THE JOURNAL OF SYMBOLIC LOGIC Volume 60, Number 1, March …€¦ · THE JOURNAL OF SYMBOLIC LOGIC...

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THE JOURNAL OF SYMBOLIC LOGIC Volume 60, Number 1, March 1995 FREE-VARIABLE AXIOMATIC FOUNDATIONS OF INFINITESIMAL ANALYSIS: A FRAGMENT WITH FINITARY CONSISTENCY PROOF ROLANDO CHUAQUI' AND PATRICK SUPPES $1. Introduction. In treatises or advanced textbooks on theoretical physics, it is apparent that the way mathematics is used is very different from what is to be found in books of mathematics. There is, for example, no close connection be- tween books on analysis, on the one hand, and any classical textbook in quantum mechanics, for example, Schiff, [ 1 l], or quite recent books, for example Ryder, [lo], on quantum field theory. The differences run a good deal deeper than the fact that the books on theoretical physics are not written in the definition-theorem-proof style characteristic of pure mathematics. Although a good many propositions are proved in the books on physics, there are almost with exception no existential proofs, and consequently there is no really serious systematic use of quantifiers. Another important characteristic is the free use of infinitesimals. In fact, most results would not lose anything, from a physicist's point of view, by leaving them in approximate form, i.e., instead of strict equalities or inequalities, using equalities or inequalities only up to an infinitesimal. The discrepancy betweenthe way mathematics is ordinarily done in theoretical physics and the way it is built up from a foundational standpoint in any of the standard modern views raises the question of whether it mightbepossible to construct quite directly a rigorous foundation that reflects a significant part of this standard practice in theoretical physics. Other parts of standard practice in physics, for example, the use of physically intuitive but nonrigorous arguments, are not present in our system. To reflect the featuresmentionedabove that theoretical physics, the foundational approach we properties: (i) The formulation of the axioms is essentially of quantifiers. are characteristic of works in develop here has the following a free-variable one with no use (ii) We use infinitesimals in an elementary way drawn fromnonstandard analy- sis, but the account here is axiomatically self-contained and deliberately elementary in spirit. Received December 12, 1993; revised April 4, 1994 Research supported by FONDECYT Grants Nos. 90-0647 and 1930501, and the Institute for The editors record with great sadness that Rolando Chuaqui dled suddenly in Santiago, Chile on Mathematical Studies m the Soclal Sciences, Stanford University. April 22, 1994 01995. Assoclatlon for Symbollc Logc 0022-4812/95/6001-0006/$04 80 122

Transcript of THE JOURNAL OF SYMBOLIC LOGIC Volume 60, Number 1, March …€¦ · THE JOURNAL OF SYMBOLIC LOGIC...

THE JOURNAL OF SYMBOLIC LOGIC Volume 60, Number 1, March 1995

FREE-VARIABLE AXIOMATIC FOUNDATIONS OF INFINITESIMAL ANALYSIS: A FRAGMENT

WITH FINITARY CONSISTENCY PROOF

ROLANDO CHUAQUI' AND PATRICK SUPPES

$1. Introduction. In treatises or advanced textbooks on theoretical physics, it is apparent that the way mathematics is used is very different from what is to be found in books of mathematics. There is, for example, no close connection be- tween books on analysis, on the one hand, and any classical textbook in quantum mechanics, for example, Schiff, [ 1 l], or quite recent books, for example Ryder, [lo], on quantum field theory. The differences run a good deal deeper than the fact that the books on theoretical physics are not written in the definition-theorem-proof style characteristic of pure mathematics. Although a good many propositions are proved in the books on physics, there are almost with exception no existential proofs, and consequently there is no really serious systematic use of quantifiers. Another important characteristic is the free use of infinitesimals. In fact, most results would not lose anything, from a physicist's point of view, by leaving them in approximate form, i.e., instead of strict equalities or inequalities, using equalities or inequalities only up to an infinitesimal.

The discrepancy between the way mathematics is ordinarily done in theoretical physics and the way it is built up from a foundational standpoint in any of the standard modern views raises the question of whether it might be possible to construct quite directly a rigorous foundation that reflects a significant part of this standard practice in theoretical physics. Other parts of standard practice in physics, for example, the use of physically intuitive but nonrigorous arguments, are not present in our system.

To reflect the features mentioned above that theoretical physics, the foundational approach we properties:

(i) The formulation of the axioms is essentially of quantifiers.

are characteristic of works in develop here has the following

a free-variable one with no use

(ii) We use infinitesimals in an elementary way drawn from nonstandard analy- sis, but the account here is axiomatically self-contained and deliberately elementary in spirit.

Received December 12, 1993; revised April 4, 1994 Research supported by FONDECYT Grants Nos. 90-0647 and 1930501, and the Institute for

The editors record with great sadness that Rolando Chuaqui dled suddenly in Santiago, Chile on Mathematical Studies m the Soclal Sciences, Stanford University.

April 22, 1994 01995. Assoclatlon for Symbollc Logc

0022-4812/95/6001-0006/$04 80

122

FOUNDATIONS OF INFINTESIMAL ANALYSIS 123

(iii) Theorems are left only in approximate form; that is, strict equalities and inequalities are replaced by approximate equalities and inequalities. In particular, we use neither the notion of standard function nor the standard part function. Such approximations are not explicit in physics, but can be viewed as implicit in the way infinitesimals are used.

By limiting ourselves to a fragment with these three features, we are able to prove the consistency of our theory by finitary means (52). The proof first reduces the system to a fragment of the theory of rational numbers with infinitesimals, and then uses Herbrand’s theorem for this fragment. The fact that the theory can be reduced to rational numbers is typical of nonstandard analysis, where many proofs and computations have an algebraic character. It is also to be noted that the axioms are true in models for nonstandard analysis.

The kind of system we propose satisfies at least in part a central goal of Hilbert’s program of proof theory, namely to give an axiomatic foundation of analysis suffi- cient for the expression of geometry and physical theories but which can at the same time be proved consistent. This concern for including the foundations of physics runs throughout Hilbert’s career and is expressed in one of his last publications on the foundations of mathematics ([4], p. 472 of the English translation). We certainly have not covered as much ground as possible, for extension to functions of several variables is needed, but the direction we have taken is a constructive one that should be able to encompass a large portion of current theoretical physics and be at the same time finitarily consistent. On the other hand, our system is not nearly as finitistic as Mycielski’s system [6]. More generally, we think that finitistic constructive systems cannot directly reflect the way mathematics is done in much of theoretical ‘physics, as our system can.

We give a brief summary of the contents of the paper. In 51 we present the axioms and in 52 the finitary consistency proof, using Herbrand’s theorem. The rest of the paper gives a flavor of what can be done in the system: 553 and 4 on differentials, derivatives and continuous functions, 55 on the nonstandard principles of overflow, 556 and 7 on integrals, and 58 on series and transcendental functions, It may be added that differential equations may be treated in the present system without major difficulties. For examples on differential equations and more detailed proofs, see [12].

52. Axioms. We assume full first-order logic with equality, where the variables range over numbers, but the axioms are almost free-variable in form. Constants for numbers include O, 1, and V O , which stands for an infinite natural number. Constants for functions include +, 0 , / (division, I (the identity function introduced by I( x) = x), and CT, where z is any constant term, introduced by C, (x) = z. We have the binary predicate <, and the unary predicates Inf and J. Later on we shall introduce expressions for derivatives and integrals, The formula Inf(x) is interpreted as “x is infinitesimal” and M(,) as ‘‘x is a natural number (finite or infinite)”. Internal formulas are those where neither Inf nor expressions defined from Inf occur. Other formulas are external.

We have the full set of open axioms for an ordered field, including O # 1, Instead of introducing the absolute value, we add a function 6 with the following axiom.

124 ROLANDO CHUAQUI AND PATRICK SUPPES

AXIOM 1. (1) x 2 o -+ 6(x) = 1. (2) x < o -+ 6(x) = -1. With this function, we can define 1 x 1 = 6 (x) x. The function 6 is internal. We also have the axioms for Peano arithmetic, but with a schema for a minimum

operator restricted to open internal formulas replacing a schema of open internal induction. It is well known that the two Schemas are equivalent. The minimum schema is the following. We adopt the convention that the variables are in a list

en we write 'p (x) we mean that x ly use open formulas, k is always

AXIOM 2. Eet 'p be an internal open formula, where neither N nor min occur free for x .

and x1 . . . , x , are the distinct free variables in ' p s except for the first variable. introduce an n-ary function symbol in, with the following axiom:

in(x1,. . . , x,) 5 x CP P

FOUNDATIONS OF INFINTESIMAL ANALYSIS 125

(I) max,(I, XI,. . . , x,) = I, (2) N ( n ) A z(n + I) 5 s(max,(n,xl,. . .,x,)) -+ max,(n + I ,xl , . . . , x r n ) =

(3) N ( n ) A z (n + 1) > z(max,(n,xl,. . . ,x,)) -+ maxz(n + I,x1,. . . , x rn) =

(4) N ( n ) 3 N(maxz(n, XI,. . . ,x,)).

maxz(n, XI, * 7 x m ) ,

n + 1.

We also need the recursive definition of C: AXIOM 5. Let z ( k ) be a term where min does not occur and XI,. . . , xn ure its

distinct free variables, except for theJirst one. We introduce an (n -t l)-ary function symbol Ciz1 z ( k ) with the axioms:

1

k= I n

(2) n+l

N ( n ) --+ C z ( k ) = C z ( k ) + z (n

With the S function, we can define sums restricted k= 1 k=l

define 61 (x) = (S (x) + 1)/2. Then

+ l ) .

to certain properties. We

1 if x _> O, O otherwise.

Let z and cr be terms. Then n n

z =o

In these last two axioms, which are axiom Schemas, the new variable is n. We prove the usual properties of sums and maxima by open induction, in particular, the identity axioms for max and C. In order to be able to use open internal induction, we require that in these two axioms z ( k ) not contain min. On the other hand, since n is a variable, we may replace it by min-terms.

For instance, we need to prove by induction a lemma about the maximum operator, which shows that it has the right meaning. From now on, the variables n, m, p , q, i, j , k , v , p, are restricted to natural numbers, i.e., elements of H.

LEMMA 2.1. Let z be a term where min does not occur. Then

5 v AVk (k 5 v -+ z

The proof is by open internal induction, which, as we know, is a consequence

In order to develop Taylor series approximations, which we shall do in 59, we

AXIOM 6. (1) x1 = x, (2) M ( n ) -+ P+* = P X .

AXIOM 7. (1) l! = 1.

of Axiom 2 (see [ 121 for a proof).

need to define by recursion natural number powers and factorials:

126 ROLANDO CHUAQUI AND PATRICK SUPPE§

(2) (n + l)! = n!(n + 1). While the max and C-axioms Schemas are each an infinite collection of axioms,

one for each term z, the power and factorial axioms are particular formulas, where x is a variable, so that xn as two variables, x and n, n! one variable. Thus,

would also add other by open internal induction.

he axioms for i~finite§imals are the following.

FOUNDATION§ OF INFINTESIMAL ANALYSIS 127

We need to introduce derivatives and integrals at least for all elementary func- tions. One problem is that we cannot prove that the functions defined as inverses of other functions (such as the exponential) are defined on all numbers. The most we can prove is that for any number there is an approximately equal number where the function is defined. We must, then, complicate the definitions of derivatives and integrals to allow for this possibility. In order to have the transcendental functions defined on the right domains, we use Taylor series in 59.

The domain of inverse functions is the range of a function (for instance, in the case of the exponential, its domain is the range of the logarithm). Terms, however, are defined everywhere. So, a function in our system is determined by two terms, say z and o, where min does not occur, and an open formula, say p, not necessarily internal: the argument is a value o( u) , for a certain u that satisfies p (u) , and the value is z (o (u ) ) . If a function f is represented by a pair of terms z, o, and a formula p, in this fashion, and x is the variable for the argument of the function, we sometimes write f ( x ) instead of .(x) and x E dom f , for 3u(p(u) A x = o(u)) . It is clear that, in case o(.) is u and p(u) is u = u, then the domain contains all real numbers. We allow z and o to have other variables besides x and u, but u may not occur in z and x may not occur in o. The derivative and integral of f will then be associated with the pair of terms and the formula which constitute f . If f corresponds to zop, then the term .(X) will be denoted

The expression x E I , where I is an interval, may be used as an abbreviation for the appropriate inequalities. For instance, if I = [a, b] then x E I means a 5 x 5 b, and if I = (a, b ) then x E I stands for a < x < b. We shall always assume that the endpoints of I are a and b. We also use informally the subset, intersection, and union notation. For instance, [a, b ] C pf if for every x E [a, b] we have pf ( x ) . We also introduce the image of a set by a function, x E f ( A ) if there is a y E A such that x = f ( y ).

We say the a term o is monotone on the interval I if, for every x , y E I , x < y implies a(x) < o ( y ) or, for every x , y E I , x < y implies o ( x ) > o(y). We say that a term o is LQschitz on the interval I if there is a finite M such that for every x , y E I , X w y , we have that (.(x) - o ( y ) ( 5 M ( x - Y I .

We shall use the following abbreviation. We say that f is a function on the interval I if the following conditions are satisfied:

(1) There are finite al , b1 such that [al, bl] c pf and I C J , where J is the

(2) The term f d o m is monotone and Lipschitz on [al, bl].

just by fW7 by f d o m ( Y ) , and ~ ( y ) by P ~ ( Y ) .

interval with endpoints f d o m ( a 1 ) and f dom(b1) .

(3) For all x, y E [al,bl], if x $ y then fdom(x) $ f d o m b ) . We shall also use the letters g and h for functions in the sense introduced above. Let C 5 d , c, d finite, v an infinite natural number, du = (d - c ) / v , and

u, = c + idu, [c, d ] 2 [a, b]. So the u,, for O 5 i 5 v - 1, form a partition of the interval [c, d ] , what we call a geometric subdivision of [a, b] of order v. We always assume that c and d are finite and v is infinite. Notice that a geometric subdivision is determined by three numbers: the endpoints of the interval, c, d , and the infinite natural number v. So when we informally quantify over geometric subdivisions, we are formally quantifying over three numbers.

128 ROLANDO CHUAQUI AND PATRICK SUPPES

Eet f be a function on [a, b] and u the geometric subdivision of [c, d ] _> [a, b] of order v FZ cm. We shall call v a selector for f and u on [a, b] if w is a geometric subdivision of [a l , bl] such that for every i such that a < u1 < u,+1 b, there are j ’ s with al I: 5 b1 and fdom(v1) E [u,,u,+1I.

then, for every X E I n

FOUNDATIONS OF INFINTESIMAL ANALYSIS 129

which is called the integral of f with respect to x . We also write L’(m) dx as

Before we state the corresponding axiom, we will introduce a few abbreviations and explanations. Let f be as above. We shall approximate definite integrals on the interval [a, b] by sums, that is, by the nonstandard counterpart of Riemann sums. Since we may have the function f undefined on part of the interval [a, b] , but only defined on the range of another function represented by the term fdom, we need to be able to choose points in each interval [u,, u,+1] where f is defined. We have seen in Proposition 2.2 that this is always possible when f is a function on [a, b]. But this was done in the proof with min-terms, and we cannot use min-terms inside sums. Fortunately, since fdom is monotone, we can choose this number without min-terms:

Let w be a selector for f and u on [a, b], which is a geometric subdivision of the interval [al, b11 of order v1. Then, for every i < v there is a vJ such that fdom(wJ) is in the interval [u,, u,+l]. Let the functions 6 and 61 be as introduced before. If fdom is strictly increasing, then the term

r . f .

where k = minfdom(,, ) E [ u , ,u,+ll. This can be easily proved using Axiom 2. For strictly decreasing terms, we have to change w1 -1 to wj+l and then get k as the last j < p such that fdom(w1) E [u,, u,+l], i.e., k - 1 = minf(,k)E,Uz+l,Uz+ZI. This also is proved using Axiom 2. We denote fdom (uk) = t,. We also need to find a value

is similar with the obvious replacements. We now define the “Riemann sums”. We need six parameters: c , d , c l , d l , v,

and p, which in fact may be summarized as two geometric subdivisions. If u is the geometric subdivision of [c, d ] 2 [a, b] of order v and w is a geometric subdivision of [c1, dl] of order v1, which is a selector for f and u on [a, b], we abbreviate

t , = f d o m (W,) in [a, Ummuk ,,l and t b f d o m (211 ) in [Ummuk - 1 9 b]. The forrnula

,<U, ,U~+I <b ,=l

Recall that f ( t , ) is an abbreviation for the term

130 ROLANDO CHUAQUI AND PATRICK SUPPES

when f dom is strictly increasing, and for the term

J =o

when fdom is strictly decreasing. uce our axiom. We e notation introduced abov IQM 18. Let f be afunction on [a, b]. Suppose that a 5 b < c , lal, Ici << OO.

6f for all geometric subdivisions u , u’ of ch that 5 w O, M O, and Under these hypotheses we have that the co

all selectors u for f and u on [a, c and u’ for f and u’ on [a, c ] we have

and

implies that, for every geo tric s~bdivision u of , such that 5 w selector v ,for .f and u o

(1) c: f[Wl+C; f[wl w x; f [ % W c-b c-b 9

(2) c: f [ % W I E: f [ U ’ P ’ I c-b c-b ’,

and

FOUNDATIONS OF INFINTESIMAL ANALYSIS 131

simplified the system, the standard derivative of a standard- function f is not, in general, d f ( x , z)/ . . Since we do not use standard functions, this would not have been a problem in our system.

The argument for Axiom 18 is similar, but somewhat more complicated. Let u be the geometric subdivision of [el, ez] 2 [a, c ] of order

Then

Find V I , al, and dl as in the proof of Proposition 2.2, determining a selector w for f and u on [a, c ] . In the conclusion of the axiom replace s," f by C: f [U, w ] , S," f by x: f [u, w], and 1; f by xi f [u, w ] . The new line is a consequence of the infinitesimal axioms.

Thus, by eliminating the axioms for derivatives and integrals, we reduce the theory to the theory of a field, which may be taken to consist of algebraic numbers, plus infinitesimals.

Construction of the finite model. We know from Herbrand's theorem that the theory is inconsistent if and only if there is a conjunction of closed substitution instances of the axioms which is inconsistent. We also have to include instances of the equality axioms for the field operations. The corresponding equality theorems for the operations defined by recursion are proved by induction, so that we do not need to include their instances. We consider a particular conjunction of substitu- tion instances, say w, of the axioms with constant terms. We use the expression the terms in the instance for terms occurring in the substitution instance w.,

We shall construct a model, for every instance w, whose universe is a finite set of rational numbers, and for which the field operations and relations have their natural meanings. Also, natural numbers will be represented by natural numbers in the model. We thus show the consistency of y. As we shall see, the instances of the equality axioms for the field operations will be automatically satisfied, so we do not need to worry about them. The models for the instances are sort of finite approximations or fragments of the nonstandard fields constructed by A. Robinson in [9].

The model is constructed in two steps. We first associate to each of the constant terms in the instance, say z, an expression z" of the form

(*>

where ao, . . . , a,, bo, . . . , b, are positive rational powers of rational numbers and YO, . . . , r,, so, . . . , Sm are specific nonnegative rational numbers. We assume that r0 < r1 < - < r, and SO < s1 < . < s,. The numbers n and m are specific natural numbers, not variables. This association will have the properties that the * operation commutes with the field operations and preserves the equalities and inequalities. For brevity, we shall call functions of the form (*) algebraic functions

132 ROLANDO CHUAQUI AND PATRICK SUPPES

of V ; . In the second step, we associate a rational number with each term. The universe of the model is a finite set of rational numbers.

The association will have the property that z = a can be proved with the field axioms if and only if z" = a", SO that z" is a sort of normal form of z. Thus, the equality axioms for the field operations are satisfied.

The construction of the model is based on the well-known fact that if r , > s, then an algebraic function of v0 tends to foo, if Sm > r , it tends to Q' or Q - , and if r , = sm it tends to an/bm, when v0 tends to +OO. T ese limits can be constructively approximated.

Pt is to be noted that ional, and rational ~ i ~ i m ~ ~ operator.

1 / V O , all terms are equal to rational functions of V O .

ao + Q I V O + +

1=1

1

z ( i ) = .(n), z=1

we set

z ( i ) + z (m + j + n) 1=1 1=1

FOUNDATIONS OF INFINTESIMAL ANALYSIS 133

Then we set

and we let

The max-terms. We proceed similarly as for the C-terms. The term (max, (l))* = 1. On the other hand, let m, m + 1, . . . , m + q be a maximal chain of terms in normal form from the instance t,u occurring in formulas of of the form

or

We then set (max,(rn))* = m. Suppose that (max,(m + j ) ) * has been set. Take p large enough so that for all v0 2 ,u,

or, for all v0 2 p,

z(m + j + 1) > z (max(m + j ) ) * .

In the first case, take (max, (m + j + l))* to be (max, (m + j ) ) * , and, in the second, m + j + l .

Other recursive dejînìtìons. The procedure is similar as for the C- and max- terms. Take, for instance, the natural powers axiom, Axiom 6. We assume that m, m + l, . . . , m + q is a maximal chain of terms in normal form from the instance t,u occurring in formulas of t,u of the form Z'+' = ?z, for a certain constant term z, already in normal form. Then set ( P ) * = z and ( znS1)* = ( ( zn )*z )* .

The &terms. We shall find, in this case, a natural number p so that these terms have constant values for all v0 2 p. Suppose that 6 (z) occurs in the instance, where z is an algebraic function of VO. Then there is a p such that z 2 O for all v0 2 p, or z < O for all v0 2 p. Let 6 (z) * be 1 or - l, accordingly.

The min- and li-terms occur in instances of Axioms 3, 2, or 16. If a min- or li-term z does not occur in an instance of one of these axioms, set z* = 1.

If general, if a min- or li-term Q occurs in one of these axioms, we shall take Q* to be either a definite natural number or an approximation of the number we shall get when v0 tends to infinity. More precisely, in the latter case, if n ( vo) is the actual minimum for vo, then y1 (vo)/a* we tend to 1, when v0 tends to infinity.

134 ROLANDO CHUAQUI AND PATRICK SUPPES

The least integer terms. ose that the instance is

li(z) 2 z A .z/.(li(z)).

er r , set ,(T)* equal to t li(z)* = z*. This last

FOUNDATIONS OF INFINTESIMAL ANALYSIS 135

The internal min-terms. In this case, the formula 'p, as above, occurring in the instance of the axiom is internal, i.e., it does not contain Inf. By the field axioms, 'p (k)* is equivalent to a disjunction of conjunctions of formulas of the forms z > O, z < O, z 2 O, and z _< O, where z is an algebraic function of v0 with the coefficients functions of k. This equivalence can be shown by noticing that: z = O is equivalent t o z $ O ~ z ~ O ; z $ O t o z ~ 0 ; z ~ O t o z ~ O ; z ~ O t o z > 0 ; a n d z ~ O t o z < O. These forms may be reduced to two: z > O and z 2 O, by multiplying by - 1, if necessary.

Let us call an algebraic polynomial an expression of the form a, v: + a - - + a, $O, where to, . . . , t, are nonnegative rational numbers and ao, . . . , a, are nonnegative rational powers of rational numbers. We define similarly algebraic polynomials in several variables. We can then simplify further the terms z. If z = z'/z'l, where z' and z" are algebraic polynomials, z 2 O can be replaced by (z' >, O A z" > O) A (z' _< O A z" < O). Thus, in the end, ('p (k, QI, . . . , ap)) * can be taken to be a disjunction of conjunctions of formulas of the forms z 2 O and z > O, where z is an algebraic polynomial in v0 and k, QI, . . . , op. In order to define the minimum for such disjunction of conjunctions formulas we first determine the minimum for each atomic formula of the forms z > O and z 2 O. The procedure is the same for both types of formulas, so we consider only z (k) 2 O. We prove by induction that, for large vo, the expression z(k) 2 O is equivalent to an expression of the form

Pn(k)v: + PE-1 (k)v;-l + . + Po(k)v: 2 O,

where P, ( k ) is an algebraic polynomial in k. We have two main cases, and one special case. The main cases are

(1) Pn(k) > O, for certain k, (2) Pn(k) < O, for all k,

and the special case is that P, (k) = O, for certain k. The special case will be reduced to the two main cases. Notice that it can be determined effectively which case we are in: take k0 large enough so that Pn(k) has a constant sign for all k 2 ko. Then examine all k < ko, which are finitely many.

Suppose (case (1)) that there is a natural number k such that P,(k) > O. One can find effectively a minimum such k, say ko. For this ko, there is a ,u such that z(k0) > O for all v0 2 p, and z (m) < O for all m < ko. Set (minz>o)* = ko.

Suppose (case (2)) that Pn(k) < O for every natural number k.-If, for large vo, there is no k such that z (k) 2 O, set (min,?o)* = 1.

Assume, then, that there is a minimum natural number k0 such that z(k0) 2 O for v0 sufficiently large. We claim that k0 tends to infinity when v0 tends to infinity. Suppose not. Then there is a maximum such ko, say m. Find p large enough so that z ( p ) < O for all p 5 m and all v0 2 p. Thus, z (m) < O for v0 2 ,u, which is a contradiction, proving the claim.

Then, we proceed as follows. Divide both sides of the inequality z(k) 2 O by -P, (k ) . We get the equivalent inequality

I36 ROLANDO CHUAQUI AND PATRICK SUPPE§

have three cases for the algebraic functions -P, ( k ) /P , ( k ) of k , for i = n - I , as k tends to OO. The algebraic function may tend to m, to a finite

* number or to a negative number or -m. We need to compensate come negative for large k with the terms which become indices i in the second case may be disregarded, because,

onnegative number, we must have i n and, since t* < t,,

, (k) /P,(k) --+ m at least one term

-P, (k) /Pn(k) tends to m or

ence, if p , > h,,

et

FOUNDATIONS OF INFINTESIMAL ANALYSIS 137

in the first case, and

in the second case. So, for an r such that k N v; (maybe except for a coefficient) will compensate all q, against a certain m,, We need

for s = l , . . . , Z . That is

P1 -hs P- if p1 > h,,

for s = i, . . . , Z. If there is no r that satisfies all these inequalities, then the term mi cannot compensate all q,. If there is such an r , take r, to be the maximum of the terms (tqs - tmz)/ (pl - h,) with p , > h,. Notice that rl > O, because the first negative term is -v:, that is, q1 = n; but t, is larger than all the tmz , i = 1, . . . , j . Also, hl = O. Now, p z > O, since -Pmz (k)/P,(k) 4 OO. Therefore

tq, - tm z - t,, - tm, --p > o. p , - hl Pl

If no r, exists for i = 1, . . . , j , then z < O for all k , for sufficiently large vo. So, since we assume that z 2 O for some k , we take r to be the least r, such that r, exists. Let r = r , , for a certain i = 1, . . . , j . Then let A be the maximum of A,,, for s = 1,. . .,Z.

If k0 is the minimum which satisfies z 2 O, then AV; < k0 5 Av; + l , so that ko/Avi tends to 1 as v0 tends to OO. Notice that, in this case, any natural number p > AV; satisfies .(p) 2 O.

We now deal with the special case where P, ( k ) = O for certain k , say no. If also P,(k) > O for other k , let k0 be the least such. If no > ko, then take k0 as the minimum and proceed as in case (1). If no < ko, pick p large enough so that the truth of z(n0) 2 O is fixed for all v0 2 p. If z(n0) 2 O, then take no as the minimum; if not, k0 is the minimum.

Now suppose that P,(k) 5 O and that P,(nl) = O , . . . , P,(nd) = O. We examine z (n,) for i = 1, . . . , d and find p large enough so that its sign is determined for all v0 2 p. If z(n,) 2 O for a certain i, then n, is the minimum. If T(n,> < O for all i and sufficiently large VO, then we proceed as in case (2), and determine that the minimum is asymptotically approximated by AV;.

The case for z > O can be dealt with similarly. We have, then, that there is a large p such that the same minimum or minimum

approximation works for all v0 2 p. If we have a conjunction of formulas of the forms z 2 O and z > O, we must make an analysis of the different combinations of cases in order to determine an approximation. Case (1) has to be divided into two subcases:

(la) There are only finitely many k’s such that P, ( k ) > O. ( 1 b) P, ( k ) > O, for all sufficiently large k .

138 ROLANDO CHUAQUI AND PATRICK SUPPES

In both subcases, we can take v0 large enough so that z 2 only for k’s such that

If we have a conjunction of formulas of the form z ( k ) 2 Q and z ( k ) > O in case (l), then we can determine effectively whe er there is a k which satisfies all the formulas, and then determine its minimum f there are formulas in cases (la) and

Pn(k) > o.

FOUNDATIONS OF INFINTESIMAL ANALYSIS 139

numerator less than or equal the degree of the denominator, and, as above, find a natural number p1 such that lan/bm) 5 p1 for all these terms. Declare a term G infinitesimal if it contains no min-term and has a higher degree denominator. We have p1 2 po. If p1 > po, repeat the procedures for external and internal min-terms with z l l , . . . , z l m l . Those that are definitively replaced are eliminated to obtain ~ 2 1 , . . . , ~ 2 m 2 . If p1 = po, stop.

Repeat the same procedure until stopping, i.e., until p q = p4+1 for a certain q . The procedure must stop, since, for p j + l to be larger than pl at least one of the terms zJ 1 , . . . , Tjm,, say z j k , has to be changed. This can happen either by

(i) Zjk being an external min-term which is assigned a number greater than

(ii) by a term occurring in TJk being changed. 1, while it was assigned 1 before, or

Thus each term can be changed only a finite number of times before being defini- tively replaced. Since there are only finitely many terms, the possible changes are finite, and so there must be a pq = pq+l .

Notice, also, that in the case of internal min-terms, they are replaced either by natural numbers or by expressions of the form AV;. In the second case, the replacement AV; is not, in general, a natural number. Since the min-terms will have to be assigned natural numbers in the model, the assignment for the model will change. This final change, however, causes no problems, because Avi will be an infinite number larger than the pj's, so it will not affect the assignments of the external min-terms.

The model. We now proceed to the construction of the model. We have associ- ated, by the procedure indicated above, to each term an algebraic function of VO.

Let

for all a,, b m , with r, = Sm, of the algebraic functions associated to terms in the instance. Since there are only finitely many terms, it is always possible to find such a natural number p . Find v0 large enough so that the following conditions are

All replacements for 6 and max can be done within an approximation of

All fractions li(z*)/z*, when z* + 00, are closer to 1 than 1/(2p). All fractions min,* /Av;, when this replacement applies (for internal min- terms), are closer to 1 than 1/(2p). All algebraic functions with r, > Sm are larger in absolute value than 2p. All algebraic functions with Sm > r, are smaller in absolute value than

All algebraic functions with r, = Sm are closer to a n / b m than 1/(2p).

1/(2P)*

1 l(2P) - Let w(z*) be the numerical value of the associated algebraic function z*, using

this VO. In the model, put all the natural numbers less than or equal to po, where po is a natural number larger than the largest u (z*). The property .N is interpreted as the set of natural numbers 5 po. We now define the interpretation I ( z ) of each term z. If z does not contain li or min, then I ( z ) = v(z*). If z = min, or z = li(o),

148 ROLANDO CHUAQUI AND PATRICK SUPPES

then I ( z ) is the actual natural number which is the minimum of the numbers 5 po which satisfies 'p ( k ) or which is 2 a* , respectively. All terms are formed with the field operations operating over min- or li-terms and terms without min or

' 7 so we complete the assignment by eterminilag that I ( z + 0) = I (z) + I (a), z infinitesimal, i.e., say that Inf(z) is true, if the associated

e., a higher degree denominator and, hence, r, = s,, i.e., an equal degree numerator and

1; and declare it infinite if it has Y, > s,, ence, II (z) 1 2 2p. It is easy to check that

e sum of two algebraic functions wit gher degree denominator.

(z o) = I ( z ) 0 I ( a ) , I ( z - a) = I ( r ) Ib), and I(+) = I ( 4 / I ( a ) .

FOUNDATIONS OF INFINTESIMAL ANALYSIS 141

THEOREM 4.1. I f f is a function on I that is dlferentiable there, then f is

PROOF. Assume x = y , x, y E dom f n I . Then, Inf ( y - x). Hence, since continuous on I .

f ' ( x ) is finite,

Moreover, with a slightly stronger condition than differentiability we can prove that the function is Lipschitz continuous, i.e., there is a finite M such that for every x , y E I n dom f , x = y , we have that I f (x) - f ( y ) J 5 MIX - y / . In the usual nonstandard analysis, differentiability is enough to prove the following theorem.

THEOREM 4.2. If f is a function on the interval I that is dlferentiable there, and if there is a finite N such that I f '(x)] 5 N for every x E I n dom f , then f is Lipschitz continuous on I .

PROOF. Let x, y E I , x = y . Then

Thus

We let M = N + 1 and obtain 1 f (x) - f (y)l 5 M i x - Y I . U We can prove the following theorem for derivatives, using Theorem 4.1 and

some easily-proved algebraic properties of differentials. THEOREM 4.3. Let f and g be dlferentiable on I . Then: (1) f + g is dzferentiable on I and, for every x E I , x E dom f , we have

(2) With the additional hypothesis that f and g are finite on I n dom f, we have ( f + g>'(..-) f '(4 + g ' ( x> .

that f 9 g is dzferentiable on I and, for every x E I , x E dom f ,

(3) With the additional hypotheses that f and g are finite on I n dom f and ( g ( x ) I >> O , for x E I , we have that. f / g is dlfferentiable on I , and for every x E I

We can also prove the chain rule: THEOREM 4.4 (Chain rule). If f is dlferentiable at g ( x ) and g is differentiable

at x, then f o g is dlferentiable at x and (f o g ) ' ( x ) = f ' ( g ( x ) ) g ' ( x ) .

142 ROLANDO CHUAQUI AND PATRICK SUPPES

i.e., dg(x , y ) = g'(x) + e l y , where q ence, since g' ( x ) is finite, by Theorem 4.1, Pnf(dg(x, y ) ) . Therefore, if dg(x, y ) f Q,

FOUNDATIONS OF INFINTESIMAL ANALYSIS 143

the mins in these formulas can be defined without min-terms by using sums. We also denote dw: = f dom('ll:+l) - f dom(w:). We have that dw: O.

THEOREM 5.2. I f f is continuous on [a, b] and a 5 x 5 b, a and b finite, then there is a near maximum on [a, b]. In fact, if u is a geometric subdivision of order v M 00, v is a selector for f and u on [a, b], and n = maxf ( fdom(vL)) (vz), then f ( f dom(Wn)) is a near maximum of f on [a, b].

There is a similar theorem for minima. PROOF. Let u and v be as in the second part of the theorem. Then f ( f dom(VL))

2 f ( f d o m ( W : ) ) f o r a l l l < i < v 2 . Foranyx€[a,b]ndomf wehavex= fdom(wJ)

for some j , l 5 j < v2. By taking v = V O , we prove the first part of the theorem. O We have the following theorem on local maxima, that is, in fact, an approximate

version of Rolle's theorem. THEOREM 5.3 (Rolle). Let f be a dlfierentiable function on [a, b], a 5 x 5 b,

a and b finite, and let f (a) E O g f (b ) . Then there is an x E [a, b] such that

PROOF. Let u be the geometric subdivision of [a, b] of order V O , w a selector for f and u on [a, b], and n = maxf(fdom(uL)) (vz). Let f dom be increasing. (The proof for f dom decreasing is similar.) Then

f '(x) F3 o.

and

and

But

Thus, f ' ( f dom(wL)) M 0. O From Rolle's theorem we derive an approximate version of the mean value

theorem:

144 ROLANDO CHUAQUI AND PATRICK SUPPES

VT). g b - a >> O and f ìs a dlferentìable function on (a , b ) , then there is an x E (a , b ) such that

U creasing) om the ìmterval P if ( x ) 5 f ( y ) (f(.) 2 f ( y ) ) .

, ~ ~ ~ e r e n t ì a b l e OB (a , b ) , n f ìs nearly increasing

V

f(.) - f ( a ) z c()(v)(x - z ) = 0

x1 = f ( y l ) , x2 = f ( y z ) , for certain

FOUNDATIONS OF INFINTESIMAL ANALYSIS 145

Moreover, if y = f (x), x E [a, b] n dom f , we have that

&(Y7 .>/z = l / f 'b>, for every z = O, y + z = f (u ) , for a certain u E [a, b] n dom f .

The last two conclusions of the theorem say that the inverse of f restricted to [a, b] in its domain is continuous and differentiable. We cannot prove, however, that the domain of the inverse of a function whose domain is an interval is also an interval. By the intermediate value theorem, Theorem 5.1 , we can only prove that for every c in the interval between f ( a ) and f (b) there is an x = c such that the inverse is defined at x.

PROOF. We have to consider two cases. First, let x, y E [a, b] n domf with x << y . It is clear that y - x << OO. By the mean value theorem, Theorem 5.4, there is a z between x and y such that

Since O << y - x << 00, we obtain f ( y ) - f (x) = f ' ( z ) ( y - x) >> O. Second, assume that x < y with x = y . Then

If f ( Y ) - f ( x ) I o, then f ( Y ) - f (x> L o,

Y - x and so f '(x) 5 O, contradicting f '(x) >> O.

We now obtain the derivative of the inverse function g . Let y + z = f (u) . Then g ( y + z ) = u = x + w M g ( y ) = x, by the first part of the theorem. Thus, w = O and y + z = f (x +w). Therefore

i.e., since f '(x) $ O w/z = l / ( f '(x).

This is equivalent to d g ( y , z ) / . M l / f '(x). U Recall that differentiable means that f ' exists and is finite. For each finite

natural number n, defining by external induction, we say that f ('1 is an n th order derivative on I if and only if one can define a sequence of functions (terms) f (l) , . . . , f ( n ) such that each is a derivative of the preceding on dom f . Then the following is a theorem.

THEOREM 5.8 (Taylor). Let n be aJinite natural number and f ( k ) a kth derivative of f, for k = 1,2, . . , , n + 1. Assume also that the following conditions hold:

(1) X E [a,b]ndom f + I f (x)/ <<m. (2) f (n+1) is continuous on [a, b]. ( 3 ) a < c I d < b ( o r a I d < c 5 b ) a n d c , d ~ d o m f .

146 ROLANDO CHUAQUI AND PATRICK SUPPES

(4) a 5 x 5 b + p ( x ) = f (c) + f (l)(c)(x - c) + f ( 2 ) ( ~ ) ( ~ - c)2 + . - + f '"'(.)(x - c) " .

(5) x E [a, b] n domf 3 f (x) = p ( 4 + -&,c ( 4 . Then

1 I&,c ( 4 1 5 m If("+l)(e)l Id - Cl"+$

where e is a near maximum of 1 f ("+l) 1 on [c, d ] (or [d, c ] ) . The proof is similar to the one in [7]. This theorem, as all our theorems, is

a theorern-schema. In the case of Taylor's theorem, it may be better called a em would be more ve for the function

I g(x) =-f (N+l)(s)(X - C)"+l + p(x) - f(.)

(n + l)!

FOUNDATIONS OF INFINTESIMAL ANALYSIS 147

and, by the hypothesis, 'p (m - 1). Thus, by Axiom 2, m 5 m - l, which is a contradiction. U

In order to make the following and other statements more understandable, we introduce the maximum of all k 5 v such that 'p(k):

Max,(v) = v - min (v). ,(v-k)Ak<v

It is easy to show from Axiom 2, that

THEOREM 6.2 (Overflow). Let 50 be an internal formula where neither min nor N occurs. Then, if there is a jînite m such that for all finite n with m 5 n we have cp(n) and v M m, then Max, (v) M m.

PROOF. Let p = Max, (v), and assume that p is finite. It is clear that p 2 m. Then p + l is also finite, and p + 1 2 m. Hence 'p (p + 1). By the consequence of Axiom 2 for maximum stated above the theorem, p 2 p + 1, which is a contradiction. 0

We prove by overflow: PROPOSITION 6.3. r f 1x1 5 l / n for every n << m, then x M O. PROOF. By overflow, we have that p = Maxl/k>l,l (vg) is infinite. Hence, (x I _<

U 1/p M o. -

$7. Hyperfinite sums. We now start the study of hyperfinite sums, which were introduced in $2. The development in the present section is much influenced by [8]. In order to conform with the usual notation, u, v, etc. are terms with variables for natural numbers. Thus uk is a term z ( k ) . We write C:=, u, for Cy:," In order to simplify the notation, we write a sum of the form

V

1=1

simply as Cr==, t l , including the finitely many terms with ordinary addition in the C-term. Strictly speaking, this may not be possible, since the terms vJ may contain min. We shall be careful, however, that the operator min occurs only in finitely many terms of the sum. The theorems of this and the next sections should be understood with x-terms interpreted in this way.

The usual properties of the sum can be proved by internal induction. We begin with the theorems on approximately equal infinite sums. For the rest of the paper, we assume that ul , v,, t , are internal terms where, as was mentioned above, min occurs in at most finitely many of them. We need the following lemma.

LEMMA 7.1. Suppose that for all i with 1 5 i 5 v, we have ul M O , t, > O and v , / t , M u,. Then

148 ROLANDO CHUAQUI AND PATRICK SUPPE§

In particular,

Therefore, with the additional hypotheses I t , I << 00, we obtain V V

vi M O and u,t, Q . 1 = 1 1=1

ROOF. Let n be finite. Then, since v1 / t l M u1 % 0, we have luj I 5 ( l / n ) ti for i 5 v. Thus

I V I v

r=l t , is positive an

V V

,=l ,=l

ROBF. ave I V I V V

f, << 00 I i=l I z=l 1=1

so

V V

u 2 0 ,=l

u 2 0 1=1

u<o u<o

V V

FOUNDATIONS OF INFINTESIMAL ANALYSIS 149

We now prove approximate equation (*) . For any natural number m, consider

-d Assume that m is a finite natural number. For 1 5 i 5 v and uz 2 l/m, we have vl/ t l = u,. Since ul 2. l lm, u, is not infinitesimal. Then vl/ul t, w 1, and so, since u, t, is finite,

uzt1 (1 - l/n) 5 v1 L u1 t1 (1 + 1 / 4 3

for every finite n, 1 _< i _< v, and u, 2 l lm . Thus

(l -

Thus

1=1 u>l/m

and, hence, by Proposition 6.3

2 2 uzt1 = 1.

u>l/m u>l/rn 2 = 1 1=1

But the denominator here is finite. Therefore V V c v1 = c U l t l ,

u> l/rn u> l /m ,=l 1=1

and, thus

Iu>l/rn u>l/m I 1=1 2 = 1

is true for every finite m. We have, then, z, 5 l /m, for every finite m. Hence, by overflow, we can find an V w 00 such that O L zT 5 l / q = O and hence

V V c u, = c uzt,.

U > l l T U > l l ? 1=1 ,=l

We have O 5 u1 < l / q implies that ui M O. Hence, by Lemma 7.1, V V c uztl x O and c vi = O.

OSu<l/y 1=1

150 ROLANDO CHUAQUI AND PATRICK SUPPES

Thus, we have V V V V V

v, = v1 + v, R5 v, x u, t , 1=1 ,=l 2 = 1 ,=l 2 = 1 u 2 0 u > l / v O<u<l/q u > l / v u > l / q

V V V

U

Qf

for every i with I 5 i 5 v. Then n Eet u, and t,, for B 5 i 5 v, be terms such that u, x x and t , >

OP. ave u, = x + v, j wit V V V V

z=l 1=1 z=1 1=1

an

FOUNDATIONS OF INFINTESIMAL ANALYSIS 151

it is clear that a < u j 5 x 5 uj+l < x + y . We then have

X + Y X X + Y

a a X

Let p = minllp+l~x+y. We have

Hence, by Lemma 7.3,

Now

Since du/y = O and f is finite,

The first conclusion is obtained similarly. o COROLLARY 7.5. Let f and F be functions defined on the finite interval [a, b]

and such that dom f = dom F . Let u be a geometric subdivision of [a, b], and Y

a selector for f and u on [a, b]. Assume that f is finite and continuous on [a, b], and that d F ( x , y ) / y M f (x) for all x, x + y E [a, b] n dom f, y OO. Then

b

a

where a', b' E dom f, a' a and b' M b. PROOF. We have

v

Let f dom be increasing (the proof for f dom decreasing is similar). By Theorem

I52

'3.2 we knave

ROLANDO CHUAQUI AND PATRICK SUPPES

and

Jab f + J; f J: f c - b C - b '

N

c - b C - b

c - b C - b o

N

as b C C

a b a

C C

b b

FOUNDATIONS OF INFINTESIMAL ANALYSIS 153

Since c - b $ O, from these results we obtain the premises (1) and (2) of Axiom 18, for integrals. The result (1) is easy to see, so we prove (2). We may assume that u is a geometric subdivision of order v of [c, d ] and u', of order p of the same [c, d ] , and let w and w' be the corresponding selectors. (If the intervals for u and u' are not the same, we may change them to make them equal.) Let u" be the geometric subdivision of [c, d ] of order vp, and w" its selector. It is clear that du"/du = O. Let t , t ' , and t" be the numbers selected according to the definition on page 129. Let

I UZ

Then, by Corollary 7.4,

for b 5 ul < c. Then, by Theorem 7.2

b b

Similarly, we prove that C C

b b

and, hence c c

b b

which is what was to be proved. U We can prove the usual theorems on integrals in an approximate form. COROLLARY 8.2. Let f be continuous on theJinite interval I and let a , b, c E I ,

a < c < b. Then

This is an immediate corollary o f Theorem 8.1 (1). THEOREM 8.3 (Fundamental Theorem 1). Let f be a continuous function on the

finite interval I and a E I . Assume that y O, y # O , and x , x + y E I . Ifz E dom f with z in the closed interval between x and x + y , then

PROOF. Assume that y = O, y # O, x , x + y E I , and y > O. The case y < O is done similarly. Let u be a geometric subdivision of [a, b] 2 [x , x + Y ] and W a

154 ROLANDO CHUAQUI AND PATRICK SUPPES

selector for f and u on [a, b]. Then, by Theorem 8.2,

and, by Corollary 7.4,

heorem 2) . Let f and F be functions on the

f z F(b’) - F(,’>,

b

U

V V

Z =p Z =y

FOUNDATIONS OF INFINTESIMAL ANALYSIS 155

THEOREM 9.3 (Nelson [8]). I f v 00, lu, I << 00 for every i << 00, and C:=1 (u, ] v-converges, then C,”=, lu, << 00, und hence the series Cy==, lu, l v-converges to a finite number.

PROOF. We have that z,”=, lu, I 5 1 is true for all infinite numbers n . Then, by undertow, Theorem 6.1, the minimum m must be finite. But

m-l

Hence the sum V m-l V

r=l ,=l z =m

is finite. O We assume that we have proved by internal induction (which is easily done)

that x > o + ( y 2 x + y n 2 P).

We also can give an easy internal inductive proof of the inequality, for s > O,

( l +s)” 2 1 +vs .

Also, if s is noninfinitesimal, then l /s is finite. Hence, if v is infinite, then l / v O and 1 /(v.) = O. Thus, V S is infinite.

Suppose, now, that r >> 1 and v = OO. We have that r = 1 + s, with s >> O. Therefore

T V 2 (1 +s)” 2 1 + V S = 00, ie., vv OO. Hence, we also have that if r << 1 and v = 00, then vv z O.

We prove by internal induction, as usual, that for r > O and a > O

Then, if O < r << 1 and a is finite, the series x:=o ari converges to a / ( 1 - v ) , which is also finite. Thus, we prove the ratio test:

THEOREM 9.4 (Ratio test). v u , _> O isfinite for every finite i , and there is an r , O < r << I, such that up+l/up = r for every infinite p 5 v, then the series C:=, u, v-converges to a finite number.

PROOF. Let p = 00, p 5 v. Then up+l/up = r L r + i << 1, where n is a finite number.

Let s = 1 + A. Then we have up+l 5 sup for every infinite p 5 v. Hence, by undertow, Theorem 6.1, the minimum number m such that up+l L sup for every m 5 p 5 v is finite. By induction we prove that um+p 5 UmsP for every p 5 v - m. Since um is finite, the geometric series C;=, umsP ( v - m)-converges to a finite

156 ROLANDO CHUAQUI AND PATRICK SUPPES

number. Then, by the comparison test, ca=o u,+p also (v - m)-converges to a finite number, and so C:=l u, v-converges to a finite number. o

We need a few theorems about series of functions, in our case of terms with a variable, say x. The following are not in every case the best theorems that can be proved, but they are enough for our purposes.

THEOREM 9.5. suppose that the series C:==1 u, (x) v-converges, v 00, for every x in a finite interval I , and that u1 (x) is continuous on for every i, 1 5 i 5 v .

I , for every ,u 5 v. F. Let x, y E I , x r every finite n , we proved

1 1 % (x> - UZ (v)l I ;

at for all ~ n f i ~ i t ~ p 5 y

P

1 =o

f y 2 v 2 p, we are

P P

l =o 1=y+l 1 =y+l

x l + l 9

for every n I v an

FOUNDATIONS OF INFINTESIMAL ANALYSIS 157

We can now define the main transcendental functions. We first introduce the natural logarithm by the following axiom:

We consider log as a function, take logdo, (x) = I(x), the identity function, and (plog (x) ++ O << x << m. In the usual way, we can obtain the main properties of the logarithm.

By Theorem 8.3, log’(x) M 1/x, for every x with m >> x >> O. Then, if we take any interval [a, b] , with O << a < b << 00, log’ is bounded on the interval by a finite M . Thus, by Theorem 4.2, log is Lipschitz continuous on [a, b]. Also, 1/x >> O for x >> O. Thus, by Theorem 5.7, log is strictly increasing on all its domain. Therefore, log can be fdom for a function f. We then define an “almost” exponential function:

aexp(x) = y t) x = logy,

with aexpdom = log and (paexp(x) t) O << x << OO. Using Theorem 5.7, we get that aexp is differentiable on its domain, and we can calculate its derivative, aexp’ M aexp. Thus aexp is increasing.

In a similar way, we define the arctan:

” 1 arctanx = 1 m dt .

As above, we consider arctan as a function, with arctandom ( x ) = I(x) and (Parctan (x) c+ 1x1 << m. We take n = 4arctan 1. As for the logarithm, by Theorem 8.3, arctan’(x) M 1/(1 + x2) for any finite x. So that arctan can be fdom. Thus, we define the inverse, the almost tangent:

y = atan x t+ x = arctan y .

We extend this function periodically by taking atan(x + nn) = atan x, where n is any integer. The domain atandom = arctan and v a t a n ( x ) ++ 1x1 << OO.

The definitions of the inverse functions (almost exponential and tangent) are justified by Theorem 5.7. We must use the same theorem for obtaining the deriva- tives. With the definitions introduced here, the proofs of the approximate form of the algebraic properties of these functions are the usual ones.

We cannot prove, however, the inverse functions, i.e., the almost exponential and tangent, have the right domains, i.e., all finite numbers for the almost expo- nential and the finite numbers different from (2n + 1)n/2 for the almost tangent. The most one can do, for the almost exponential for instance, is to prove that for any finite number x there is a y x in its domain (see the remark after Theorem 5.7), which is probably sufficient for most uses in theoretical physics. In order to obtain functions defined everywhere, we use Taylor series approximations.

As an example, we take the series for aexp. We observe that, by the ratio test, if x is finite, the series c;=, xz/i! converges. Since log 1 M O, we have that if x M O, x E domaexp, aexp(x) M 1. We then show, by external induction, that if

158 ROLANDO CHUAQUI AND PATRICK SUPPES

x M n + 1 and y M n, where n is a finite natural number and x, y E dom aexp, then aexp(x) M aexp(y) aexp(l), and aexp(x) is finite.

first prove, using Theorem 5.9, that, for every finite x and dx = O such that both x and x + dx are in the domain of aexp,

Thus, we can take ae e definition, for finite n we have aexp(") = aexp, and

n

e for every p s v , for a certain in

l =o

ere is Ei y = x suc

FOUNDATIONS OF INFINTESIMAL ANALYSIS 159

In the case of the trigonometric functions, it seems simpler to define first an almost sine and an almost cosine by the formulas:

acosx = 2 atan ? 1 - atan2 5

asin x = 1 + atan2 5 ’ 1 + atan2 5 ’

with their domains the same as the domain of the atan. We then use Taylor series to give a defìnition of sin and cos on all finite numbers. The procedure is similar to that described above for the exponential function.

REFERENCES \

[l] S. ALBEWERIO ET AL., Nonstandard methods ìn stochastic analysis and mathematical physics, Academic Press, New York, 1986.

[2] R. CHUAQUI, Truth, possibility and probability. New logical foundations of probability and statistical inference, North-Holland, Amsterdam, 1991.

[3] J. HERBRAND, Sur la non-contradictzon de I’arithmétzque, Journal fùr die Reine und Angewandte Mathematik, vol. 166 (1931), pp. 1-8; English translation, From Frege to Gödel: a source-book ìn mathematical logic, 1879-1931, (J. van Heijenoort, editor), Harvard University Press, Cambridge, Massachusetts, 1967.

[4] D. HILBERT, Die Grundlagen der Mathematzk, Abhandlungen aus dem mathematischen Seminar der Hamburgìschen Universität, vol. 6 (1928), pp. 65-85; English translation, From Frege to Gödel; a source-book ìn mathematical logic, 1879-1931 (J. Van Heijenoort, editor), Harvard University Press, Cambridge, Massachusetts, 1967, pp. 464-479.

[5] H. J. KEISLER, Foundations of infinitesimal analysis, Prindle, Weber, and Schmidt, Boston, Massachusetts, 1976.

[6] J. MYCIELSKI, Analysis without actual infinzty, this JOURNAL, vol. 46 (1981), pp. 625-633. [7] E. NELSON, Internal set theory: A new approach to nonstandard analyszs, Bulletin of the American

Mathematical Society, vol. 83 (1977), pp. 1165-1 198.

Jersey, 1987.

Supplement. Part II: Papers ìn the Foundations of Mathematics, vol. 80 (1973), pp. 87-109.

L81 - , Radically elementary probabicity theory, Princeton University Press, Princeton, New

[9] A. ROBINSON, Function theory on some nonarchimedean fields, American Mathematical Monthb,

[lo] L. H. RYDER, Quanturnfield theory, Cambridge University Press, Cambridge, 1986. [11] L. I. SCHIFF, Quantum mechanics, McGraw-Hill, New York, 1949. [ 121 P. SUPPES and R. CHUAQUI, A finitarzly consistent free-variable posztzve fragment of mnfinltes-

zmal analysis, Proceedings of the IX Latin American Symposium on Mathematical Logic, Notas de Matemática, Universidad Nacional del Sur, Bahía Blanca, Argentina (to appear).

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