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]

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 n2.

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]

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:

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.

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:

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.

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.

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:

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]

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 "". The proof that S(k) is true for all k ≥ 12 can then be achieved by induction on k as follows:

the amount of k dollars can be formed by a combination of 4- and 5-dollar coins

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:

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

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.

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.

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:

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]

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 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

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 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]

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:

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.

The principle of complete induction is not only valid for statements about natural numbers but for statements about elements of any well-founded set, that is, a set with an irreflexive relation < that contains no infinite descending chains. Any set of cardinal numbers is well-founded, which includes the set of natural numbers.

This form of induction, when applied to a set of ordinals (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.

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.

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:

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.

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

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]