Contents

Idea

A (binary) relation $\prec$ on a set $S$ is called well-founded if it is valid to do induction on $\prec$ over $S$.

Definition

Given a subset $A$ of $S$, suppose that $A$ has the property that, given any element $x$ of $S$, if

$\forall \left(t:S\right),\phantom{\rule{thickmathspace}{0ex}}t\prec x⇒t\in A,$\forall (t\colon S),\; t \prec x \Rightarrow t \in A ,

then $x\in A$. Such an $A$ may be called a $\prec$-inductive subset of $S$. The relation $\prec$ is well-founded if the only $\prec$-inductive subset of $S$ is $S$ itself.

Note that this is precisely what is necessary to validate induction over $\prec$: if we can show that a statement is true of $x\in S$ whenever it is true of everything $\prec$-below $x$, then it must be true of everything in $S$. In the presence of excluded middle it is equivalent to other commonly stated definitions; see Formulations in classical logic below.

Formulations in classical logic

While the definition above follows how a well-founded relation is generally used (namely, to prove properties of elements of $S$ by induction), it is complicated. Two alternative formulations are given by the following:

1. The relation $\prec$ has no infinite descent (usually attributed to Pierre de Fermat) if there exists no sequence $\cdots \prec {x}_{2}\prec {x}_{1}\prec {x}_{0}$ in $S$. (Such a sequence is called an infinite descending sequence.)

2. The relation $\prec$ is classically well-founded if every inhabited subset $A$ of $S$ has a member $x\in A$ such that no $t\in A$ satisfies $t\prec x$. (Such an $x$ is called a minimal element of $A$.)

In classical mathematics, both of these conditions are equivalent to being well-founded. Constructively, we may prove that a well-founded relation has no infinite descent, but not the converse; and we may prove that a classically well-founded relation is well-founded, but not the converse. (In fact, if there exists an inhabited relation that is classically well-founded, then excluded middle follows.) In predicative mathematics, however, the definition of well-founded may be impossible to even state, and so either of these alternative definitions would be preferable (if classical logic is used).

Even in constructive predicative mathematics, (1) is strong enough to establish the Burali-Forti paradox (when applied to linear orders). In material set theory, (2) is traditionally used to state the axiom of foundation, although the impredicative definition could also be used as an axiom scheme (and must be in constructive versions). In any case, either (1) or (2) is usually preferred by classical mathematicians as simpler.

Coalgebraic formulation

Many inductive or recursive notions may also be packaged in coalgebraic terms. For the concept of well-founded relation, first observe that a binary relation $\prec$ on a set $X$ is the same as a coalgebra structure $\theta :X\to P\left(X\right)$ for the covariant power-set endofunctor on $\mathrm{Set}$, where $y\prec x$ if and only if $y\in \theta \left(x\right)$.

In this language, a subset $i:U↪X$ is $\prec$-inductive, or $\theta$-inductive, if in the pullback

$\begin{array}{ccc}H& \stackrel{j}{\to }& X\\ ↓& & {↓}^{\theta }\\ PU& \underset{Pi}{\to }& PX\end{array}$\array{ H & \stackrel{j}{\to} & X \\ \downarrow & & \downarrow^\mathrlap{\theta} \\ P U & \underset{P i}{\to} & P X }

the map $j$ factors through $i$. (Note that $j$ is necessarily monic, since $P$ preserves monos.) Unpacking this a bit: for any $x\in X$, if $\theta \left(x\right)=V$ belongs to $PU$, that is if $\theta \left(x\right)\subseteq U$, then $x\in U$. This says the same thing as ${\forall }_{x:X}\left({\forall }_{y:X}y\prec x⇒y\in U\right)⇒x\in U$.

Then, as usual, the $P$-coalgebra $\left(X,\theta \right)$ is well-founded if every $\theta$-inductive subset $U↪X$ is all of $X$.

Other relevant notions may also be packaged; for example, the $P$-coalgebra $X$ is extensional if $\theta :X\to PX$ is monic. See also well-founded coalgebra.

Simulations

Given two sets $S$ and $T$, each equipped with a well-founded relation $\prec$, a function $f:S\to T$ is a simulation of $S$ in $T$ if

1. $f\left(x\right)\prec f\left(y\right)$ whenever $x\prec y$ and
2. given $t\prec f\left(x\right)$, there exists $y\prec x$ with $t=f\left(y\right)$.

Then sets so equipped form a category with simulations as morphisms. See extensional relation for more uses of simulations.

In coalgebraic language, a simulation $S\to T$ is simply a $P$-coalgebra homomorphism $f:S\to T$. Condition (1), that $f$ is merely $\prec$-preserving, translates to the condition that $f$ is a colax morphism of coalgebras, in the sense that there is an inclusion

$\begin{array}{ccc}X& \stackrel{{\theta }_{X}}{\to }& PX\\ {}^{f}↓& ⇙& {↓}^{Pf}\\ Y& \underset{{\theta }_{Y}}{\to }& PY.\end{array}$\array{ X & \stackrel{\theta_X}{\to} & P X \\ ^\mathllap{f} \downarrow & \swArrow & \downarrow^\mathrlap{P f} \\ Y & \underset{\theta_Y}{\to} & P Y. }

Properties

Every well-founded relation is irreflexive; that is, $x\nprec x$. Sometimes one wants a reflexive version $⪯$ of a well-founded relation; let $x⪯y$ if and only $x\prec y$ or $x=y$. Then the requirement that $x$ be a minimal element of a subset $A$ states that $t⪯x$ only if $t=x$. But infinite descent or direct proof by induction still require $\prec$ rather than $⪯$.

A well order may be defined as a well-founded linear order, or alternatively as a transitive, extensional, well-founded relation.

A well-quasi-order is a well-founded preorder (referring to the reflexive version of well-foundedness above) that in addition has no infinite antichains.

The axiom of foundation in material set theory states precisely that the membership relation $\in$ on the proper class of all pure sets is well-founded. In structural set theory, accordingly, one uses well-founded relations in building structural models of well-founded pure sets.

Examples

Let $S$ be a finite set. Then any relation on $S$ is well-founded.

Let $S$ be the set of natural numbers, and let $x\prec y$ if $y$ is the successor of $x$: $y=x+1$. That this relation is well-founded is the usual principle of mathematical induction.

Again let $S$ be the set of natural numbers, but now let $x\prec y$ if $x in the usual order. That this relation is well-founded is the principle of strong induction.

More generally, let $S$ be a set of ordinal numbers (or even the proper class of all ordinal numbers), and let $x\prec y$ if $x in the usual order. That this relation is well-founded is the principle of transfinite induction.

Similarly, let $S$ be a set of pure sets (or even the proper class of all pure sets), and let $x\prec y$ if $x\in y$. That this relation is well-founded is the axiom of foundation.

Let $S$ be the set of integers, and let $x\prec y$ mean that $x$ properly divides $y$: $y/x$ is an integer other than $±1$. This relation is also well-founded, so one can prove properties of integers by induction on their proper divisors.

Revised on November 2, 2012 05:24:23 by Toby Bartels (98.23.158.91)