The formalisation of nonstandard analysis

10 Aug 2022

[ logic  Jacques Fleuriot  nonstandard analysis  Leonhard Euler  ]

Calculus is concerned with change over infinitesimal intervals. Both Isaac Newton and Wilhelm Leibniz regarded infinitely small quantities as mathematically meaningful, and Leonhard Euler continued to work with infinitesimals and infinities even after Bishop Berkeley published his polemic against the practice in 1734. To be sure, Euler’s conception of infinitesimals seemed contradictory. His infinitesimal quantities were definitely and necessarily nonzero, but “vanishing” and therefore “really” equal to zero. Not until the 19th century were infinitesimals banished from mathematics by the $\epsilon$-$\delta$ arguments of Bolzano, Weierstraß and others. And then, in the 1960s, Abraham Robinson discovered a coherent and rigorous interpretation of infinitesimals. But is nonstandard analysis relevant to formalised mathematics?

The extended real numbers

In many contexts we see the set of real numbers extended with plus and minus infinity. This extension can be convenient for talking about situations where a measure or sum is infinite. But it cannot be done entirely smoothly: there is no reasonable way to set up the extended reals so that we get a field. For surely $\infty+\infty=\infty$, which implies $\infty=0$. This doesn’t matter if we simply want to use infinity as a placeholder to denote an undefined limit.

The extended reals are a convenience, but they do not offer a mathematically interesting treatment of infinity, let alone infinitesimals. Isabelle/HOL provides various extended numeric types. They provide utility without drama, or even interest. Can we do better?

The hyperreals

The most important fact about the non-standard real numbers (hyperreals) is that they satisfy exactly the same first-order axioms as the standard real numbers. That is literally what “non-standard model” means: fixing a particular set of axioms, then choosing a model other than the obvious one. Models of arbitrarily large cardinality are guaranteed to exist by upward Löwenheim–Skolem theorem. The hyperreals contain infinitesimals and infinities, but they satisfy the usual first-order axioms for an ordered field. So how can we even know that those infinitesimals are there?

In order to make use of our richer domain, we need to enrich our vocabulary.

There’s not enough space here to go through everything. Suffice it to say that things work reasonably. The infinite numbers turn out to be the reciprocals of nonzero infinitesimals. Division by zero is still undefined, not ``infinity’’. If two quantities are infinitely close then so are the results if you add them to the same thing (or multiply them by the same finite thing). It’s all coherent, while at the same time we can construct the infinitesimal $\epsilon$ as well as its (infinite) reciprocal $\omega$ such that $\lvert\epsilon\rvert<1/n$ and $n<\omega$ for all natural numbers $n$. We get a limitless supply of infinitesimals and infinities.

“What do you mean, construct?”

The ultrafilter construction of the hyperreals

Jacques Fleuriot formalised the real numbers, the hyperreals and much else in Isabelle/HOL in connection with his award-winning PhD.

In his extensive account of his formalisation of nonstandard real analysis, he begins by reminding us how easy it is to arrive at inconsistencies with an axiomatic approach. Mike Gordon always advocated explicit constructions, despite the additional work required, and fortunately there is a construction of the hyperreals from the real numbers. It requires the theory of filters and ultrafilters, and a quotient construction on sequences of real numbers. The details do not concern us here, and remember: that the hyperreals can be constructed as equivalence classes of sequences of real numbers doesn’t mean that is literally what they are, any more than a real number is a Cauchy sequence or an ordered pair is a certain set.

Similar constructions work for the natural numbers (giving us infinite natural numbers) and for other numeric types. And since the hyperreals form an ordered field, the type hypreal can be instantiated with all the usual type classes.

But do infinitesimals actually exist?

People like to question the legitimacy of everything but the counting numbers: positive integers. The Romans had numerals for nothing else. But why not zero, when it was possible to own no cattle, and why not negative integers, when the Romans were familiar with the concept of debt? The Greeks, meanwhile, are alleged to have had a freakout over the discovery of irrational numbers. Even today we have to live with the silly terminology of the real numbers, as contrasted with imaginary numbers. When we see the complex numbers diagrammed on a plane, they all look equally “real”. And, of course, all mathematical entities are imaginary: if you don’t believe me, try to buy the number five on eBay.

If you are looking for numbers that don’t actually exist, I would propose the plus and minus infinity of the extended reals. They don’t enjoy any interesting theory and are used only as placeholders.

The arguments of the 19th Century have left us in the strange position of accepting certain infinities (Cantor’s transfinite ordinal and cardinal numbers), while rejecting the infinitesimals. But all they need to “exist” as useful mathematical entities is a coherent theory, backed by reliable intuitions. Pace Berkeley, Leibniz and Euler knew what they were doing. Although they never promulgated a theory of infinitesimals, they avoided making serious errors. The following remark by Bair et al. seems appropriate:

Seeing with what dexterity Leibniz and Euler operated on infinite sums as if they were finite sums, a modern scholar is faced with a stark choice. He can either declare that they didn’t know the difference between finite and infinite sums, or detect in their procedures a unifying principle (explicit in the case of Leibniz, and more implicit in the case of Euler) that, under suitable circumstances, allows one to operate on infinite sums as on finite sums.

Jacques Fleuriot and Newton’s Principia

On the topic of errors: Jacques Fleuriot, when he was doing his PhD here at Cambridge, discovered a flaw in a proof by Isaac Newton, whose famous Principia Mathematica expounded his theory of gravitation and the orbits of the planets. Crucially, Newton’s proofs relied on infinitesimal reasoning combined with Euclidean geometry. Jacques formalised a theory of infinitesimal geometry in Isabelle in order to reconstruct the proofs in their original form. In his account of the proof of the Propositio Kepleriana he is able to follow Newton step by laborious step until Newton proposes to multiply an infinite quantity by an infinitesimal in the hope of obtaining an infinitesimal result, but this does not follow. Fortunately, Jacques was able to find an alternative route to replace that step.

Jacques’ formal development provides an environment in which proofs in the calculus can be conducted using non-standard methods and the results easily transferred from the hyperreals to the reals. Back then, I imagined that people would welcome the possibility of proving theorems without having to add up fractions of epsilons. Instead, sadly, the Isabelle/HOL theory of the hyperreals lies neglected. I live in hope that somebody will decide to give it a try, if only out of curiosity. Bair et al. claim that infinitesimals, on their current rigorous basis, are still the best framework for understanding Euler’s work.

Corrected 24-12-2022 in response to comments by Pedro Sánchez Terraf.