Mathematical proof

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In mathematics, a proof is a demonstration that if some fundamental statements (axioms) are assumed to be true, then some mathematical statement is necessarily true.[1][2] Proofs are obtained from deductive reasoning, rather than from inductive or empirical arguments; a proof must demonstrate that a statement is always true (occasionally by listing all possible cases and showing that it holds in each), rather than enumerate many confirmatory cases. An unproven proposition that is believed to be true is known as a conjecture.

Proofs employ logic but usually include some amount of natural language which usually admits some ambiguity. In fact, the vast majority of proofs in written mathematics can be considered as applications of rigorous informal logic. Purely formal proofs, written in symbolic language instead of natural language, are considered in proof theory. The distinction between formal and informal proofs has led to much examination of current and historical mathematical practice, quasi-empiricism in mathematics, and so-called folk mathematics (in both senses of that term). The philosophy of mathematics is concerned with the role of language and logic in proofs, and mathematics as a language.

History and etymology

The word "proof" comes from the Latin probare meaning "to test". Related modern words are the English "probe", "probation", and "probability", the Spanish probar (to smell or taste, or (lesser use) touch or test),[3] Italian provare (to try), and the German probieren (to try). The early use of "probity" was in the presentation of legal evidence. A person of authority, such as a nobleman, was said to have probity, whereby the evidence was by his relative authority, which outweighed empirical testimony.[4]

Plausibility arguments using heuristic devices such as pictures and analogies preceded strict mathematical proof.[5] It is probable that the idea of demonstrating a conclusion first arose in connection with geometry, which originally meant the same as "land measurement".[6] The development of mathematical proof is primarily the product of ancient Greek mathematics, and one of its greatest achievements. Thales (624–546 BCE) proved some theorems in geometry. Eudoxus (408–355 BCE) and Theaetetus (417–369 BCE) formulated theorems but did not prove them. Aristotle (384–322 BCE) said definitions should describe the concept being defined in terms of other concepts already known. Mathematical proofs were revolutionized by Euclid (300 BCE), who introduced the axiomatic method still in use today, starting with undefined terms and axioms (propositions regarding the undefined terms assumed to be self-evidently true from the Greek "axios" meaning "something worthy"), and used these to prove theorems using deductive logic. His book, the Elements, was read by anyone who was considered educated in the West until the middle of the 20th century.[7] In addition to the familiar theorems of geometry, such as the Pythagorean theorem, the Elements includes a proof that the square root of two is irrational and that there are infinitely many prime numbers.

Further advances took place in medieval Islamic mathematics. While earlier Greek proofs were largely geometric demonstrations, the development of arithmetic and algebra by Islamic mathematicians allowed more general proofs that no longer depended on geometry. In the 10th century CE, the Iraqi mathematician Al-Hashimi provided general proofs for numbers (rather than geometric demonstrations) as he considered multiplication, division, etc. for "lines." He used this method to provide a proof of the existence of irrational numbers.[8] An inductive proof for arithmetic sequences was introduced in the Al-Fakhri (1000) by Al-Karaji, who used it to prove the binomial theorem and properties of Pascal's triangle. Alhazen also developed the method of proof by contradiction, as the first attempt at proving the Euclidean parallel postulate.[9]

Modern proof theory treats proofs as inductively defined data structures. There is no longer an assumption that axioms are "true" in any sense; this allows for parallel mathematical theories built on alternate sets of axioms (see Axiomatic set theory and Non-Euclidean geometry for examples).

Nature and purpose

There are two different conceptions of mathematical proof.[10] The first is an informal proof, a rigorous natural-language expression that is intended to convince the audience of the truth of a theorem. Because of their use of natural language, the standards of rigor for informal proofs will depend on the audience of the proof. In order to be considered a proof, however, the argument must be rigorous enough; a vague or incomplete argument is not a proof. Informal proofs are the type of proof typically encountered in published mathematics. They are sometimes called "formal proofs" because of their rigor, but logicians use the term "formal proof" to refer to a different type of proof entirely.

In logic, a formal proof is not written in a natural language, but instead uses a formal language consisting of certain strings of symbols from a fixed alphabet. This allows the definition of a formal proof to be precisely specified without any ambiguity. The field of proof theory studies formal proofs and their properties. Although each informal proof can, in theory, be converted into a formal proof, this is rarely done in practice. The study of formal proofs is used to determine properties of provability in general, and to show that certain undecidable statements are not provable.

A classic question in philosophy asks whether mathematical proofs are analytic or synthetic. Kant, who introduced the analytic-synthetic distinction, believed mathematical proofs are synthetic.

Proofs may be viewed as aesthetic objects, admired for their mathematical beauty. The mathematician Paul Erdős was known for describing proofs he found particularly elegant as coming from "The Book", a hypothetical tome containing the most beautiful method(s) of proving each theorem. The book Proofs from THE BOOK, published in 2003, is devoted to presenting 32 proofs its editors find particularly pleasing.

Methods of proof

Direct proof

In direct proof, the conclusion is established by logically combining the axioms, definitions, and earlier theorems.[11] For example, direct proof can be used to establish that the sum of two even integers is always even:

Consider two even integers x and y. Since they are even, they can be written as x = 2a and y = 2b, respectively, for integers a and b. Then the sum x + y = 2a + 2b = 2(a+b). From this it is clear that x+y has 2 as a factor and therefore is even, so the sum of any two even integers is even.

This proof uses the definition of even integers, the integer properties of closure under addition and multiplication, and distributivity.

Proof by mathematical induction

Mathematical induction is not the same as induction in logic, although the general concept is related. In proof by mathematical induction, a single "base case" is proved, and an "induction rule" is proved, which establishes that if a certain case is true, then another case is true. Applying the induction rule repeatedly, starting from the independently proved base case, proves many, often infinitely many, other cases.[12] Since the base case is true, the infinity of other cases must also be true, even if all of them cannot be proved directly because of their infinite number. A subset of induction is infinite descent. Infinite descent can be used to prove the irrationality of the square root of two.

A common application of proof by mathematical induction is to prove that a property known to hold for one number holds for all natural numbers:[13] Let N = {1,2,3,4,...} be the set of natural numbers, and P(n) be a mathematical statement involving the natural number n belonging to N such that

• (i) P(1) is true, i.e., P(n) is true for n = 1.
• (ii) P(n+1) is true whenever P(n) is true, i.e., P(n) is true implies that P(n+1) is true.
• Then P(n) is true for all natural numbers n.

For example, we can prove by induction that all integers of the form 2n + 1 are odd:

(i) For n = 1, 2n + 1 = 2(1) + 1 = 3, and 3 is odd. Thus P(1) is true.
(ii) For 2n + 1 for some n, 2(n+1) + 1 = (2n+1) + 2. If 2n + 1 is odd, then (2n+1) + 2 must also be odd, because adding 2 to an odd number results in an odd number. So P(n+1) is true if P(n) is true.
Thus 2n + 1 is odd, for all natural numbers n.

It is common for the phrase "proof by induction" to be used for a "proof by mathematical induction".[14]

Proof by transposition

Proof by transposition or proof by contrapositive establishes the conclusion "if p then q" by proving the equivalent contrapositive statement "if not q then not p".

Example:

• Proposition: If x² is even and x is an integer, then x is even.
• Contrapositive proof:

If x is odd (not even) then x = 2k + 1 for an integer k. Thus x² = (2k + 1)² = 4k² + 4k + 1 = 2(2k² + 2k) + 1, where (2k² + 2k) is an integer. Therefore x² is odd (not even).

To see the original proposition, suppose x² is even. If x were odd, then we just showed x² would be odd, even though it is supposed to be even; so this case is impossible. The only other possibility is that x is even.

In proof by contradiction (also known as reductio ad absurdum, Latin for "by reduction to the absurd"), it is shown that if some statement were true, a logical contradiction occurs, hence the statement must be false. A famous example of proof by contradiction shows that $\sqrt{2}$ is an irrational number:

Suppose that $\sqrt{2}$ were a rational number, so by definition $\sqrt{2} = {a\over b}$ where a and b are non-zero integers with no common factor. Thus, $b\sqrt{2} = a$. Squaring both sides yields 2b2 = a2. Since 2 divides the left hand side, 2 must also divide the right hand side (as they are equal and both integers). So a2 is even, which implies that a must also be even. So we can write a = 2c, where c is also an integer. Substitution into the original equation yields 2b2 = (2c)2 = 4c2. Dividing both sides by 2 yields b2 = 2c2. But then, by the same argument as before, 2 divides b2, so b must be even. However, if a and b are both even, they share a factor, namely 2. This contradicts our assumption, so we are forced to conclude that $\sqrt{2}$ is an irrational number.

Proof by construction

Proof by construction, or proof by example, is the construction of a concrete example with a property to show that something having that property exists. Joseph Liouville, for instance, proved the existence of transcendental numbers by constructing an explicit example. It can also be used to construct a counterexample to disprove a proposition that all elements have a certain property.

Proof by exhaustion

In proof by exhaustion, the conclusion is established by dividing it into a finite number of cases and proving each one separately. The number of cases sometimes can become very large. For example, the first proof of the four color theorem was a proof by exhaustion with 1,936 cases. This proof was controversial because the majority of the cases were checked by a computer program, not by hand. The shortest known proof of the four colour theorem as of 2011 still has over 600 cases.

Probabilistic proof

A probabilistic proof is one in which an example is shown to exist, with certainty, by using methods of probability theory. This is not to be confused with an argument that a theorem is 'probably' true. The latter type of reasoning can be called a 'plausibility argument' and is not a proof; in the case of the Collatz conjecture it is clear how far that is from a genuine proof.[15] Probabilistic proof, like proof by construction, is one of many ways to show existence theorems.

Combinatorial proof

A combinatorial proof establishes the equivalence of different expressions by showing that they count the same object in different ways. Often a bijection between two sets is used to show that the expressions for their two sizes are equal. Alternatively, a double counting argument provides two different expressions for the size of a single set, again showing that the two expressions are equal.

Nonconstructive proof

A nonconstructive proof establishes that a certain mathematical object must exist (e.g. "Some X satisfies f(X)"), without explaining how such an object can be found. Often, this takes the form of a proof by contradiction in which the nonexistence of the object is proven to be impossible. In contrast, a constructive proof establishes that a particular object exists by providing a method of finding it. A famous example of a nonconstructive proof shows that there exist two irrational numbers a and b such that $a^b$ is a rational number:

Either $\sqrt{2}^{\sqrt{2}}$ is a rational number and we are done (take $a=b=\sqrt{2}$), or $\sqrt{2}^{\sqrt{2}}$ is irrational so we can write $a=\sqrt{2}^{\sqrt{2}}$ and $b=\sqrt{2}$. This then gives $\left (\sqrt{2}^{\sqrt{2}}\right )^{\sqrt{2}}=\sqrt{2}^{2}=2$, which is thus a rational of the form $a^b.$

Statistical proofs in pure mathematics

The expression "statistical proof" may be used technically or colloquially in areas of pure mathematics, such as involving cryptography, chaotic series, and probabilistic or analytic number theory.[16][17][18] It is less commonly used to refer to a mathematical proof in the branch of mathematics known as mathematical statistics. See also "Statistical proof using data" section below.

Computer-assisted proofs

Until the twentieth century it was assumed that any proof could, in principle, be checked by a competent mathematician to confirm its validity.[5] However, computers are now used both to prove theorems and to carry out calculations that are too long for any human or team of humans to check; the first proof of the four color theorem is an example of a computer-assisted proof. Some mathematicians are concerned that the possibility of an error in a computer program or a run-time error in its calculations calls the validity of such computer-assisted proofs into question. In practice, the chances of an error invalidating a computer-assisted proof can be reduced by incorporating redundancy and self-checks into calculations, and by developing multiple independent approaches and programs. Errors can never be completely ruled out in case of verification of a proof by humans either, especially if the proof contains natural language and requires deep mathematical insight.

Undecidable statements

A statement that is neither provable nor disprovable from a set of axioms is called undecidable (from those axioms). One example is the parallel postulate, which is neither provable nor refutable from the remaining axioms of Euclidean geometry.

Mathematicians have shown there are many statements that are neither provable nor disprovable in Zermelo-Fraenkel set theory with the axiom of choice (ZFC), the standard system of set theory in mathematics (assuming that ZFC is consistent); see list of statements undecidable in ZFC.

Gödel's (first) incompleteness theorem shows that many axiom systems of mathematical interest will have undecidable statements.

Heuristic mathematics and experimental mathematics

While early mathematicians such as Eudoxus of Cnidus did not use proofs, from Euclid to the foundational mathematics developments of the late 19th and 20th centuries, proofs were an essential part of mathematics.[19] With the increase in computing power in the 1960s, significant work began to be done investigating mathematical objects outside of the proof-theorem framework,[20] in experimental mathematics. Early pioneers of these methods intended the work ultimately to be embedded in a classical proof-theorem framework, e.g. the early development of fractal geometry,[21] which was ultimately so embedded.

Related concepts

Visual proof

Although not a formal proof, a visual demonstration of a mathematical theorem is sometimes called a "proof without words". The left-hand picture below is an example of a historic visual proof of the Pythagorean theorem in the case of the (3,4,5) triangle.

Elementary proof

An elementary proof is a proof which only uses basic techniques. More specifically, the term is used in number theory to refer to proofs that make no use of complex analysis. For some time it was thought that certain theorems, like the prime number theorem, could only be proved using "higher" mathematics. However, over time, many of these results have been reproved using only elementary techniques.

Two-column proof

A two-column proof published in 1913

A particular way of organising a proof using two parallel columns is often used in elementary geometry classes in the United States.[22] The proof is written as a series of lines in two columns. In each line, the left-hand column contains a proposition, while the right-hand column contains a brief explanation of how the corresponding proposition in the left-hand column is either an axiom, a hypothesis, or can be logically derived from previous propositions. The left-hand column is typically headed "Statements" and the right-hand column is typically headed "Reasons".[23]

Colloquial use of "mathematical proof"

The expression "mathematical proof" is used by lay people to refer to using mathematical methods or arguing with mathematical objects, such as numbers, to demonstrate something about everyday life, or when data used in an argument is numerical. It is sometimes also used to mean a "statistical proof" (below), especially when used to argue from data.

Statistical proof using data

"Statistical proof" from data refers to the application of statistics, data analysis, or Bayesian analysis to infer propositions regarding the probability of data. While using mathematical proof to establish theorems in statistics, it is usually not a mathematical proof in that the assumptions from which probability statements are derived require empirical evidence from outside mathematics to verify. In physics, in addition to statistical methods, "statistical proof" can refer to the specialized mathematical methods of physics applied to analyze data in a particle physics experiment or observational study in cosmology. "Statistical proof" may also refer to raw data or a convincing diagram involving data, such as scatter plots, when the data or diagram is adequately convincing without further analysis.

Inductive logic proofs and Bayesian analysis

Proofs using inductive logic, while considered mathematical in nature, seek to establish propositions with a degree of certainty, which acts in a similar manner to probability, and may be less than one certainty. Bayesian analysis establishes assertions as to the degree of a person's subjective belief. Inductive logic should not be confused with mathematical induction.

Proofs as mental objects

Psychologism views mathematical proofs as psychological or mental objects. Mathematician philosophers, such as Leibniz, Frege, and Carnap, have attempted to develop a semantics for what they considered to be the language of thought, whereby standards of mathematical proof might be applied to empirical science.

Influence of mathematical proof methods outside mathematics

Philosopher-mathematicians such as Spinoza have attempted to formulate philosophical arguments in an axiomatic manner, whereby mathematical proof standards could be applied to argumentation in general philosophy. Other mathematician-philosophers have tried to use standards of mathematical proof and reason, without empiricism, to arrive at statements outside of mathematics, but having the certainty of propositions deduced in a mathematical proof, such as Descarte's cogito argument.

Ending a proof

Sometimes, the abbreviation "Q.E.D." is written to indicate the end of a proof. This abbreviation stands for "Quod Erat Demonstrandum", which is Latin for "that which was to be demonstrated". A more common alternative is to use a square or a rectangle, such as or , known as a "tombstone" or "halmos" after its eponym Paul Halmos. Often, "which was to be shown" is verbally stated when writing "QED", "", or "" in an oral presentation on a board.

References

1. ^ Cupillari, Antonella. The Nuts and Bolts of Proofs. Academic Press, 2001. Page 3.
2. ^ Gossett, Eric. Discrete Mathematics with Proof. John Wiley and Sons, 2009. Definition 3.1 page 86. ISBN 0-470-45793-7
3. ^ New Shorter Oxford English Dictionary, 1993, OUP, Oxford.
4. ^ The Emergence of Probability, Ian Hacking
5. ^ a b The History and Concept of Mathematical Proof, Steven G. Krantz. 1. February 5, 2007
6. ^ Kneale, p. 2
7. ^ Howard Eves, An Introduction to the History of Mathematics, Saunders, 1990, ISBN 0-03-029558-0 p. 141: "No work, except The Bible, has been more widely used...."
8. ^ Matvievskaya, Galina (1987), "The Theory of Quadratic Irrationals in Medieval Oriental Mathematics", Annals of the New York Academy of Sciences 500: 253–277 [260], doi:10.1111/j.1749-6632.1987.tb37206.x
9. ^ Eder, Michelle (2000), Views of Euclid's Parallel Postulate in Ancient Greece and in Medieval Islam, Rutgers University, retrieved 2008-01-23
10. ^ Buss, 1997, p. 3
11. ^ Cupillari, page 20.
12. ^ Cupillari, page 46.
13. ^ Examples of simple proofs by mathematical induction for all natural numbers
14. ^ Proof by induction, University of Warwick Glossary of Mathematical Terminology
15. ^ While most mathematicians do not think that probabilistic evidence ever counts as a genuine mathematical proof, a few mathematicians and philosophers have argued that at least some types of probabilistic evidence (such as Rabin's probabilistic algorithm for testing primality) are as good as genuine mathematical proofs. See, for example, Davis, Philip J. (1972), "Fidelity in Mathematical Discourse: Is One and One Really Two?" American Mathematical Monthly 79:252-63. Fallis, Don (1997), "The Epistemic Status of Probabilistic Proof." Journal of Philosophy 94:165-86.
16. ^ "in number theory and commutative algebra... in particular the statistical proof of the lemma." [1]
17. ^ "Whether constant π (i.e., pi) is normal is a confusing problem without any strict theoretical demonstration except for some statistical proof"" (Derogatory use.)[2]
18. ^ "these observations suggest a statistical proof of Goldbach's conjecture with very quickly vanishing probability of failure for large E" [3]
19. ^ "What to do with the pictures? Two thoughts surfaced: the first was that they were unpublishable in the standard way, there were no theorems only very suggestive pictures. They furnished convincing evidence for many conjectures and lures to further exploration, but theorems were coins of the realm ant the conventions of that day dictated that journals only published theorems", David Mumford, Caroline Series and David Wright, Indra's Pearls, 2002
20. ^ "Mandelbrot, working at the IBM Research Laboratory, did some computer simulations for these sets on the reasonable assumption that, if you wanted to prove something, it might be helpful to know the answer ahead of time."A Note on the History of Fractals,
21. ^ "… brought home again to Benoit [Mandelbrot] that there was a 'mathematics of the eye', that visualization of a problem was as valid a method as any for finding a solution. Amazingly, he found himself alone with this conjecture. The teaching of mathematics in France was dominated by a handful of dogmatic mathematicians hiding behind the pseudonym 'Bourbaki'… ", Introducing Fractal Geometry, Nigel Lesmoir-Gordon
22. ^ Patricio G. Herbst, Establishing a Custom of Proving in American School Geometry: Evolution of the Two-Column Proof in the Early Twentieth Century, Educational Studies in Mathematics, Vol. 49, No. 3 (2002), pp. 283-312,
23. ^ Introduction to the Two-Column Proof, Carol Fisher