to define natural numbers to begin at 0 use that value in the base case; those who define natural numbers to begin at 1 use that value.

Examples[edit]

Sum of consecutive natural numbers[edit]

Mathematical induction can be used to prove the following statement P(n) for all natural numbers n.

Base case: Show that the statement holds for the smallest natural number n = 0.

Inductive step: Show that for any k ≥ 0, if P(k) holds, then P(k+1) also holds.

Assume the induction hypothesis that for a particular k, the single case n = k holds, meaning P(k) is true:

It follows that:

Algebraically, the right hand side simplifies as:

Equating the extreme left hand and right hand sides, we deduce that:

That is, the statement P(_k+_1) also holds true, establishing the inductive step.

Conclusion: Since both the base case and the inductive step have been proved as true, by mathematical induction the statement P(n) holds for every natural number n.

A trigonometric inequality[edit]

Variants[edit]

In practice, proofs by induction are often structured differently, depending on the exact nature of the property to be proven. All variants of induction are special cases of transfinite induction; see below.

Induction basis other than 0 or 1[edit]

If one wishes to prove a statement, not for all natural numbers, but only for all numbers n greater than or equal to a certain number b, then the proof by induction consists of the following:

  1. Showing that the statement holds when n = b.

  2. Showing that if the statement holds for an arbitrary number nb, then the same statement also holds for n + 1.

This can be used, for example, to show that 2_n_ ≥ n + 5 for n ≥ 3.

In this way, one can prove that some statement P(n) holds for all n ≥ 1, or even for all n ≥ −5. This form of mathematical induction is actually a special case of the previous form, because if the statement to be proved is P(n) then proving it with these two rules is equivalent with proving P(n + b) for all natural numbers n with an induction base case 0.[17]

Example: forming dollar amounts by coins[edit]

Assume an infinite supply of 4- and 5-dollar coins. Induction can be used to prove that any whole amount of dollars greater than or equal to 12 can be formed by a combination of such coins. Let S(k) denote the statement "k dollars can be formed by a combination of 4- and 5-dollar coins". The proof that S(k) is true for all k ≥ 12 can then be achieved by induction on k as follows:

Base case: Showing that S(k) holds for k = 12 is simple: take three 4-dollar coins.

Induction step: Given that S(k) holds for some value of k ≥ 12 (induction hypothesis), prove that S(k + 1) holds, too:

Assume S(k) is true for some arbitrary k ≥ 12. If there is a solution for k dollars that includes at least one 4-dollar coin, replace it by a 5-dollar coin to make k + 1 dollars. Otherwise, if only 5-dollar coins are used, k must be a multiple of 5 and so at least 15; but then we can replace three 5-dollar coins by four 4-dollar coins to make k + 1 dollars. In each case, S(k + 1) is true.

Therefore, by the principle of induction, S(k) holds for all k ≥ 12, and the proof is complete.

Induction on more than one counter[edit]

It is sometimes desirable to prove a statement involving two natural numbers, n and m, by iterating the induction process. That is, one proves a base case and an inductive step for n, and in each of those proves a base case and an inductive step for m. See, for example, the proof of commutativity accompanying addition of natural numbers. More complicated arguments involving three or more counters are also possible.

Infinite descent[edit]

The method of infinite descent is a variation of mathematical induction which was used by Pierre de Fermat. It is used to show that some statement Q(n) is false for all natural numbers n. Its traditional form consists of showing that if Q(n) is true for some natural number n, it also holds for some strictly smaller natural number m. Because there are no infinite decreasing sequences of natural numbers, this situation would be impossible, thereby showing (by contradiction) that Q(n) cannot be true for any n.

The validity of this method can be verified from the usual principle of mathematical induction. Using mathematical induction on the statement P(n) defined as "Q(m) is false for all natural numbers m less than or equal to n", it follows that P(n) holds for all n, which means that Q(n) is false for every natural number n.

Prefix induction[edit]

The most common form of proof by mathematical induction requires proving in the inductive step that

whereupon the induction principle "automates" n applications of this step in getting from P(0) to P(n). This could be called "predecessor induction" because each step proves something about a number from something about that number's predecessor.

A variant of interest in computational complexity is "prefix induction", in which one proves the following statement in the inductive step:

or equivalently

The induction principle then "automates" log n applications of this inference in getting from P(0) to P(n). In fact, it is called "prefix induction" because each step proves something about a number from something about the "prefix" of that number — as formed by truncating the low bit of its binary representation. It can also be viewed as an application of traditional induction on the length of that binary representation.

If traditional predecessor induction is interpreted computationally as an n-step loop, then prefix induction would correspond to a log-n-step loop. Because of that, proofs using prefix induction are "more feasibly constructive" than proofs using predecessor induction.

Predecessor induction can trivially simulate prefix induction on the same statement. Prefix induction can simulate predecessor induction, but only at the cost of making the statement more syntactically complex (adding a bounded universal quantifier), so the interesting results relating prefix induction to polynomial-time computation depend on excluding unbounded quantifiers entirely, and limiting the alternation of bounded universal and existential quantifiers allowed in the statement.[18]

One can take the idea a step further: one must prove

whereupon the induction principle "automates" log log n applications of this inference in getting from P(0) to P(n). This form of induction has been used, analogously, to study log-time parallel computation.[citation needed]

Complete (strong) induction[edit]

Example: Fibonacci numbers[edit]

Complete induction is most useful when several instances of the inductive hypothesis are required for each inductive step. For example, complete induction can be used to show that

Example: prime factorization[edit]

Example: dollar amounts revisited[edit]

We shall look to prove the same example as above, this time with strong induction. The statement remains the same:

However, there will be slight differences in the structure and the assumptions of the proof, starting with the extended base case:

The base case holds.

Forward-backward induction[edit]

Example of error in the inductive step[edit]

The inductive step must be proved for all values of n. To illustrate this, Joel E. Cohen proposed the following argument, which purports to prove by mathematical induction that all horses are of the same color:[21]

Formalization [edit]

In second-order logic, one can write down the "axiom of induction" as follows:

where P(.) is a variable for predicates involving one natural number and k and n are variables for natural numbers.

In words, the base case P(0) and the inductive step (namely, that the induction hypothesis P(k) implies P(k + 1)) together imply that P(n) for any natural number n. The axiom of induction asserts the validity of inferring that P(n) holds for any natural number n from the base case and the inductive step.

The first quantifier in the axiom ranges over predicates rather than over individual numbers. This is a second-order quantifier, which means that this axiom is stated in second-order logic. Axiomatizing arithmetic induction in first-order logic requires an axiom schema containing a separate axiom for each possible predicate. The article Peano axioms contains further discussion of this issue.

The axiom of structural induction for the natural numbers was first formulated by Peano, who used it to specify the natural numbers together with the following four other axioms:

  1. 0 is a natural number.

  2. The successor function s of every natural number yields a natural number (s(x) = x + 1).

  3. The successor function is injective.

  4. 0 is not in the range of s.

In first-order ZFC set theory, quantification over predicates is not allowed, but one can still express induction by quantification over sets:

A may be read as a set representing a proposition, and containing natural numbers, for which the proposition holds. This is not an axiom, but a theorem, given that natural numbers are defined in the language of ZFC set theory by axioms, analogous to Peano's.

Transfinite induction[edit]

One variation of the principle of complete induction can be generalized for statements about elements of any well-founded set, that is, a set with an irreflexive relation < that contains no infinite descending chains. Every set representing an ordinal number is well-founded, the set of natural numbers is one of them.

Applied to a well-founded set, transfinite induction can be formulated as a single step. To prove that a statement P(n) holds for each ordinal number:

  1. Show, for each ordinal number n, that if P(m) holds for all m < n, then P(n) also holds.

This form of induction, when applied to a set of ordinal numbers (which form a well-ordered and hence well-founded class), is called transfinite induction. It is an important proof technique in set theory, topology and other fields.

Proofs by transfinite induction typically distinguish three cases:

  1. when n is a minimal element, i.e. there is no element smaller than n;

  2. when n has a direct predecessor, i.e. the set of elements which are smaller than n has a largest element;

  3. when n has no direct predecessor, i.e. n is a so-called limit ordinal.

Strictly speaking, it is not necessary in transfinite induction to prove a base case, because it is a vacuous special case of the proposition that if P is true of all n < m, then P is true of m. It is vacuously true precisely because there are no values of n < m that could serve as counterexamples. So the special cases are special cases of the general case.

Relationship to the well-ordering principle[edit]

The principle of mathematical induction is usually stated as an axiom of the natural numbers; see Peano axioms. It is strictly stronger than the well-ordering principle in the context of the other Peano axioms. Suppose the following:

  • The trichotomy axiom: For any natural numbers n and m, n is less than or equal to m if and only if m is not less than n.

  • For any natural number n, n + 1 is greater than n.

  • For any natural number n, no natural number is between n and n + 1.

  • No natural number is less than zero.

It can then be proved that induction, given the above-listed axioms, implies the well-ordering principle. The following proof uses complete induction and the first and fourth axioms.

Proof. Suppose there exists a non-empty set, S, of natural numbers that has no least element. Let P(n) be the assertion that n is not in S. Then P(0) is true, for if it were false then 0 is the least element of S. Furthermore, let n be a natural number, and suppose P(m) is true for all natural numbers m less than n + 1. Then if P(n + 1) is false n + 1 is in S, thus being a minimal element in S, a contradiction. Thus P(n + 1) is true. Therefore, by the complete induction principle, P(n) holds for all natural numbers n; so S is empty, a contradiction. Q.E.D.

"Number line" for the set {(0, n): n ∈ ℕ} ∪ {(1, n): n ∈ ℕ}. Numbers refer to the second component of pairs; the first can be obtained from color or location.

On the other hand, the set {(0, n): n ∈ ℕ} ∪ {(1, n): n ∈ ℕ}, shown in the picture, is well-ordered[22]:35lf by the lexicographic order. Moreover, except for the induction axiom, it satisfies all Peano axioms, where Peano's constant 0 is interpreted as the pair (0,0), and Peano's successor function is defined on pairs by succ(x, n) = (x, n + 1) for all _x_∈{0,1} and _n_∈ℕ. As an example for the violation of the induction axiom, define the predicate P(x, n) as (x, n) = (0, 0) or (x, n) = (succ(y, m)) for some _y_∈{0,1} and _m_∈ℕ. Then the base case P(0,0) is trivially true, and so is the step case: if P(x, n), then P(succ(x, n)). However, P is not true for all pairs in the set.

Peano's axioms with the induction principle uniquely model the natural numbers. Replacing the induction principle with the well-ordering principle allows for more exotic models that fulfill all the axioms.[22]

It is mistakenly printed in several books[22] and sources that the well-ordering principle is equivalent to the induction axiom. In the context of the other Peano axioms, this is not the case, but in the context of other axioms, they are equivalent;[22] specifically, the well-ordering principle implies the induction axiom in the context of the first two above listed axioms and

  • Every natural number is either 0 or n + 1 for some natural number n.

The common mistake in many erroneous proofs is to assume that n − 1 is a unique and well-defined natural number, a property which is not implied by the other Peano axioms.[22]

See also[edit]

Notes[edit]

  1. ^ "The Definitive Glossary of Higher Mathematical Jargon — Proof by Induction". Math Vault. 1 August 2019. Retrieved 23 October 2019.

  2. ^ Anderson, Robert B. (1979). Proving Programs Correct. New York: John Wiley & Sons. p. 1. ISBN 978-0471033950.

  3. ^ Suber, Peter. "Mathematical Induction". Earlham College. Retrieved 26 March 2011.

  4. ^ Jump up to: a b Cajori (1918), p. 197: 'The process of reasoning called "Mathematical Induction" has had several independent origins. It has been traced back to the Swiss Jakob (James) Bernoulli, the Frenchman B. Pascal and P. Fermat, and the Italian F. Maurolycus. [...] By reading a little between the lines one can find traces of mathematical induction still earlier, in the writings of the Hindus and the Greeks, as, for instance, in the "cyclic method" of Bhaskara, and in Euclid's proof that the number of primes is infinite.'

  5. ^ Rashed 1994, p. 62-84.

  6. ^ Mathematical Knowledge and the Interplay of Practices "The earliest implicit proof by mathematical induction was given around 1000 in a work by the Persian mathematician Al-Karaji"

  7. ^ Rashed 1994, p. 62.

  8. ^ "It is sometimes required to prove a theorem which shall be true whenever a certain quantity n which it involves shall be an integer or whole number and the method of proof is usually of the following kind. 1st. The theorem is proved to be true when n = 1. 2ndly. It is proved that if the theorem is true when n is a given whole number, it will be true if n is the next greater integer. Hence the theorem is true universally. . .. This species of argument may be termed a continued sorites" (Boole circa 1849 Elementary Treatise on Logic not mathematical pages 40–41 reprinted in Grattan-Guinness, Ivor and Bornet, Gérard (1997), George Boole: Selected Manuscripts on Logic and its Philosophy, Birkhäuser Verlag, Berlin, ISBN 3-7643-5456-9)

  9. ^ Ted Sundstrom, Mathematical Reasoning, p. 190, Pearson, 2006, ISBN 978-0131877184

  10. ^ Buss, Samuel (1986). Bounded Arithmetic. Naples: Bibliopolis.

  11. ^ "Forward-Backward Induction | Brilliant Math & Science Wiki". brilliant.org. Retrieved 23 October 2019.

  12. ^ Cauchy, Augustin-Louis (1821). Cours d'analyse de l'École Royale Polytechnique, première partie, Analyse algébrique, Archived 14 October 2017 at the Wayback Machine Paris. The proof of the inequality of arithmetic and geometric means can be found on pages 457ff.

  13. ^ Cohen, Joel E. (1961), "On the nature of mathematical proof", Opus. Reprinted in A Random Walk in Science (R. L. Weber, ed.), Crane, Russak & Co., 1973.

  14. ^ Jump up to: a b c d e Öhman, Lars–Daniel (6 May 2019). "Are Induction and Well-Ordering Equivalent?". The Mathematical Intelligencer. 41 (3): 33–40. doi:10.1007/s00283-019-09898-4.

References[edit]

Introduction[edit]

History[edit]

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