N.C. A. DA COSTA AND F. A. DORIA SUPPES PREDICATES AND THE CONSTRUCTION OF UNSOLVABLE PROBLEMS IN THE AXIOMATIZED SCIENCES ABSTRACT. We first review our previous work on Suppes predicates and the axiomati- zation of the empirical sciences. We then state some undecidability and incompleteness results in classical analysis that lead to the explicit construction of expressions for characteristic functions in all complete arithmetical degrees. Out of those results we show that for any degree there are corresponding ‘meaningful’ unsolvable problems in any axiomatized theory that includes the language of classical analysis. Moreover we also show that within our formalization there are ‘natural’ unsolvable problems and undecidable sentences which are harder than any arithmetic problem. As applications we discuss a 1974 Hilbert Symposium problem by Amol’d on the existence of algo- rithms for the decision of properties of polynomial dynamical systems over Z, prove the incompleteness of the theory of finish Nash games, and delve on related questions Neither forcing nor diagonalizations are used in those constructions. 1, INTRODUCTION Suppes predicates were the starting point in the recent development of a technique for the construction of both algorithmically undecid- able sets of objects in physics and undecidable ‘meaningful’ sentences about physical objects. (See for details (da Costa, 1988; Suppes, 1967, 1988).) That technique allowed us to prove the undecidability and incompleteness of most of classical and quantum physics, provided that they are given a first-order axiomatization (through Suppes predicates) that includes the language of classical elementary analysis (da Costa, 1991a, 1991b, to appear, 1994a; Stewart, 1991). Actual examples dealt with the proof of the incompleteness of chaos theory (da Costa, 1991a) and with the related question of the existence of problems in dynam- ical systems theory whose solution is equivalent to solving very hard Diophantine problems, such as Fermat’s Conjecture (da Costa, 1994a). The same technique reached beyond physics and led to the proof of the incompleteness of the theory of Hamiltonian models for the dynamics of economical systems (Lewis, 1991b), while providing a partial result related to the recent proof by Lewis of the noncomputability of Arrow— Debreu equilibria (da Costa, 1992d; Lewis, 1991a). We can still list 151 P, Humphreys (ed.), Patrick Suppes: Scientific Philosopher, Vol. 2, 151-193, © 1994 Kluwer Academic Publishers. Printed in the Netherlands.152 N.C. A. DA COSTA AND F. A. DORIA. among its consequences two examples that are discussed in the present paper: a result on one of Amol’d’s problems concerning algorithms for properties of polynomial dynamical systems over the integers (Arnol’d, 1976a) and the proof of the incompleteness of the theory of finite games with Nash equilibria (da Costa, 1992d). Our main theorems depend in an essential way on a lemma of Richardson (Richardson, 1968); noncomputability in axiomatized phys- ical theories was anticipated by Scarpellini (Scarpellini, 1963) and by Kreisel (Kreisel, 1976). Also, we wish to emphasize that no forcing is needed for our independence results. We obtain here a whole plethora of new intractable questions in Suppes-axiomatized theories. The present results are new in the follow- ing sense: all our previous examples for undecidability and incomplete- ness within axiomatized physics can be formally reduced to elementary arithmetic problems. However, that reduction cannot always be made in the present case, as some of our new examples are not elementary number-theoretic problems in disguise; they stand beyond the pale of arithmetic. There are even weirder situations: we obtain formal expressions that describe physical systems such that nothing but trivialities can be proved about them. For we can explicitly construct undecidable families of objects within a classical first-order language Ly such that: ¢ No nontrivial properties of those families can be algorithmically decided. e No assertion about the system can be reduced to an arithmetic assertion, that is to say, the system lies fully outside the arithmetical hierarchy and belongs to the nonarithmetical portion of set theory (if we are working, say, within Zermelo—Fraenkel set theory). ¢ Those results are consequences of general incompleteness theo- rems that apply to any nontrivial property P in the theory 7; those theorems extend a previous one (Proposition 3.28 in (da Costa, 199 1a) that originated in a suggested by Suppes. Again we have a corresponding incompleteness theorem as there are formal expressions for systems all of whose nontrivial properties must be formulated as undecidable sentences. (Again no property of those systems can be reduced to an arithmetic property.) Those undecidability and incompleteness results are to be found below in Propositions and Corollaries 3.28, 3.30, 3.37, 3.41, 3.47, 3.49, 4.1.SUPPES PREDICATES AND UNSOLVABLE PROBLEMS, 153 Section 2 of this paper reviews the theory of Suppes predicates for empirical theories in the da Costa-Chuaqui version (da Costa, 1988, 1990b, 1992a). Section 3 deals with the undecidability and incom- pleteness of classical analysis in its several aspects; the main points are the explicit construction of expressions for characteristic functions of any complete degree in the arithmetical hierarchy, and the gener- al incompleteness theorems about expressions of elementary functions. Section 4 discusses our examples, while Section 5 comments on possible implications of our results. Preliminary Concepts and Notation We are here interested in formal languages strong enough to represent all the usual mathematical theories. For a review of the main ideas see (da Costa, 1990b, 1991a). Those formal languages are built out of a finite alphabet, and its sentences — ‘meaningful assertions’ — are finite sequences of letters from the basic alphabet. We therefore reduce everything to finite sequences of letters. (As an example, an intuitively infinite set such as a straight line on the Cartesian plane R? is represented by the finite sequence of symbols {(2,y) € R? : y = 2x + 1}, abbre- viations such as R for the set of reals being allowed as their definitions are reducible to finite sequences of letters from the theory’s alphabet.) Different formal expressions may represent the same ‘intuitive’ mathe- matical object; however in most everyday situations our formal systems will not be strong enough to decide, given two expressions, whether or not they represent the same object, even if they are strong enough to prove all usual mathematical results. To be more specific, we suppose that our theories are formalized within a first-order classical predicate calculus with equality. (It is also convenient to suppose that our formal theories T include Russell’s ¢ symbol; in that case the extended theory is a conservative extension of the theory without that particular variable-binding term operator.) We follow the notation of (da Costa, 1991a) with a few changes that are explicitly indicated; in particular w will denote the set of natural numbers, Z is the set of integers, and R are the real numbers. Let T be a first-order axiomatic theory that contains formalized arithmetic N and such that T is strong enough to include the concept of set and classical elementary analysis. (We can simply take T = ZFC, where ZFC is Zermelo—Fraenkel set theory with the axiom of choice.) If Lr154 N.C. A. DA COSTA AND F. A. DORIA is the formal language of T', we suppose that we can form within T a recursive coding for Ly so that it becomes a set Ly € T of formal expressions in 7. Objects in T will be denoted by lower case italic letters, such as x, y, 2, f, g, @, ... Predicates in T will be noted P, Q, ... The use of Greek letters and more particular notational features (such as p, q for polynomial functional symbols) will be clear from the context. (Predicates are open one-variable formulae in the language of T) From time to time we will play with the distinction between an object and the expression in Lr that represents it. If x, y are objects in an intended interpretation of the theory 7’, they are in general noted by term- expressions €, ¢ that belong to the formal language Lr of T’. In general there is no 1-1 correspondence between objects and expressions; thus we may have different expressions for the same functions: ‘cos 4 mw and ‘0’ are both expressions for the constant function 0. If x is a set in an intended interpretation of T, we note by [’] a set of expressions for the elements in x. We allow the following abuse of language: predicates P sometimes apply to objects in T and sometimes apply to expressions in L(P(€)); meaning will be clear from context. In particular we notice that since our theory T includes formalized arithmetic N, we will sometimes need the distinction between a partial recursive function and the algorithm that computes it. For any compu- tation (a), (a) | means that the computation converges (stops and produces an output), while ¢(x) | means that the computation diverges (enters a never-ending loop). We emphasize that proofs in T are algorithmically defined ways of handling the objects of Ly; for the concept of algorithm see (da Costa, 1991a; Rogers, 1967). 2. SUPPES PREDICATES Suppes predicates (or Bourbaki species of structures) were first used by Suppes in the ’fifties as a way of directly axiomatizing any mathe- matically-based theory. Suppes’s main contention is that “to axiomatize a theory is to define a set-theoretic predicate.” A formal treatment was then given by da Costa and Chuaqui in 1988, and immediate applications ensued. (For details, applications and references see (Bourbaki, 1957, 1968; da Costa 1988, 1990b, 1992a; Suppes, 1967, 1988). EverythingSUPPES PREDICATES AND UNSOLVABLE PROBLEMS 155 here is supposed to happen within our arithmetically consistent theory Structures and Predicates A mathematical structure w is a finite ordered collection of sets (which may be particularized to relations and functions) of finite rank over the union of the ranges of two finite sequences of sets, 71, 72,...,@m and Ys Y2; +++ Yn, Where m > Oand n > O. If we are doing our constructions within ZFC, w is thus a ZFC set. The «vs and the ys are called the base sets of w; the xs are the principal base sets, while the ys are the auxiliary base sets. The auxiliary base sets can be seen as previously defined structures, while the principal base sets are ‘bare’ sets; for example, if we are describing a real vector space, the set of vectors is the only principal base set, while the set of scalars, R, is the auxiliary base set. A Suppes predicate or a species of structures in the sense of Bourbaki is a formula of set theory whose only free variables are those explicitly shown: P(w, 21, 22,--+5%ms Ys V2 Yn)- P defines w as a mathematical structure on the principal base sets 2|,... Lm, With the auxiliary base sets 4), ... , ny Subject to restrictions imposed on w by the axioms we want our objects to obey. As the principal sets x), ... vary over a class of sets in the set-theoretical universe, we get the structures of species P, or P-structures. The Suppes predicate is a conjunction of two parts: one specifies the set-theoretic process of construction of the P-structures, while the other imposes conditions that must be satisfied by the P-structures. This second piece contains the axioms for the species of structures P. We write the Suppes predicate for a general w as follows: W(q) Anjana... AemP(w, 21, 02,.+6)LmsyYiye0+ 1 Yn)> The auxiliary sets are seen as parameters in the definition of w. All of everyday standard ‘professionals’ mathematics can be formalized along those lines.156 N.C. A. DA COSTA AND F. A. DORIA Deduced and Derived Structures Given a structure w of species P(w,21,.-.,%myYly+++5Yn)s let 21, +5 Zp, be p (p > 0) sets of finite rank over the union of ranges of the sequences T1y- 0+ Lmy Ys Uns also let vj,...,Uq (q = 0) be q arbitrary sets. If the Suppes predicate P*(w*, 21,006 52s Uyeees Uq) defines w* as a structure on the principal base sets z), ... with the v,, ...as auxiliary base sets, we say that the structure w* of species P* is deduced from the structure w of species P. We can obtain new structures out of (sets of) already defined struc- tures by the means of two basic procedures: 1. With the help of set-theoretic operations, such as Cartesian prod- ucts, passages to the quotient, and the above-described operation of deduction of structures; 2. Through the imposition of new axioms to already existing set- theoretic structures. Therefore we can introduce the notion of derived structure. When we define a new structure w from a set s of other structures with the help of the two procedures described above, we say that w is derived from the structures s. The Suppes predicate of w can be expressed in terms of the Suppes predicates of the elements of s. The concept of deduction of structures is a particular case of derivation of structures. The set s is the set of ground structures for w. Finally, let w and w’ be two structures of species P and P’, respec- tively. We suppose that P and P’ differ only in connection with their sets of axioms, but that the conjunction of the axioms of P’ implies each axiom of P, with quantifiers restricted to sets of finite rank over the union of the ranges of the base sets for w. If that is the case, we say that the P’-structure is richer than the P-structure (or that P’ is richer than P). For instance, the species of commutative groups is richer than the species of groups. The Q’-structure g' is then derived from the Q-structure g if Q' is richer than Q, or Q’ can be obtained from Q in the way we have already described above. The above ideas can also be extended to the concept of partial structures introduced by (da Costa, 1990a).SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 157 The Axiomatics of Empirical Theories As a first approximation we see empirical theories as triples A=(M,A,p), where (i) M is a Suppes—Bourbaki species of mathematical structures; (ii) A is the theory’s ‘domain of definition’, and (iii) p gives the ‘inter- pretation rules’ or ‘characteristic examples’ that relate M and A. We can be more specific about (ii) and (iii), however, as we did elsewhere (da Costa, 1992c); in any case we consider A to be a set-theoretic construct. (In that case p in general contains nonrecursive aspects (da Costa, 1991a, to appear, 1992a).) An Example: Suppes Predicates for Classical Field Theories in Physics We follow the usual mathematical notation in this subsection. In par- ticular, Suppes predicates are written in a more familiar but essentially equivalent way. Therefore some symbols will have a different meaning than in the remaining portions of the paper. The species of structures of essentially all physical theories can be formulated as particular dynamical systems derived from the P = (X,G, 1), where X is a topological space, G is a topological group, and 1 is a measure on a set of finite rank over X UG. Thus we can say that the mathematical structures of physics arise out of the geometry of a topological space X: physical objects are those that exhibit invari- ance properties with respect to the action of G and the main species of structures in ‘classical’ theories can be obtained out of two objects, a differentiable finite-dimensional real Hausdorff manifold M and a finite-dimensional Lie group G. DEFINITION 2.1. The species of structures of a classical physical theory is given by the 9-tuple Y= (M,G,P,F,A,T,G,B, Ve =+), which is thus described: 1. The Ground Structures. (M,G), where M is a finite-dimensional teal differentiable manifold and G is a finite-dimensional Lie group.158 N.C. A. DA COSTA AND F, A. DORIA 2. The Intermediate Sets. A fixed principal fiber bundle P(M, G) over M with G as its fiber plus several associated tensor and exterior bundles, 3. The Derived Field Spaces. Potential space A, field space F and the current or source space Z. A, F and T are spaces (in general, man- ifolds) of cross-sections of the bundles that appear as intermediate sets in our construction. . Axiomatic Restrictions on the Fields. The dynamical rule Vip = 1, the relation y = d(a)a between a field y € F and its potential a € A, together with the corresponding boundary conditions B. Here d(a) denotes a covariant exterior derivative with respect to the connection form a, and V a covariant Dirac-like operator. . The Symmetry Group. G © Diff(M) ® G’, where Diff(M) is the group of diffeomorphisms of M and G! the group of gauge transformations of the principal bundle P. 6. The Space of Physically Distinguishable Fields. If Kis one of the F, A or T field manifolds, then the space of physically distinct fields is - wn K/G. a (In more sophisticated analyses we must replace our concept of theory for a more refined one. Actually in the theory of science we proceed as in the practice of science itself by the means of better and better approximations. However for the goals of the present paper our concept of empirical theory is enough.) We show elsewhere (da Costa, 1992a) that what one understands as the classical portion of physics fits easily into the previous scheme. We discuss in detail two examples, Maxwellian theory and Hamiltonian mechanics. Maxwell’s Electromagnetic Theory Let M = R’, with its standard differentiable structure. Let us endow M with the Cartesian coordination induced from its product structure, and let 7 = diag(—1,+1,+1,+1) be the symmetric constant metric Minkowskian tensor on M. If the F(x) are components of a differ-SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 159 entiable covariant 2-tensor field on M, yz, v = 0, 1, 2, 3, then Maxwell’s equations are: Tt OpFyp + pF + OF py = 0. The contravariant vector field whose components are given by the set of four smooth functions j“() on M is the current that serves as source for Maxwell’s field F;,,. (We allow piecewise differentiable functions to account for shock-wave-like solutions.) It is known that Maxwell’s equations are equivalent to the Dirac-like set Ve=s, where g=(1/2)Fw, and b= iu", V= 7%, (where the {y” : jr = 0,1,2,3} are the Dirac gamma matrices with respect to 7). Those equation systems are to be understood together with boundary conditions that specify a particular field tensor F),, ‘out of” the source j” (Doria, 1977). The symmetry group of the Maxwell field equations is the Lorentz— Poincaré group that on Minkowski space M and in an induced way on objects defined over M. However, since we are interested in complex solutions for the Maxwell system, we must find a reasonable way of introducing complex objects in our formulation. One may formalize the Maxwellian system as a gauge field. We sketch the usual formulation: again we start from M = (R*,7), and construct the trivial circle bundle P = M x S! over M, since Maxwell’s field is the gauge field of the circle group $! (usually written in that respect as U(1)). We form the set E of bundles associated to P whose fibers are finite-dimensional vector spaces. The set of physical fields in our theory is obtained out of some160 N.C. A. DA COSTA AND F. A. DORIA of the bundles in €: the set of electromagnetic field tensors is a set of cross-sections of the bundle F = A? @ s!(M) of all s!-valued 2-forms on M, where s! is the group’s Lie algebra. To be more precise, the set of all electromagnetic fields is F C C*(F), if we are dealing with C* cross-sections (actually a submanifold in the usual C* topology due to the closure condition dF’ = 0). Finally we have two group actions on F: the first one is the Lorentz— Poincaré action L which is part of the action of diffeomorphisms of M; then we have the (here trivial) action of the group G’ of gauge transformations of P when acting on the field manifold F. As it is well known, its action is not trivial in the non-Abelian case. Anyway, it always has a nontrivial action on the space A of all gauge potentials for the fields in F. Therefore we take as our symmetry group G the product L @ G’ of the (allowed) symmetries of M and the symmetries of the principal bundle P. For mathematical details see (Doria, 1981). We must also add the spaces A of potentials and of currents, T, as structures derived from M and S!. Both spaces have the same underlying topological structure; they differ in the way the group @! of gauge transformations acts upon them. We obtain J = A! @ s!(M) and A=T=C*(I). Notice that Z/G’ = Z while A/G! # A. Therefore we can say that the 9-tuple (M,S', P,F,A,G,T, B, Ve =) where M is a Minkowski space, and B is a set of boundary conditions for our field equations Vip = ¢, represents the species of mathematical structures of a Maxwellian electromagnetic field, where P, F and G are derived from M and S'. The Dirac-like equation Vesu should be seen as an axiomatic restriction on our objects; the boundary conditions B are (i) a set of derived species of structures from M and S', since, as we are dealing with Cauchy conditions, we must specify a local or global spacelike hypersurface C’ in M to which (ii) we add sentences of the form Vx € C'f (x) = fo(«), where fo is a set of (fixed) functions and the f are adequate restrictions of the field functions and equations to C’.SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 161 Hamiltonian Mechanics Hamiltonian mechanics is the dynamics of the ‘Hamiltonian fluid’ (Amol’d, 1976b). Our ground species of structures are a 2n-dimensional real smooth manifold, and the real symplectic group Sp(2n, R). Phase spaces in Hamiltonian mechanics are symplectic manifolds: even- dimensional manifolds like M endowed with a symplectic form, that is, a nondegenerate closed 2-form 2 on M. The imposition of that form can be seen as the choice of a reduction of the linear bundle L(M) to a fixed principal bundle P(M, Sp(2n, R)); however given one such reduction it does not automatically follow that the induced 2-form on M is aclosed form. All other objects are constructed in about the same way as in the preceding example. However, we must show that we still have here a Dirac-like equation as the dynamical axiom for the species of structures of mechanics. Hamilton’s equations are ixQ = -dh, where ix denotes the interior product with respect to the vector field Y over M, and h is the Hamiltonian function. That equation is (locally, at least) equivalent to: LxQ=0, or d(ix) =0, where Lx is the Lie derivative with respect to X. The condition dy = 0, with » xQ, is the degenerate Dirac-like equation for Hamiltonian mechanics. We do not get a full Dirac-like operator V # d because M, seen as a symplectic manifold, does not have a canonical metrical structure, so that we cannot define (through the Hodge dual) a canonical divergence 6 dual to d. The group that acts on M with its symplectic form is the group of canonical transformations; it is a subgroup of the group of diffeomorphisms of M so that symplectic forms are mapped onto symplectic forms under a canonical transformation. We can take as ‘potential space’ the space of all Hamiltonians on M (which is a rather simple function space), and as ‘field space’ the space of all ‘Hamiltonian fields’ of the form 7. Q.162 N.C. A. DA COSTA AND F. A. DORIA The construction of Suppes predicates for gravitation theory (general relativity), classical gauge fields, Kaluza—Klein unified field theories, and Dirac’s electron theory seen as a classical field theory can be found in (da Costa, 1992a). We notice that Dirac-like dynamical equations have been obtained for all those (Doria, 1975, 1986). The mathematical background is in (Cho, 1975; Dell, 1979; Kobayashi, 1963). 3. UNDECIDABILITY AND INCOMPLETENESS We now review previous material and obtain new results on the undecid- ability and incompleteness of classical analysis; the chief new results are the construction of several intractable problems and undecidable sentences in T' which cannot be reduced (in T) to arithmetical problems. DEFINITION 3.1. T is arithmetically consistent if and only if the stan- dard model N for N is a model for the arithmetic sentences of T. Now let [P] be the algebra of polynomial expressions on a finite number of unknowns over the integers Z; we identify [P] with the set of expressions for Diophantine polynomials in T. Let [€] be the set of expressions for real elementary functions on a finite number of unknowns, while [F] is the set of expressions for real-valued elemen- tary functions on a single variable (da Costa, 1991a). Given a polynomial expression p(21,..-,2msYls---+Yn)sletTm(x1, ++, %m) be the function that effectively codes m-tuples of natural numbers (0, ..., 2m) by a single natural number (Rogers, 1967, p. 63). Let r = Tm((...)). We abbreviate p(21,... 52m Yis+-+3Yn) = Pr(Yty +++) Yn)- Let us inductively construct out of a polynomial g,,(71,...,2,) an R®-defined and R-valued function agm given through the following steps: Initial Step. Suppose that we are given the expressions g,, as below: ;+++;2p) =e, where c is a constant, then we put agm = xj, then adm = 27 +2.SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 163 Induction Step. We suppose that gm is given as indicated. We then obtain the corresponding agin as follows: © If dm = 8m + tm, then gm = 8m + Atm. © If dm = Smtm, then agm = A8mAtm. We then write ki(m,21,.-.,2n) = @0;gm(11,-..,2n), where 0; = O/Ox;. Suppose now that we isolate some of the variables in our polynomi- als as parameters. Then DEFINITION 3.2. The map a : [P] — [é], given by: P(t1,..- Tyee Yn) AP(T1y- +6 Lmy Y1y++ +5 Yn) sey @msYly+0+5Yn) + (aye y2ms Yr yUn)s is Richardson's First Map. . COROLLARY 3.3. Given a polynomial expression py: € Lr, there is an algorithm that allows us to obtain an expression apm € Ly for the image of Pm under Richardson's First Map. Proof. Immediate, from the definition of a. a We now define: A(x) = esinz, g(x) = asinz?. Given a set of real variables x,...,2,, we define the following maps: zr = h(x), 2 = hog(x), r3 = hogog(x), &n-| = hogo...og(z), (where g is composed n — 2 times), and tn =90g0...0g(2).164 N.C. A. DA COSTA AND F. A. DORIA Here g is composed n times. Given a polynomial expression p,,(21,...,2n) € [P], we define: DEFINITION 3.4. The maps v’ : [P] > [F] and vu”: [P] > [F], given by: C1) P(®15-6+5%n) > 'fpm(a1,-+-,tn)](x) = apm(h(x), ho g(x),..-, gege...cg(z)), where a is Richardson’s First Map; and (2) Pm(t1,---52n) > 0" [pm(a1,--+,2n)] (a) = U'[pm(t1y...,2n) I(x) — 4, are Richardson’s Second Map of the first (2') and second (v’’) kinds. i COROLLARY 3.5. Given a polynomial expression pm € Lr, there is an algorithm that allows us to obtain expressions t'pm € Ly and "Dm € Lr for the images of pm under Richardson’s Second Map. Proof. Immediate, from the definition of ¢’ and v”. s We assert: PROPOSITION 3.6 (Richardson’s Functor). Let pm(1,©2,..-,&n) = 0 be a family of expressions for Diophantine equations parametrized by the positive integer m in an arithmetically consistent theory T. Then there is an algorithmic procedure a : [P| — [E] such that out of Pm € P we can obtain an expression Fin(@1,2, +++, 2n) = APm(X1,£2,.+-52n), fm € E, such that fm = 0 if and only if fm <1 if and only if there are positive integers x1,£2,..., such that pm(21,.-.,%n) = 0. Moreover, there are algorithmic procedures t',u" :P — F such that we can obtain out of an expression Pm two other expressions for one- variable functions, gm(x) = 'DPm(21,--.) and hm(x) = t"Dm(21,--.) such that there are positive integers x1, ... with pm(x1,...) = 0 ifand only if G(x) = Oand hyn (x) <1, for all real-valued x.SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 165 Proof. See (da Costa, 1991a). PROPOSITION 3.7. If T is arithmetically consistent, and if we add the absolute value function |x| to [F] and close it to obtain an extended set of expressions [| F*], we have: 1. (Undecidability) We can algorithmically construct in T a denumer- able family of expressions for real-valued, positive-definite func- tions k(x) > 0 so that there is no general algorithm to decide whether one has, for all real x, km(x) = 0. 2. (Incompleteness) For a model M such that T becomes arithmeti- cally consistent, there is an expression for a real-valued function k(a) such that M & Var € Rk(x2) = Owhile T ¥ Vx € Rk(x) =0 and T ¥ 3x € Rk(x) #0. Proof, See (da Costa, 1991a). . Tf ky» (as in Proposition 3.7) results out of pn, we write km = Apm.- Equality Is Undecidable in Ly COROLLARY 3.8. /f T is arithmetically consistent then for an arbi- trary real-defined and real-valued function f there is an expression € € Lr such that M § € = f, while T ¥ € = f andT ¥ ~(€ = f). Proof. Put € = f + k(x), for k(x) as in Proposition 3.7. 7 The Halting Function and Expressions for Complete Degrees in the Arithmetical Hierarchy Now let M,,(q) be the Turing machine of index n that acts upon the natural number g (Rogers, 1967). Let @(n,q) be the halting function for M,(q), that is, 9(n,q) = 1 if and only if M,,(q) stops over q, and 6(n, q) = 0 if and only if M,,(q) does not stop over q. We need a definition and a lemma. DEFINITION 3.9. For the following real-defined and real-valued func- tions: +2, 2>0, w bl={*h 229166 N.C. A. DA COSTA AND F. A. DORIA. @ We)= {0 320. r-y, r-y>0, 0, a-y<0. +1, 2>0, LEMMA 3.10. If T is (arithmetically) consistent, then each of the following operations generates the others within T: GQ) +x, ff 2) +x, 06. .)« QB) +,x, (0.2...) (4) +, x,a(...). Proof, Immediate. . Let pn,g(#1;22,-++;@n) be a universal polynomial (Jones, 1982). Since [F*] has an expression for |x| (informally one might have |x| = +v x), it has an expression for the sign function a(x). Therefore we can algorithmically build within the language of analysis (where we can express quotients and integrations) an expression for the halting function @(n, q): PROPOSITION 3.11 (The Halting Function). /f T is arithmetically consistent, then: A(n, 9) = o(Gnq)s +00 2 Engl) 1+C,, Gag = —00 dx,SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 167 Cngl&) = APngq(@1y+++5@r)- Proof, See (da Costa, 199 1a). . There follows: PROPOSITION 3.12. If Tis arithmetically consistent then we can explicitly and algorithmically construct in Ly an expression for the characteristic function of a subset of w of degree 0". Remark 3.13. That expression depends on recursive functions defined onw and on elementary real-defined and real-valued functions plus the absolute value function, a quotient and an integration, as in the case of the 0 function given by Proposition 3.11. . Proof: We could simply use Theorem 9-II in (Rogers, 1967, p. 132). However, for the sake of clarity we give a detailed, albeit informal proof. Actually the degree of the set described by the characteristic function whose expression we are going to obtain will depend on the fixed oracle set A; so our construction is a general one. Let A C w bea fixed infinite subset of the integers: DEFINITION 3.14. The jump of A is written A’; A’ = {x : A(x) |}, where ¢4 is the A-partial recursive algorithm of index x. . 1. An oracle Turing machine ¢4 with oracle A can be visualized as a two-tape machine where tape 1 is the usual computational tape, while tape 2 contains a listing of A. When the machine enters the oracle state so, it searches tape 2 for an answer to a question of the form ‘is w € A?’ Only finitely many such questions are asked during a converging computation, we can separate the positive and negative answers into two disjoint finite sets D,,(A) and D(A) with (respectively) the positive and negative answers to those questions; notice that Dy C A, while D} C w— A. We can view these sets as ordered k- and k*-ples; u and v are recursive codings for them (Rogers, 1967). The D,(A) and D*(A) sets can be coded as follows: only finitely many elements of A are queried during an actual converging computation with input y; if168 N.C. A. DA COSTA AND F. A. DORIA k’ is the highest integer queried during one such computation, and if d4 C cg is an initial segment of the characteristic function c4, we take as a standby for D and D* the initial segment d4 where the length I(d4) = k’ +1. We can effectively list all oracle machines with respect to a fixed A, so that, given a particular machine we can compute its index (or Gédel number) x, and given x we can recover the corresponding machine. 2. Given an A-partial recursive function ¢4, we form the oracle Turing machine that computes it. We then do the computation o4(y) = z that outputs z. The initial segment dy,4 is obtained during the computation. 3. The oracle machine is equivalent to an ordinary two-tape Turing machine that takes as input (y, dy,4); y is written on tape 1 while dy,a is written on tape 2. When this new machine enters state so it proceeds as the oracle machine. (For an ordinary computation, no converging computation enters sq, and dy,4 is empty.) 4. The two-tape Turing machine can be made equivalent to a one-tape machine, where some adequate coding places on the single tape all the information about (y, dy,4). When this third machine enters so it scans dy, 4. 5. We can finally use the standard map 7 that codes n-ples 1-1 onto w and add to the preceding machine a Turing machine that decodes the single natural number r((y, dy,4)) into its components before proceeding to the computation. Let w be the index for that last machine; we note it d,). If x is the index for ¢4, we note w = p(x), where p is the effective 1-1 procedure described above that maps indices for oracle machines into indices for Turing machines. Therefore, 8 (u) = bp(a)((Ys dy,a))- Now let us note the universal polynomial p(n, q,1,-.-,2tn). We can define the jump of A as follows: Al = {p(2) seis. tn Ew P(p(z), (2424), 215+++5Xn) = OF.SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 169 With the help of the \ map defined following Proposition 3.7, we can now form a function modelled after the 6 function in Proposition 3.11; it is the desired characteristic function: cy (x) = (p(x), (2, dz))- (Actually we have proved more; we have obtained car(x) = O(p(2), (t, dz,a))s with reference to an arbitrary A C w.) We write 02)(x) = cgn(x). / We recall (Rogers, 1967): DEFINITION 3.15. The complete Turing degrees, 0, 0',..., 0), .. p 0, but TEV x,...,€n € w9(t1,...,2n) > 0 and T¥ Aay,...,2n € wg(t1,...,2n) =0. Proof. Let € € Ly be an undecidable sentence obtained for T with the help of Gédel’s diagonalization; let ng be its Godel number and let mr be the Gédel coding of proof techniques in T (of the Turing machine that enumerates all the theorems of T). For an universal polynomial P(m, q,1,.++,2n) we have: = (p(mr,ng, 21,---,2n))*- U1, En COROLLARY 3.18. If N is arithmetically consistent then we can find within it a polynomial p as in Proposition 3.17 . We can also state and prove a weaker version of Proposition 3.17: PROPOSITION 3.19. If Tis arithmetically consistent, there is a poly- nomial expression over Zp(x,,-..,2n) such that M f= We,...5n € wp(r1,...;n) > 0, while T¥Vr1,..-,2n € wp(t,...,2n) > 0 and T¥3x1,...,2%n € wp(t1,...,0n) =0. Proof. See (Davis, 1982): if p(m,x1, ..., tn), m = 7(q,7), is a universal polynomial (7 is Cantor’s pairing function (Rogers,SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 171 1967), then {m : Jey... € wp(m,21,...) = O} is recursively enu- merable but not recursive. Therefore there is an mo such that Vr ..w(p(mo,21,...))2 > 0. / Predicates or properties in T are represented by formulae with one free variable in Lr. DEFINITION 3.20. A predicate P in Ly is nontrivial if there are term- expressions £, ¢ € Ly such that T+ P(€) and T + >P(¢). : Then: PROPOSITION 3.21. Jf N is arithmetically consistent and if P is nontrivial then there is a term-expression ¢ € Ly such that N — P(¢) while N¥ P(¢) and N¥ 4P(¢). Proof, Put€ =€+1r(2x1,...,an)v, for r = 1 — 0’, qas in Propo- sition 3.17 (or as p in 3.19). . Remark 3.22. Therefore every nontrivial arithmetical’ property P in theories from arithmetic upwards turns out to be undecidable. We can generalize that result to encompass other theories T’ that include arith- metic; see below. a We now give alternative proofs for well-known results about the arithmetical hierarchy that will lead to other incompleteness results: DEFINITION 3.23. The sentences €, ¢ € Lp are demonstrably equiv- alent if and only if TF € © ¢. 5 DEFINITION 3.24. The sentence € € Lr is arithmetically expressible if and only if there is an arithmetic sentence ¢ such that T+ € > ¢. Then,172 N.C. A. DA COSTA AND F. A. DORIA PROPOSITION 3.25. If T is arithmetically consistent, then for every m € w there is a sentence € € T such that M - € while for no k 0, while it cannot be proved nor disproved within T("+"), It is therefore demonstrably equivalent to a I],,+1 assertion. a Now let q(mo(0°), 21,...) = p(mo(0™), x1, ...))? be as in Pro- position 3.25. Then:SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 173 COROLLARY 3.27. If T is arithmetically consistent, then for: Bt") = o( Gmo(0)), C(mo(0™), xe foo ya 1+ C(mo(0™), 2) G(m(0) de, C(mo(O), ) = Ag(mo(O™), 215-52), M f= 6") = 0 but for alln < m+1, T™ ¥ BO") = 0 and TO) ¥ (30+) = 0), . Then, COROLLARY 3.28. [fT is arithmetically consistent and if Ly contains expressions for the 0°") functions as given in Proposition 3.16, then for any nontrivial predicate P in N there is a¢ € Lr such that the assertion P(¢) is T-demonstrably equivalent to and T -arithmetically expressible as a Vyn41 assertion, but not equivalent to and expressible as any assertion with a lower rank in the arithmetic hierarchy. Proof. As in the proof of Proposition 3.21, we write: 6 = E+ [1 — o(p(mo(0™), 21,---,2n))"]44 where p(...) is as in Proposition 3.25. . Remark 3.29. Rogers discusses the rank within the arithmetical hierar- chy of well-known open mathematical problems (Rogers, 1967, p. 322), such as Fermat’s Conjecture — which in its usual formulation is demon- strably equivalentto a I; problem, or Riemann’s Hypothesis, also stated as all, problem. Rogers conjectures that our mathematical imagination cannot handle more than four or five alternations of quantifiers. How- ever the preceding result shows that any arithmetical nontrivial property within T can give rise to intractable problems of arbitrarily high rank. We obviously need the extension T’ 5 N, since otherwise we would not be able to find an expression for the characteristic function of a set174 N.C. A. DA COSTA AND F. A. DORIA with a high rank in the arithmetical hierarchy within our formal lan- guage. . An extension of the preceding result is: COROLLARY 3.30. If T is arithmetically consistent then, for any nontrivial property P there is a ¢ € Ly such that the assertion P(¢) is arithmetically expressible, M P(C) but it is only demonstrably equivalent to a n+) assertion and not to a lower one in the hierarchy. Proof. Put C= E+ Bs, where one uses Corollary 3.27. o Undecidable Sentences Outside Arithmetic ‘We recall: DEFINITION 3.31. 0 = {(x,y) 2 € 0}, forz,y € w. a Then: DEFINITION 3.32. A)(m) = cgie)(m), where cg.) (m) is obtained as in Proposition 3.12. 7 Still, DEFINITION 3.33. ger) = oy’,SUPPES PREDICATES AND UNSOLVABLE PROBLEMS, 175 COROLLARY 3.34. 0+!) is the degree of 6"), / COROLLARY 3.35. 6¢+)(m) is the characteristic function of a nonarithmetic subset of w of degree 0+"), 7 COROLLARY 3.36. If T is arithmetically consistent, then for: BE = 6(G(mo(0)), fF Climo), ee“? atmo) = | TS Gmaldeay de, C(mo(O), 2) = Ag(mo(O), a1 es ME Bt) = 0 but TK B+) = Oand T ¥ =(Bt") = 0). . PROPOSITION 3.37 (Nonarithmetic Incompleteness). Jf T is arith- metically consistent then given any nontrivial property P: (1) There is a family of expressions Gy € Lr such that there is no general algorithm to check, for every m © w, whether or not Pm). (2) There is an expression ¢ € Lr such that M - P(¢) while T ¥ P(¢) and T ¥ =P(¢). (3) Neither C, nor ¢ are arithmetically expressible. Proof. We take: (1) Gn = 20 *Y(m) + (1 = 8 *Y(m))y. (2) C=a24yper, (3) Neither 8+" (m) nor 6+") are arithmetically expressible. ™ Remark 3.38. We have thus produced out of every nontrivial predi- cate in T intractable problems that cannot be reduced to arithmetical problems. Actually there are infinitely many such problems for every ordinal a, as we ascend the set of infinite ordinals in T. Also, the general nonarithmetic undecidable statement P(¢) has been obtained without the help of any kind of forcing construction. /176 N.C, A. DA COSTA AND F. A. DORIA All Nontrivial Properties Are Undecidable We motivate our next intractability results with a concrete example from Hamiltonian mechanics. Suppose that we have axiomatized Hamiltonian mechanics over a fixed phase space M with the help of a Suppes predicate within a first- order theory T (which we can take to be ZFC) as done in Section 2 We then have a predicate H(£) in Ly that asserts, ‘the expression € is a Hamiltonian function’. We can enumerate all other predicates Pj in Lr, k a natural number, and we can also enumerate all the theorems in T. We start such an enumeration, and select theorems of T which have the form: (1) For & € Lr, T+ H(&i). (2) For &,£;,¢ 4 j,€ Lr,T F Py(&) and TF P(E;). Out of that we list all nontrivial predicates P;, that apply to Hamilto- nian functions. We have proved: PROPOSITION 3.39. If T is arithmetically consistent, we can obtain a recursive enumeration of pairs of expressions €;, 441, i @ natural number, that represent different functions and such that: (1) Both T + H(&;) and Tb H(f2i41)s (2) Th Pi) and TF AP,(f2i41)s where the P, are nontrivial predicates (relative to the Hamiltonians over M) inT that range over Hamiltonian functions. a Remark 3.40. The previous result allows us to obtain, out of an enu- meration of the theorems in T and of all predicates P; in the language of T, an enumeration of different expressions £2;, €2;41, i a natural number, for different Hamiltonians that satisfy (and do not satisfy) each predicate P,. : We can state: PROPOSITION 3.41. If T is arithmetically consistent, then there is a countable undecidable family (m of expressions for Hamiltonians in theSUPPES PREDICATES AND UNSOLVABLE PROBLEMS 177 language of T such that there is no general algorithm to decide, for any nontrivial predicate P,, relative to the Hamiltonians over M, whether that expression satisfies (or does not satisfy) Py in T. Moreover, there is no problem in the arithmetic hierarchy that can be made equivalent to the (algorithmetically unsolvable) decision pro- cedures for Cm. Sketch of the proof. We proceed in a stepwise manner. Let £1, ..., be an infinite countable sequence of mutually independent Gédel sentences in T. Let mj, ..., be the corresponding Gédel numbers. Form the 0; = 0(m;). Put: «9 = 1 — 0}, €} = 0;, all j €w. Let 7, be a variable that ranges over all 2” binary sequences of length n. Code those by ordered n-tuples of 0’s and 1’s and establish a map f between those n-bit binary sequences and all n-factor products eGe$’ ...€2", so that in the i-th position (0)1 + e9(e}). Given tm, the associated product is f(7,). Given a specific model for T, for a prescribed length, all such sequences equal 0 but for a single one, that equals 1. Order the predicates Pj, Py, ...; we write that T+ P;(¢2)~1) while Th PGi). Now list all finite binary sequences and select from those an infi- nite set of mutually incompatible sequences such as 1, 01, 001, 0001, ... Note the incompatible set {71,72,...}; if 7; is any sequence, note Tj, Tj,-+» its extensions. (A general extension is noted 75x.) The expression we require is: 6 = G/2)F (1) + 0/2 OF (rv) + + + Col(1/2).F (72) + (1/2)? SOF ry + J te (S°* denotes sum over all extensions of equal length in the factors ¢.) Remark 3.42. Notice that, as each 0) (m) is either 0 or 1, ¢ will equal a single one among the ¢;, despite the fact that it is an expression with a countably infinite recursively defined number of symbols. Also, since the actual value of ¢ can only be determined if we solve an intractable problem in the arithmetic hierarchy, and since it contains (possibly repeated) representative expressions of all properties in T’, we will only be able to check for any property if we first solve a complete problem of degree > 0’.178 N.C. A. DA COSTA AND F. A. DORIA. Moreover, since every arithmetical statement has a finite, bound- ed degree in the hierarchy, nontrivial properties of ¢ cannot be made equivalent to anything in the hierarchy. Finally, when we (informally, but in an actual computation) ‘open up’ the expression for ¢, we obtain an infinite formal sum whose terms are products of iterated integrals (the expressions for the 0); such expressions are certainly uncommon in classical mechanics, but they are the standard staple of quantum and particle physicists. So, nothing out of the mainstream here. . SCHOLIUM 3.43. The lowest degree in Gy, may be arbitrarily high. Proof, For any p > 0 we can substitute ?** for 6* in the expression for Cm. . COROLLARY 3.44. The decision problem within an arithmetically consistent T for Gm cannot be made equivalent to a decision problem in the arithmetic hierarchy. Proof. From Remark 3.42. a Remark 3.45. Rogers gives the proof by a diagonal argument (Rogers, 1967, Section 14.8, Theorem XIII) of the following assertion: if the axiomatization for ZFC is consistent then there is a sentence in ZFC that cannot be made equivalent to an arithmetic sentence with the tools of set theory. As in most proofs by diagonalization the counterexample obtained is a legitimate assertion in ZFC but it as meaningless as Gédel’s original undecidable sentence in arithmetic. However, out of the previ- ous result (Proposition 3.41) we can immediately obtain a nonarithmetic sentence in set theory. a Since the set of theorems of T' (supposed [arithmetically] consistent) is a creative set (Rogers, 1967), its complement is productive. There- fore, we can add the axiom ‘There is no solution for po(x1 »Tn) =0 over the natural numbers’ to a new polynomial pj (21, .. such that the Diophantine equation p; = 0 has no solution in M, but such that again we cannot prove that fact from T’. Again, due to productiveness we obtain a third polynomial, p2, which leads to a third undecidable sen- tence and to another extended theory T”. We thus generate a sequenceSUPPES PREDICATES AND UNSOLVABLE PROBLEMS 179 of unsolvable Diophantine equations po = 0, p) = 0, ..., pj = 0, .., Which lead to undecidable sentences in the theories T) = T, eee eee That construction is equivalent to obtaining a recursively enumer- able set out of a productive set (Rogers, 1967); no such construction will exhaust the productive set, and several alternative recursively enu- merable subsets of the productive set can be found. We now use those p; as follows: if \ is the map defined following Proposition 3.7, we form the sequence k;(x) = Ap;, i € w, and obtain: PROPOSITION 3.46. IfT is arithmetically consistent, then M = 6; = 0, all i, where the G; are given by: Bi = o(Gi), +00 Pee" | Gi -/ eee However, T*) ¥ 8; = 0, all k 2 with property P’, and T ¥ - ‘tis a smooth vector field on R” with property P’. (2) There is an expression for a vector field § in T such that the sentence ‘@ is a smooth vector field on R", n > 2 with property P’ is T-arithmetically expressible as aTIn4 sentence, m > 1, but such that for no m it will be equivalent to a Sym, sentence.182 N.C. A. DA COSTA AND F. A. DORIA, (3) There is an expression for a vector field & in T such that the sentence ‘& is a smooth vector field on R", n > 2 with property P’ cannot be taken to be T-demonstrably equivalent to any sentence in the arithmetical hierarchy. (4) We can explicitly find an expression for a polynomial vector field ¥ over Z on R™, m fixed, such that, for a given P,M — P(8), but T ¥ P(8) andT ¥ >P(8). Here M is a model where T is arithmetically consistent. Proof. The first three assertions are immediately proved with the methods presented in (da Costa, 1991a) and expanded in the previous section of this paper. Actually they generalize our previous results on dynamical systems (da Costa, 1991a). The last assertion is the negative solution (in an obvious sense) to a problem related to Arnol’d’s problem; for details on Arnol’d’s see (da Costa, 1992e). We make two remarks: @ We write x = (21,...,a';), where j = dimx. ¢ We notice that if the polynomial p(x) is not identically zero, then given the expression below for a smooth elementary function, (I) u(x,y) = (9 + 1)*fp?(x) )+ Dito if r € R, then for s(x,y) = u(x,y) — 7, R¥% — s~!(0,0) is open in R24, where w is taken as a real-valued function on R?. (See on u above Definition 3.2.) The first lemma we require is: LEMMA 4.2. If T is arithmetically consistent, then: i 2) ulxy) =F + P(x) + Yo y7 A), together with (3) Yi = Sint a;, Wi = COST T;,SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 183 is the unique solution of the following polynomial dynamical system with coefficients in Z over R*+" endowed with the usual Cartesian coordinates and the corresponding Euclidean metric tensor: (4) dt fori =1,2,3,.--,j, plus the boundary condition u(0,0) = p(0) (with an obvious abuse of language); (5) on = weg , dw; ;_ Ou ae = Oa, j, with boundary conditions y;(0) = 0, wi(0) = where again i = 1. And finally, dz OQ a =o with boundary condition z(0) =m. . Proof. Equations (4) are immediately integrated (since they are gradient equations) to Equation (2). Equation (4.2) trivially implies that 2 = 1, and therefore (also from Equations (4)) we have: We ew, i dw; =-Tyi, daz; v (no sum on 4). That system has the solutions y; = sin 72, cos Tx}. Since the Ou/02x; are polynomials over Z which are not identically zero, the lemma is proved. a We need a second lemma: here we allow wu to range over R — {1}. Therefore for each x; and for each y; at most a countably infinite number of points are to be deleted from the corresponding domains, those points that are solutions of the (fixed) equation u — 1 = 0 over the reals. We184 N.C. A. DA COSTA AND F. A. DORIA. then state: LEMMA 4.3. If T is arithmetically consistent, then (8) v=ltu is the unique solution to the polynomial equations on R — {1}, de dt where c = —1, u € (—00, 1) and = 0, u € (1, +00); and @) du du qo) a ca together with the conditions v(0) = 1 — u(0), w € (00, 1), and v = 0 for u € (1, +00). Proof. Immediate. a We conclude the proof with still another lemma: let =, T be poly- nomial vector fields over Z on a k-dimensional real smooth manifold M such that T+ P() and T + P(E + v7). Let us form the vector fields = = (#,6) and Y = (0, 7). Then: LEMMA 4.4. If T is arithmetically consistent, then there is an expres- sion for the polynomial vector field over Z of the form: (1) ®=8+0T such that M — © = &, but T ¥ & # ©. (Again M is a model where T is arithmetically consistent.) Proof. It suffices to take the polynomial p(x) as in Propositions 3.17 or 3.19, and get u as in Equations (2) and (3), and finally obtain v out of it. : This lemma concludes our proof. . Let M’ be the manifold where the expression for ® is defined. ThenSUPPES PREDICATES AND UNSOLVABLE PROBLEMS, 185 SCHOLIUM 4.5. If T is arithmetically consistent, then T + ‘The dimensions of M',m < 2k +3(j +1)’. . SCHOLIUM 4.6. /f T is arithmetically consistent, then M dimension of M', m = k’, while T ¥ ‘The dimension of M', m and T ¥ ~'The dimension of M',m =k’. So we might end up dealing with a planar vector field despite the fact that T will not recognize it! COROLLARY 4.7. If T is arithmetically consistent, then it has an expression (in M) for a planar polynomial autonomous vector field with coefficients in Z such that we cannot prove (from the axioms of T) that that field is planar. . With the help of Proposition 3.37 we can state: COROLLARY 4.8. /f T is arithmetically consistent, then it has in M an expression for a planar polynomial autonomous vector field # with coefficients in Z such that the assertion ‘& is planar’ cannot be made demonstrably equivalent within T to any arithmetical assertion. @ Other consequences of the previous results are easily stated and proved. Remark 4.9. Our example of a polynomial vector field with undecidable properties has either a high apparent dimension or an apparently very high degree. If we take k = 2 and the original Diophantine universal polynomial p with 11 variables, m = 46 and the degree is ridiculously high. For degree 16 we will have that m = 250. A discussion on the possibility of reducing those values can be found in (da Costa, 1992e). .186 N.C. A. DA COSTA AND F. A. DORIA Incompleteness of Finite Nash Games The results given here are presented in full detail in (da Costa, 1992d). It is intuitively obvious that, for a finite Nash game, we can algorith- mically check for equilibria in it. However, things turn out to be much more delicate when we work within a formalization for the theory of finite Nash games. We start from: DEFINITION 4.10. A noncooperative game is given by the von Neu- mann triple T = (N,S;,u;), with i = 1,2,...,N, where N is the number of players, S; is the strategy set of player and u; is the real- valued utility function u; : []; 5; > R. . Then: PROPOSITION 4.11. [fT is arithmetically consistent, then there is a noncooperative game where each strategy set S; is finite but such that we cannot compute its Nash equilibria. Proof. Let I’ and I” be two different games with the same number of players but with different strategy sets and different equilibria. If 6 = B+" in Corollary 3.36, we can form the utility functions: uy =u, + Bul. Therefore the game ,S;,u;) does not have a decidable set of equilibria. a SCHOLIUM 4.12. Determining the equilibrium set of T is a nonarith- metic problem. . ‘We can take T barely beyond formalized arithmetic N: let N* be the theory whose axioms are N plus a compatible version of the separation axiom. Therefore we can give an ‘implicit’ definition for sets of num- bers. We put u; : []; Si — w. We now use q as in Proposition 3.21 and form the utility functions uj = uj + qui. The remainder of the argument goes as usual. Thus:SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 187 PROPOSITION 4.13. /f N* is arithmetically consistent, then there is a game T in N* such that the assertion ‘u; = w,’ is undecidable in N*. @ 5. CONCLUSION In 1987 the authors started a research program whose goals were twofold: we wished to axiomatize as much as possible of phy: order to search for physically (i.e. empirically) meaningful undecidable sentences and physically meaningful unsolvable problems within our formalizations. The axiomatization program was fulfilled in part with our construction of Suppes predicates for classical physics out of an unified framework that reminds one of ideas and tools from category theory (da Costa, 1992a). The incompleteness portion of the program was certainly much more difficult to pursue: we had two candidates for undecidable problems in physics, and we hoped that those problems might lead us to the desired incompleteness proof. The candidates were classification schemes in general relativity and Hirsch’s problem on the existence of algorithms to check for chaos in dynamical systems. (See the references in (da Costa, 1990b, 1991a). At first we believed that forcing models might provide the indepen- dence proofs we were looking for (da Costa, 1990b, 1992b), since forc- ing is an obvious source of so many mathematically relevant undecid- able statements in ZFC. Therefore we explored our Suppes-formalized version of general relativity and the corresponding sets of noncompact space-times, but the results on incompleteness were meager at best. Then, due to a suggestion by Suppes, we turned to Richardson’s 1968 undecidability results in analysis. It was immediately apparent to us that those results entailed a full-fledged incompleteness theorem, which we extended, after some failed efforts, to the explicit construction of the halting function for Turing machines within classical elementary real analysis. ‘We then started to turn out several undecidability and incompleteness results in dynamical systems and related questions, as well as counterex- amples to the existence of algorithms of the kind that Hirsch was asking for in chaos theory. Again Suppes pointed out to us that there was some sort of a very general undecidability and incompleteness theorem at work here; the first version of that theorem is Proposition 3.29 in (da Costa, 199 1a).188 N.C. A. DA COSTA AND F. A. DORIA That theorem is so general (it reminds one of Rice’s theorem in computer science (Machtey, 1979; Rogers, 1967), from which it can be derived) that for a moment we felt it might announce some kind of imminent disaster, as every nontrivial property in the language of classical analysis can be made into an undecidability and incompleteness theorem. So, in general nothing interesting can be decided and very little can be proved. (This point was also emphasized by Stewart in his comment on our results (Stewart, 1991).) At the same time we received notice that our results were at first met with disbelief by researchers in dynamical systems, precisely due to that very general incompleteness statement; it was then argued that those results were correct but ‘strange’ due to some undetected conceptual flaw in the current view on the foundations of mathematics. Yet our assertions have a very clear, let us say, practical meaning: if what we mean by ‘proof’ in mathematics is algorithmic proof, that is to say, something that can be simulated by a Turing machine, then very difficult problems are to be expected everywhere at the very heart of everyday mathematical activity; more and more innocent-looking questions are to be found intractable (as we now see in chaos theory) and (to repeat an example that we have offered before) systems will be formulated that have a tangled, chaotic appearance when approximated on a computer screen, but such that no proof of their chaotic properties will be offered within reasonable axiomatic systems such as ZFC. Gédel incompleteness is no outlandish phenomenon; it is an essential part of the way we conceive mathematics, What can we make out of that? We do not think that there is any essential flaw in the present-day view about foundational concepts; how- ever we think that our incompleteness theorems point out very clearly where the problem lies. Nothing will be gained by adding ‘stronger’ and ‘stronger’ axioms to our current axiomatizations. But we certainly must strengthen our current concept of mathematical proof. Turing- computable proofs are not enough, for Church-Turing computation is not enough. We must look beyond. 6. ACKNOWLEDGMENTS It certainly is a pleasure to dedicate this work to Pat Suppes on the occasion of his 70th anniversary. We deem that dedication to be espe- cially adequate since our work on the undecidability and incompletenessSUPPES PREDICATES AND UNSOLVABLE PROBLEMS 189 of axiomatized theories has been inspired from its very beginnings by many fruitful intuitions and suggestions of his. We also wish to acknowledge the constant cooperation and interest of our coworkers: J. A. de Barros, A. F. Furtado do Amaral, D. Krause, and M. Tsuji. The present ideas were also discussed with M. Corrada, R. Chuaqui, and D. Mundici, to whom we owe friendly remarks and c1 cisms. A first presentation of our incompleteness results was carefully read by M. Hirsch, to whom we are indebted for several corrections and improvements. The present paper was completed while the second author held a visiting professorship at the University of Sao Paulo’s Institute for Advanced Studies under a FAPESP scholarship program. The authors also acknowledge support from the CNPq (Brazil) scholarship program in philosophy and wish to thank the Research Center on Mathematical Theories of Communication in Rio de Janeiro (CETMC-UFRJ) for the use of its computer facilities. N.C. A. da Costa, Research Group on Logic and Foundations, Institute for Advanced Studies, University of Sao Paulo, 05655-010 Sado Paulo SP, Brazil FA. Doria, Research Center on Mathematical Theories of Communication, School of Communications, Federal University at Rio de Janeiro, 22295-900 Rio RJ, Brazil REFERENCES Amol’d, V. L: 1976a, ‘Problems of Present Day Mathematics’, XVII (Dynamical Systems and Differential Equations), Proc. Symp. Pure Math., 28, 59. Arnol’d, V. 1: 1976b, Les Méthodes Mathématiques de la Mécanique Classique, Moscow: Mir. Atiyah, M. F: 1979, Geometry of Yang-Mills Fields, Pisa: Lezione Fermiane. Bourbaki, N.: 1957, Théorie des Ensembles, Paris: Hermann, Bourbaki, N.: 1968, Theory of Sets, Boston: Hermann and Addison-Wesley. Dalla Chiara, M. L. and Toraldo di Francia, G.: 1981, Le Teorie Fisiche, Boringhieri. Cho, Y. M.: 1975, J. Math, Phys., 18, 2029-2035. da Costa, N. C. A. and Chuaqui, R.: 1988, Erkenninis, 29, 95-112.190 N. C. A. DA COSTA AND F. A. DORIA da Costa, N. C. A. and French, S.: 1990a, ‘The Model-Theoretic Approach in the Philosophy of Science’, Philosophy of Science, $7, 248-265 da Costa, N.C. A., Doria, F, A., and de Barros, J. A.: 1990b, Int. J. Theor. Phys., 29, 935-961 da Costa, N. C. A. and Doria, F. A.: 1991a, Int. J. Theor. Phys., 30, 1041-1073. da Costa, N.C. A. and Doria, F. A.: 1991b, Found. Phys. Letters, 4, 363-373. da Costa, N. C. A. and Doria, F. A.: 1992a, ‘Suppes Predicates for Classical Physi to appear in: A. Ibarra er al. (Eds.), The Space of Mathematics, De Gruyter. da Costa, N. C. A. and Doria, F. A.: 1992b, ‘Structures, Suppes Predicates and Boolean-Valued Models in Physics’, to appear in: P, Bystrov and J. Hintikka (Eds.), Festschrift in Honor of V. I. Smirnov on His 60th Birthday. da Costa, N.C. A. and Di .: 1992c, ‘Jaskowski’s Logic’, preprint CETMC-10, da Costa, N.C. A., Doria, F. A., and Tsuji, M.: 1992d, “The Incompleteness of Finite Noncooperative Games with Nash Equilibria’, preprint CETMC-17. da Costa, N. C. A., Doria, F. A., Baéta Segundo, J. 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COMMENTS BY PATRICK SUPPES For over half a century since Gédel’s famous results, the incompleteness of any axiomatization of classical analysis has been known, but in the past several decades other results have stressed how far we are from having anything like a real algorithmic approach to any significant class of mathematical problems. One example is the realization that Tarski’s decision procedure for elementary algebra is not feasible, in the technical sense that the computations grow exponentially in the length n of any formula whose truth is to be decided. So even positive results on decision procedures themselves do not guarantee practical applicability. Itused to be thought of as part of the folklore, but of course not in any sense proved, that ‘most’ problems in mechanics that were not too complicated to formulate would have relatively straightforward solutions. The recent discovery of chaotic systems in all sorts of domains has shown how the problems that fill the textbooks of mechanics are a carefully selected group. That such difficulties were lurking about has really been known since the intensive work on the three-body problem in the nineteenth century and the culminating negative results of Poincaré. One way to put it is that any undergraduate in physics can derive the differential equations governing familiar cases of the restricted three- body problem — the restricted problem is when the mass of the third body is negligible and therefore does not influence the regular motion of the other two bodies. But the problem of finding mathematical solutions of the differential equations is wholly unmanageable for most cases. Da Costa and Doria have embarked on a program, as indicated by the many additional references in their paper, to show how widespread the presence of unsolvable problems is in physics and other sciences.192 N.C. A. DA COSTA AND F. A. DORIA That difficulties in all directions can be found with a little effort was anticipated in some sense by Richardson's 1968 results on undecidable problems involving elementary functions of a real variable, but what Newton and Chico have done is extend this kind of result much further. It has probably been the feeling of most nonlogicians working in these areas that results on incompleteness or undecidability were really not going to stand in the way of standard mathematical progress. These foundational results were quirky ones on the edges and could not have anything to do with anything lying in the heartland of analysis and mathematical physics. Newton and Chico are certainly in the process of showing how this is not the case. I have learned a lot from both Newton and Chico over the years, especially through their lively participation in my seminars at Stanford. I especially benefitted from long conversations with Chico Doria a couple of years ago when he spenta year at Stanford. In fact those conversations about the foundations of physics, and recent discussions with Acacio de Barros, his former student from Brazil, have completely rekindled my interest in working on the foundations of quantum mechanics. The kind of results that Newton and Chico have obtained have also been a motivation for the work that Rolando Chuaqui and I have been doing on constructive foundations of infinitesimal analysis, especially aimed at physics. Our objective has been to give a free-variable positive logic formulation of infinitesimal analysis which is finitarily consistent and which is still strong enough to prove, in somewhat modified form, many of the standard theorems that underlie constructive methods in theoretical physics. It is a feature of theoretical physics that it is mainly elaborate computations, either of a symbolic or numerical kind from a mathematical standpoint. Little is ever done in theoretical physics as such about proving existence theorems. Here, of course, I am drawing a distinction between theoretical and mathematical physics, a distinction that is now relatively well established. Of course, necessarily such weak systems as Rolando and I have been working on cannot do everything that one wants. We do think that much can be done and it is important to understand where the boundary exists. The important methodological point is that by using infinitesimals, we can give a free-variable formu- lation of such standard theorems of calculus as the mean value theorem or Green’s theorem. I should mention that these theorems are proved in approximate form, that is, equality is replaced by an equivalence relation that means there is a difference that is infinitesimal.SUPPES PREDICATES AND UNSOLVABLE PROBLEMS 193 I do not mean to suggest that the system that Rolando and I have been working on gets around all the problems uncovered by Newton and Chico. What it does show is that weak constructive systems, demon- strably consistent, are sufficient for a great deal of the work. REFERENCES Chuaqui, Rolando and Suppes, Patrick: to appear, ‘Free-Variable Axiomatic Founda- tions of Infinitesimal Analysis: A Fragment with Finitary Consistency Proof”. Suppes, Patrick and Chuaqui, Rolando: in press, ‘A Finitarily Consistent Free-Variable Positive Fragment of Infinitesimal Analysis’, Proceedings of the 9th Latin American Symposium on Mathematical Logic, held at Bahia Blanca, Argentina, August 1992.