Applications
Kevin ONeill
March 6, 2014
1 Basic Tools
1.1 A Shortest Possible History of Analysis
When Newton and Leibnitz practiced calculus, they used infinitesimals, which were
supposed to be like real numbers, yet of smaller magnitude than any other type of
postive real number. In the 19th century, mathematicians realized they could not justify
the use of infinitesimals according to their sense of rigor, so they began using definitions
involving s and s. Then, in the early 1960s, the logician Abraham Robinson figured
out a way to rigorously define infinitesimals, creating a subject now known as nonstandard analysis.
RN
If
is to become a field, then it must have no zero divisors, so one of the two
sequences on the left should be equal to zero. The idea now is to set up an equivalence
relation on RN that is large enough to make a sequence with half nonzero entries equal
to 0, yet small enough that we may still perform basic operations in a coordinate-wise
manner. The introduction of ultrafilters makes this possible.
Definition 1. Let I be a nonempty set. Then, F P(I) is an filter if the following
hold:
1. If A, B 2 F, then A \ B 2 F
2. If A 2 F and A B I, then B 2 F
We say F is an ultrafilter if for any A I, either A 2 F or Ac 2 F. Additionally,
an ultrafilter is principal if it is of the form {A I : i 2 A} for some i 2 I and
nonprincipal otherwise.
We will particularly be interested in nonprincipal ultrafilters, though we have introduced partial definitions since those objects do appear elsewhere in mathematics. The
idea behind these definitions is that we want to equate two sequences that agree on a
large subset of N. To make this an equivalence relation, we require that intersection
of two large sets to be large and obviously, any set containing a large set should be
large as well. Thus the collection of large subsets should form a filter. One of the two
sequences above whose product is 0 must be zero itself, so we need either the odd or
even numbers to be large, so we use an ultrafilter. And lastly, we dont want sequences
to be equivalent if and only if they agree on, say, the first coordinate, so we require the
ultrafilter to be nonprincipal. Another way of thinking about nonprincipal ultrafilters is
as a counterexample to Arrows Impossibility Theorem for an infinite voting set.
Proposition 2. Every infinite set has a nonprincipal ultrafilter on it.
Proof. Use Zorns Lemma on the filter of cofinite sets.
Now we are finally ready to define the hypperreals.
Definition 3. Let F be a nonprincipal ultrafilter on N. Define the hyperreals to be
the set *R = RN / , where (rn ) (sn ) if {n : rn = sn } 2 F. We denote the equivalence
classes of these sequences by [rn ].
You may notice that we have only specified one nonprincipal ultrafilter out of many
and be wondering what happens if we choose a dierent filter. It turns out not to matter
for our purposes, since we will mostly be transferring results back to R anyway, but now
would be a good time to mention the following fact:
Fun Fact 4. Under the Continuum Hypothesis, all possible constructions of *R as above
are isomorphic as ordered fields.
From here on, we will assume the contruction of a single *R. As an exercise, one
may check that the operations +, , and < are well-defined in *R.
1.3 More *s
In our study of *R, it will be helpful to be able to repeat the above construction to
transfer more objects from the standard setting to the non-standard.
Definition 5. Let An be a sequence of subsets of R. Then define [An ] *R by [rn ] 2
[An ] if and only if {n : rn 2 An } 2 F. Any set obtained in this manner is said to be
internal. As a special case of this construction, *A = [A]. In particular, *N will be
called the hypernaturals. When each of the An is finite, we call [An ] hyperfinite. [An ]
is said to have hyperfinite cardinality [|An |] 2 *N, where |An | is the usual cardinality
of An .
Hypernaturals will be useful in defining integrals as limits of finite sums, which we
interpret in the nonstandard setting as a hyperfinite sum. Another useful property of
the hypernaturals is called Internal Induction, which states that any internal subset of
*N that is closed under the succesor function must be equal to *N. In this article, we
will not make use of this principle or frequently refer to internal sets, but the reader may
like to know that both are very useful in the nonstandard setting.
Also, it is worth noting that infinite hypernaturals can be useful in physical modelling.
Rather than approximate a very large number of particles with continuum many, it may
be beneficial to model a hypernatural number of them, since hypernaturals manage to
retain certain properties of finite numbers that the continuum doesnt.
Lastly, we will also want to transfer functions and relations from R to *R. To transfer
a function f : A ! R, we let *f ([rn ]) = [f (rn )] where *f : *A ! *R and claim that a
relation *R([r1n ], ..., [rkn ]) holds if and only if {n : R(r1n , ..., rkn )} 2 F.
This second statement is true, yet it is not equivalent to the Archimidean property.
In fact, *R is not Archimidean in the standard sense. No repeated addition of [1/n]
will ever bring it above 1. The lesson here is that while some properties transfer very
naturally between R and *R, there are cases where the non-standard analogue may not
be intuitive and/or useful.
However, the Transfer Principle still says that it doesnt really matter which setting
we work in, the standard or non-standard. Either is a suitable setting for analysis to be
done. Since standard analysis is what people have been using for recent history, we often
interpret the Transfer Principle as a tool for proving standard results in a non-standard
setting. We will see examples of this in later sections.
Our last remark on the Transfer Principle is that we have only stated it for firstorder languages, which means that we may only consider elements as variables and
certain results about sets will not transfer. There is a stronger version of the Transfer
Principle which allows us to make some transfers of higher-order objects, but its use still
requires a lot of caution.
c| <
) |f (x)
f (c)| < ),
) |*f (x)
*f (c)| < ).
2R
c| <
If x ' c, then |x c| < , so |*f (x) *f (c)| < . Since > 0 was arbitrary,
*f (x) ' *f (c).
Now suppose x ' c implies *f (x) ' *f (c) and let > 0. Then, in particular, we
may choose 2 *R+ such that |x c| < implies *f (x) h *f (c), which in turn implies
|*f (x) *f (c)| < . Thus, we have the following statement:
(9 2 *R+ )(8x 2 *R)(|x
c| <
) |*f (x)
*f (c)| < ),
(9 2 R+ )(8x 2 R)(|x
c| <
) |f (x)
f (c)| < ),
so f is continuous at c.
Rather than prove the following equivalences, we simply leave the reader with the
definitions.
Definition 10.
n 2 *N \ N.
f (x+) f (x)
N
X
*f (xi )(b
a)/N
i=1
in some sense still describes what we are doing, and soon we will use this notation
to describe more complicated phenomena.
Proof. Let N = [Nn ] be an unlimited hypernatural and let T = {0, 1/N, 2/N, ..., 1}.
Define each Yn inductively on the points of {0, 1/Nn , ..., 1} as follows:
Yn (k/Nn ) = y0 +
k 1
X
i=0
1
.
Nn
This allows us to define a function Y on T by Y (K/N ) = [Yk (Kk /Nk )], where
K = [Kk ]. As a hyperfinite sum, we write:
Y (K/N ) = y0 +
K
X1
*f (Y (i/N ), i/N )
i=0
1
.
N
Now let y(t) = sh(Y (t)), where t is the member of T to the immediate left of t.
Since f is bounded by some M 2 R, |Y (t) Y (s)| M |t s| for all s, t 2 T , so Y is
continuous, and therefore, so is y. By this continuity, we may write
y(t) ' y0 +
N t
X
*f (*y(i/N ), i/N )
i=0
1
.
N
Rt
But the right hand side is just y0 + 0 f (y(s), s)ds by our description of integration as a
Rt
hyperfinite sum, and dierentiating both sides of y(t) = y0 + 0 f (y(s), s)ds shows that
y(t) is a solution to the initial-value problem.
3 Bigger Applications
3.1 Loeb Measure
In Section 1.2, we defined internal sets, which essentially are those arising from a sequence
An of subsets of R. While we will not prove much here, internal sets turn out to be the
nice sets of non-standard analysis and allow us to define measures on certain subsets of
*R and any thorough introduction to the subject will mention internal sets much more
frequently. We skip to the following result:
Proposition 12. The collection of internal subsets of *R form an algebra (meaning it
is closed under finite intersections, finite unions, and complements).
The proof of this is rather straightforward and actually follows from the fact that for
general sequences An , Bn of subsets of R, we have [An ] [ [Bn ] = [An [ Bn ], [An ] \ [Bn ] =
[An \ Bn ], and [An ]c = [Acn ]. However, the next result, which relates to the concept of
countable saturation, is a little less obvious:
Theorem 13. If [n2N Xn is internal, then it is equal to [nk Xn for some k 2 N.
In particular, this says that the collection of internal subsets of *R is not a -algebra,
meaning it is not closed under infinite unions. Those of you familiar with measure theory
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will remember that -algebras are the key to creating measures. However, there is a
possible fix which actually makes use of this fact to help us construct a measure.
Let S be a hyperfinite set and let PI (S) be the collection of internal subsets of S.
As noted above, PI (S) is an algebra, yet not a -algebra. For A 2 PI (S), let
(A) =
|A|
,
|S|
sh((A))
: if (A) is limited
L (A) =
1
: if (A) is unlimited or 1
This gives us a premeasure on PI (S), which under standard constructions give us a
measure on the -algebra of all L -measurable subsets of S (some of which will not be
internal). The final result is known as Loeb measure. It can be shown that in special
cases, Loeb measure reduces to Lebesgue measure, and that L is regular in the sense
that any L -measurable set may be approximated arbitrarily closely by internal sets.
2 +1
P (A) =
2N 2 +1
on internal sets A. Intuitively, this is like saying that every coin has a 1/2 chance
of coming up heads (think of the finite case). This induces a well-defined probability
measure P in the same way as in the previous section. Doing this, it can be shown that
if B : T ! *R by
k 1
B(!,
X !(j/N )
k
p
)=
,
N
N
j=0
Then, b : [0, 1) ! R by
b(!, t) = sh(B(!, t))
is a Brownian motion (where t is the element of T immediately to the right of t).
4 References
[1] Bernstein, Allen R. and Robinson, Abraham. Solution of an Invariant Subspace
Problem of K. T. Smith and P. R. Halmos. Pacific Journal of Mathematics, Vol. 16,
No.3: 1966.
[2] Cutland, Nigel. Non-Standard Analysis and its Applications. Cambridge University Press, Cambridge: 1988.
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