Normal Modal Logics

Completeness and Canonical Models

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Source file content/normal-modal-logic/completeness/completeness.tex

Source file content/normal-modal-logic/completeness/introduction.tex

Introduction

If Σ\Sigmasource is a modal system, then the soundness theorem establishes that if ΣA\Sigma \Proves !Asource, then A!Asource is valid in any class C\mClass{C}source of models in which all instances of all formulas in Σ\Sigmasource are valid. In particular that means that if KA\Log{K} \Proves !Asource then A!Asource is true in all models; if KTA\Log{KT} \Proves !Asource then A!Asource is true in all reflexive models; if KDA\Log{KD} \Proves !Asource then A!Asource is true in all serial models, etc.

Completeness is the converse of soundness: that LogK is complete means that if a formula A!Asource is valid, A\Proves !Asource, for instance. Proving completeness is a lot harder to do than proving soundness. It is useful, first, to consider the contrapositive: LogK is complete iff whenever A\Proves/ !Asource, there is a countermodel, i.e., a model M\mModel{M}source such that MA\mSat/{M}{!A}source. Equivalently (negating A!Asource), we could prove that whenever ¬A\Proves/ \lnot !Asource, there is a model of A!Asource. In the construction of such a model, we can use information contained in A!Asource. When we find models for specific formulas we often do the same: e.g., if we want to find a countermodel to pqp \lif \Box qsource, we know that it has to contain a world where ppsource is true and q\Box qsource is false. And a world where q\Box qsource is false means there has to be a world accessible from it where qqsource is false. And that's all we need to know: which worlds make the propositional variables true, and which worlds are accessible from which worlds.

In the case of proving completeness, however, we don't have a specific formula A!Asource for which we are constructing a model. We want to establish that a model exists for every A!Asource such that Σ¬A\Proves/[\Sigma] \lnot !Asource. This is a minimal requirement, since if Σ¬A\Proves[\Sigma] \lnot !Asource, by soundness, there is no model for A!Asource (in which Σ\Sigmasource is true). Now note that Σ¬A\Proves/[\Sigma] \lnot !Asource iff A!Asource is Σ\Sigmasource-consistent. (Recall that ΣΣ¬A\Sigma \Proves/[\Sigma] \lnot !Asource and AΣ!A \Proves/[\Sigma] \lfalsesource are equivalent.) So our task is to construct a model for every Σ\Sigmasource-consistent formula.

The trick we'll use is to find a Σ\Sigmasource-consistent set of formulas that contains A!Asource, but also other formulas which tell us what the world that makes A!Asource true has to look like. Such sets are complete Σ\Sigmasource-consistent sets. It's not enough to construct a model with a single world to make A!Asource true, it will have to contain multiple worlds and an accessibility relation. The complete Σ\Sigmasource-consistent set containing A!Asource will also contain other formulas of the form B\Box !Bsource and C\Diamond !Csource. In all accessible worlds, B!Bsource has to be true; in at least one, C!Csource has to be true. In order to accomplish this, we'll simply take all possible complete Σ\Sigmasource-consistent sets as the basis for the set of worlds. A tricky part will be to figure out when a complete Σ\Sigmasource-consistent set should count as being accessible from another in our model.

We'll show that in the model so defined, A!Asource is true at a world---which is also a complete Σ\Sigmasource-consistent set---iff A!Asource is an element of that set. If A!Asource is Σ\Sigmasource-consistent, it will be an element of at least one complete Σ\Sigmasource-consistent set (a fact we'll prove), and so there will be a world where A!Asource is true. So we will have a single model where every Σ\Sigmasource-consistent formula A!Asource is true at some world. This single model is the canonical model for Σ\Sigmasource.

Source file content/normal-modal-logic/completeness/complete-consistent-sets.tex

Complete Σ\Sigmasource-Consistent Sets

Suppose Σ\Sigmasource is a set of modal formulas---think of them as the axioms or defining principles of a normal modal logic. A set Γ\Gammasource is Σ\Sigmasource-consistent iff ΓΣ\Gamma \Proves/[\Sigma] \lfalsesource, i.e., if there is no derivation of A1(A2(An))!A_1 \lif (!A_2 \lif \cdots (!A_n \lif \lfalse)\dots)source from Σ\Sigmasource, where each AiΓ!A_i \in \Gammasource. We will construct a “canonical” model in which each world is taken to be a special kind of Σ\Sigmasource-consistent set: one which is not just Σ\Sigmasource-consistent, but maximally so, in the sense that it settles the truth value of every modal formula: for every A!Asource, either AΓ!A \in \Gammasource or ¬AΓ\lnot !A \in \Gammasource:

Definition of a complete Sigma consistent set

A set Γ\Gammasource is complete Σ\Sigmasource-consistent if and only if it is Σ\Sigmasource-consistent and for every A!Asource, either AΓ!A \in \Gammasource or ¬AΓ\lnot !A \in \Gammasource.

Complete Σ\Sigmasource-consistent sets Γ\Gammasource have a number of useful properties. For one, they are deductively closed, i.e., if ΓΣA\Gamma \Proves[\Sigma] !Asource then AΓ!A \in \Gammasource. This means in particular that every instance of a formula AΣ!A \in \Sigmasource is also Γ\in \Gammasource. Moreover, membership in Γ\Gammasource mirrors the truth conditions for the propositional connectives. This will be important when we define the “canonical model.”

Properties of complete Sigma consistent sets

Suppose Γ\Gammasource is complete Σ\Sigmasource-consistent. Then:

  1. Γ\Gammasource is deductively closed in Σ\Sigmasource.

  2. ΣΓ\Sigma \subseteq \Gammasource.

  3. Γ\lfalse \notin \Gammasource

  4. ¬AΓ\lnot!A \in \Gammasource if and only if AΓ!A \notin \Gammasource.

  5. ABΓ!A \land !B \in \Gammasource iff AΓ!A \in \Gammasource and BΓ!B \in \Gammasource

  6. ABΓ!A \lor !B \in \Gammasource iff AΓ!A \in \Gammasource or BΓ!B \in \Gammasource

  7. ABΓ!A \lif !B \in \Gammasource iff AΓ!A \notin \Gammasource or BΓ!B \in \Gammasource

Proof

  1. Suppose ΓΣA\Gamma \Proves[\Sigma] !Asource but AΓ!A \notin \Gammasource. Then since Γ\Gammasource is complete Σ\Sigmasource-consistent, ¬AΓ\lnot!A \in \Gammasource. This would make Γ\Gammasource inconsistent, since A,¬AΣ!A, \lnot !A \Proves[\Sigma] \lfalsesource.

  2. If AΣ!A \in \Sigmasource then ΓΣA\Gamma \Proves[\Sigma] !Asource, and AΓ!A \in \Gammasource by deductive closure, i.e., case the deductive closure clause for complete Sigma consistent sets.

  3. If Γ\lfalse \in \Gammasource, then ΓΣ\Gamma \Proves[\Sigma] \lfalsesource, so Γ\Gammasource would be Σ\Sigmasource-inconsistent.

  4. If ¬AΓ\lnot!A \in \Gammasource, then by consistency AΓ!A \notin \Gammasource; and if AΓ!A \notin \Gammasource then AΓ!A \in \Gammasource since Γ\Gammasource is complete Σ\Sigmasource-consistent.

  5. Exercise.

  6. Suppose ABΓ!A \lor !B \in \Gammasource, and AΓ!A \notin \Gammasource and BΓ!B \notin \Gammasource. Since Γ\Gammasource is complete Σ\Sigmasource-consistent, ¬AΓ\lnot!A \in \Gammasource and ¬BΓ\lnot !B \in \Gammasource. Then ¬(AB)Γ\lnot(!A \lor !B) \in \Gammasource since ¬A(¬B¬(AB))\lnot !A \lif (\lnot !B \lif \lnot (!A \lor !B))source is a tautological instance. This would mean that Γ\Gammasource is Σ\Sigmasource-inconsistent, a contradiction.

  7. Exercise.

Exercise completing connective cases

probAnd,probOr,probIf,probIff Complete the proof of the proposition listing properties of complete Sigma consistent sets.

Source file content/normal-modal-logic/completeness/lindenbaums-lemma.tex

Lindenbaum's Lemma

Lindenbaum's Lemma establishes that every Σ\Sigmasource-consistent set of formulas is contained in at least one complete Σ\Sigmasource-consistent set. Our construction of the canonical model will show that for each complete Σ\Sigmasource-consistent set Δ\Deltasource, there is a world in the canonical model where all and only the formulas in Δ\Deltasource are true. So Lindenbaum's Lemma guarantees that every Σ\Sigmasource-consistent set is true at some world in the canonical model.

Lindenbaum Lemma

[Lindenbaum's Lemma] If Γ\Gammasource is Σ\Sigmasource-consistent then there is a complete Σ\Sigmasource-consistent set Δ\Deltasource extending Γ\Gammasource.

Proof

Let A0!A_0source, A1!A_1source, dots be an exhaustive listing of all formulas of the language (repetitions are allowed). For instance, start by listing p0\Obj p_0source, and at each stage n1n \ge 1source list the finitely many formulas of length nnsource using only variables among p0\Obj p_0source, dots, pn\Obj p_nsource. We define sets of formulas Δn\Delta_nsource by induction on nnsource, and we then set Δ=nΔn\Delta = \bigcup_n \Delta_nsource. We first put Δ0=Γ\Delta_0 = \Gammasource. Supposing that Δn\Delta_nsource has been defined, we define Δn+1\Delta_{n+1}source by:

Δn+1={Δn{An},if Δn{An} is Σ-consistent;Δn{¬An},otherwise.\Delta_{n+1} = \begin{cases} \Delta_n \cup \{!A_n\}, & \text{if $\Delta_n \cup \{ !A_n\}$ is $\Sigma$-consistent;} \\ \Delta_n \cup \{ \lnot !A_n\}, & \text{otherwise.} \end{cases}source

Now let Δ=n=0Δn\Delta = \bigcup_{n=0}^\infty \Delta_nsource.

We have to show that this definition actually yields a set Δ\Deltasource with the required properties, i.e., ΓΔ\Gamma \subseteq \Deltasource and Δ\Deltasource is complete Σ\Sigmasource-consistent.

It's obvious that ΓΔ\Gamma \subseteq \Deltasource, since Δ0Δ\Delta_0 \subseteq \Deltasource by construction, and Δ0=Γ\Delta_0 = \Gammasource. In fact, ΔnΔ\Delta_n \subseteq \Deltasource for all nnsource, since Δ\Deltasource is the union of all Δn\Delta_nsource. (Since in each step of the construction, we add a formula to the set already constructed, ΔnΔn+1\Delta_n \subseteq \Delta_{n+1}source, so since \subseteqsource is transitive, ΔnΔm\Delta_n \subseteq \Delta_{m}source whenever nmn \le msource.) At each stage of the construction, we either add An!A_nsource or ¬An\lnot !A_nsource, and every formula appears (at least once) in the list of all An!A_nsource. So, for every A!Asource either AΔ!A \in \Deltasource or ¬AΔ\lnot !A \in \Deltasource, so Δ\Deltasource is complete by definition.

Finally, we have to show, that Δ\Deltasource is Σ\Sigmasource-consistent. To do this, we show that (a) if Δ\Deltasource were Σ\Sigmasource-inconsistent, then some Δn\Delta_nsource would be Σ\Sigmasource-inconsistent, and (b) all Δn\Delta_nsource are Σ\Sigmasource-consistent.

So suppose Δ\Deltasource were Σ\Sigmasource-inconsistent. Then ΔΣ\Delta \Proves[\Sigma] \lfalsesource, i.e., there are A1!A_1source, dots, AkΔ!A_k \in \Deltasource such that ΣA1(A2(Ak))\Sigma \Proves !A_1 \lif (!A_2 \lif \cdots (!A_k \lif \lfalse)\dots)source. Since Δ=n=0Δn\Delta = \bigcup_{n=0}^\infty \Delta_nsource, each AiΔni!A_i \in \Delta_{n_i}source for some nin_isource. Let nnsource be the largest of these. Since ninn_i \le nsource, ΔniΔn\Delta_{n_i} \subseteq \Delta_nsource. So, all Ai!A_isource are in some Δn\Delta_nsource. This would mean ΔnΣ\Delta_n \Proves[\Sigma] \lfalsesource, i.e., Δn\Delta_nsource is Σ\Sigmasource-inconsistent.

To show that each Δn\Delta_nsource is Σ\Sigmasource-consistent, we use a simple induction on nnsource. Δ0=Γ\Delta_0 = \Gammasource, and we assumed Γ\Gammasource was Σ\Sigmasource-consistent. So the claim holds for n=0n = 0source. Now suppose it holds for nnsource, i.e., Δn\Delta_nsource is Σ\Sigmasource-consistent. Δn+1\Delta_{n+1}source is either Δn{An}\Delta_n \cup \{!A_n\}source if that is Σ\Sigmasource-consistent, otherwise it is Δn{¬An}\Delta_n \cup \{\lnot!A_n\}source. In the first case, Δn+1\Delta_{n+1}source is clearly Σ\Sigmasource-consistent. However, by the proposition on consistency factsthe consistency alternative for a formula and its negation, either Δn{An}\Delta_n \cup \{!A_n\}source or Δn{¬An}\Delta_n \cup \{\lnot!A_n\}source is consistent, so Δn+1\Delta_{n+1}source is consistent in the other case as well.

Provability characterized by complete extensions

ΓΣA\Gamma \Proves[\Sigma] !Asource if and only if AΔ!A \in \Deltasource for each complete Σ\Sigmasource-consistent set Δ\Deltasource extending Γ\Gammasource (including when Γ=\Gamma = \emptysetsource, in which case we get another characterization of the modal system Σ\Sigmasource.)

Proof

Suppose ΓΣA\Gamma \Proves[\Sigma] !Asource, and let Δ\Deltasource be any complete Σ\Sigmasource-consistent set extending Γ\Gammasource. If AΔ!A \notin \Deltasource then by maximality ¬AΔ\lnot!A \in \Deltasource and so ΔΣA\Delta \Proves[\Sigma] !Asource (by monotonicity) and ΔΣ¬A\Delta \Proves[\Sigma] \lnot!Asource (by reflexivity), and so Δ\Deltasource is inconsistent. Conversely if ΓΣA\Gamma \Proves/[\Sigma] !Asource, then Γ{¬A}\Gamma \cup \{ \lnot!A\}source is Σ\Sigmasource-consistent, and by Lindenbaum's Lemma there is a complete consistent set Δ\Deltasource extending Γ{¬A}\Gamma \cup \{ \lnot!A \}source. By consistency, AΔ!A \notin \Deltasource.

Source file content/normal-modal-logic/completeness/modalities-ccs.tex

Modalities and Complete Consistent Sets

Explain

When we construct a model MΣ\mModel{M^\Sigma}source whose set of worlds is given by the complete Σ\Sigmasource-consistent sets Δ\Deltasource in some normal modal logic Σ\Sigmasource, we will also need to define an accessibility relation RΣR^\Sigmasource between such “worlds.” We want it to be the case that the accessibility relation (and the assignment VΣ)V^\Sigma)source are defined in such a way that MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta]source iff AΔ!A \in \Deltasource. How should we do this?

Once the accessibility relation is defined, the definition of truth at a world ensures that MΣA[Δ]\mSat{M^\Sigma}{\Box!A}[\Delta]source iff MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta']source for all Δ\Delta'source such that RΣΔΔR^\Sigma\Delta\Delta'source

. The proof that MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta]source iff AΔ!A \in \Deltasource requires that this is true in particular for formulas starting with a modal operator, i.e., MΣA[Δ]\mSat{M^\Sigma}{\Box!A}[\Delta]source iff AΔ\Box !A \in \Deltasource . Combining this requirement with the definition of truth at a world for A\Box !Asource yields:

AΔ iff AΔ for all Δ with RΣΔΔ\Box!A \in \Delta \text{ iff } !A \in \Delta' \text{ for all $\Delta'$ with } R^\Sigma\Delta\Delta'source

Consider the left-to-right direction: it says that if AΔ\Box !A \in \Deltasource, then AΔ!A \in \Delta'source for any A!Asource and any Δ\Delta'source with RΣΔΔR^\Sigma\Delta\Delta'source. If we stipulate that RΣΔΔR^\Sigma\Delta\Delta'source iff AΔ!A \in \Delta'source for all AΔ\Box!A \in \Deltasource, then this holds. We can write the condition on the right of the “iff” more compactly as: {A:AΔ}Δ\Setabs{!A}{\Box!A \in \Delta} \subseteq \Delta'source.

So the question is: does this definition of RΣR^\Sigmasource in fact guarantee that AΔ\Box !A \in \Deltasource iff MΣA[Δ]\mSat{M^\Sigma}{\Box !A}[\Delta]source? Does it also guarantee that AΔ\Diamond !A \in \Deltasource iff MΣA[Δ]\mSat{M^\Sigma}{\Diamond !A}[\Delta]source? The next few results will establish this.

Box and diamond operations on sets of formulas

If Γ\Gammasource is a set of formulas, let

Γ={B:BΓ}Γ={B:BΓ}and1Γ={B:BΓ}1Γ={B:BΓ}\Box\Gamma & = \Setabs{\Box !B}{!B \in \Gamma}\\ \Diamond\Gamma & = \Setabs{\Diamond !B}{!B \in \Gamma}\\ \intertext{and} \Box^{-1}\Gamma & = \Setabs{!B}{\Box !B \in \Gamma}\\ \Diamond^{-1}\Gamma & = \Setabs{!B}{\Diamond !B \in \Gamma}\\source

In other words, Γ\Box\Gammasource is Γ\Gammasource with \Boxsource in front of every formula in Γ\Gammasource; 1Γ\Box^{-1}\Gammasource is all the \Boxsource'ed formulas of Γ\Gammasource with the initial \Boxsource's removed. This definition is not terribly important on its own, but will simplify the notation considerably.

Note that 1ΓΓ\Box\Box^{-1}\Gamma \subseteq \Gammasource:

1Γ={B:BΓ}\Box\Box^{-1}\Gamma = \Setabs{\Box!B}{\Box!B \in \Gamma}source

i.e., it's just the set of all those formulas of Γ\Gammasource that start with \Boxsource.

Lifting a derivation under necessity

If ΓΣA\Gamma \Proves[\Sigma] !Asource then ΓΣA\Box\Gamma \Proves[\Sigma] \Box !Asource.

Proof

If ΓΣA\Gamma \Proves[\Sigma] !Asource then there are B1!B_1source, dots, BkΓ!B_k \in \Gammasource such that ΣB1(B2(BnA))\Sigma \Proves !B_1 \lif (!B_2 \lif \cdots (!B_n \lif !A)\cdots)source. Since Σ\Sigmasource is normal, by rule RK, ΣB1(B2(BnA))\Sigma \Proves \Box!B_1 \lif (\Box!B_2 \lif \cdots (\Box!B_n \lif \Box!A)\cdots)source, where obviously B1\Box!B_1source, dots, BkΓ\Box!B_k \in \Box\Gammasource. Hence, by definition, ΓΣA\Box\Gamma \Proves[\Sigma] \Box !Asource.

Derivation from inverse-box premises

If 1ΓΣA\Box^{-1} \Gamma \Proves[\Sigma] !Asource then ΓΣA\Gamma \Proves[\Sigma] \Box!Asource.

Proof

Suppose 1ΓΣA\Box^{-1}\Gamma \Proves[\Sigma] !Asource; then by the lemma lifting a derivation into boxed premises and conclusion, 1ΓA\Box\Box^{-1}\Gamma \Proves \Box!Asource. But since 1ΓΓ\Box\Box^{-1}\Gamma \subseteq \Gammasource, also ΓΣA\Gamma \Proves[\Sigma] \Box!Asource by monotonicity.

Complete-set characterization of necessity

If Γ\Gammasource is complete Σ\Sigmasource-consistent, then AΓ\Box !A \in \Gammasource if and only if for every complete Σ\Sigmasource-consistent Δ\Deltasource such that 1ΓΔ\Box^{-1} \Gamma \subseteq \Deltasource, it holds that AΔ!A \in \Deltasource.

Proof

Suppose Γ\Gammasource is complete Σ\Sigmasource-consistent. The “only if” direction is easy: Suppose AΓ\Box !A \in \Gammasource and that 1ΓΔ\Box^{-1}\Gamma \subseteq \Deltasource. Since AΓ\Box!A \in \Gammasource, A1ΓΔ!A \in \Box^{-1}\Gamma \subseteq \Deltasource, so AΔ!A \in \Deltasource.

For the “if” direction, we prove the contrapositive: Suppose AΓ\Box!A \notin \Gammasource. Since Γ\Gammasource is complete Σ\Sigmasource-consistent, it is deductively closed, and hence ΓΣA\Gamma \Proves/[\Sigma] \Box !Asource. By the lemma deriving a boxed conclusion from inverse-box premises, 1ΓΣA\Box^{-1}\Gamma \Proves/[\Sigma] !Asource. By the proposition on consistency factsthe consistency fact for adding a negated formula, 1Γ{¬A}\Box^{-1}\Gamma \cup \{ \lnot!A \}source is Σ\Sigmasource-consistent. By Lindenbaum's Lemma, there is a complete Σ\Sigmasource-consistent set Δ\Deltasource such that 1Γ{¬A}Δ\Box^{-1}\Gamma \cup \{ \lnot!A \} \subseteq \Deltasource. By consistency, AΔ!A \notin \Deltasource.

Equivalence of box and diamond accessibility conditions

Suppose Γ\Gammasource and Δ\Deltasource are complete Σ\Sigmasource-consistent. Then 1ΓΔ\Box^{-1}\Gamma \subseteq \Deltasource if and only if ΔΓ\Diamond\Delta \subseteq \Gammasource.

Proof

“Only if” direction: Assume 1ΓΔ\Box^{-1}\Gamma \subseteq \Deltasource and suppose AΔ\Diamond!A \in \Diamond\Deltasource (i.e., AΔ!A \in \Deltasource). In order to show AΓ\Diamond!A \in \Gammasource, it suffices to show ¬AΓ\Box\lnot!A \notin \Gammasource, for then by maximality, ¬¬AΓ\lnot\Box\lnot !A \in \Gammasource. Now, if ¬AΓ\Box\lnot!A \in \Gammasource then by hypothesis ¬AΔ\lnot!A \in \Deltasource, against the consistency of Δ\Deltasource (since AΔ!A \in \Deltasource). Hence ¬AΓ\Box\lnot!A \notin \Gammasource, as required.

“If” direction: Assume ΔΓ\Diamond\Delta \subseteq \Gammasource. We argue contrapositively: suppose AΔ!A \notin \Deltasource in order to show AΓ\Box!A \notin \Gammasource. If AΔ!A \notin \Deltasource then by maximality ¬AΔ\lnot!A \in \Deltasource and so by hypothesis ¬AΓ\Diamond\lnot!A \in \Gammasource. But in a normal modal logic ¬A\Diamond\lnot!Asource is equivalent to ¬A\lnot\Box !Asource, and if the latter is in Γ\Gammasource, by consistency AΓ\Box!A \notin\Gammasource, as required.

Complete-set characterization of possibility

If Γ\Gammasource is complete Σ\Sigmasource-consistent, then AΓ\Diamond !A \in \Gammasource if and only if for some complete Σ\Sigmasource-consistent Δ\Deltasource such that ΔΓ\Diamond\Delta \subseteq \Gammasource, it holds that AΔ!A \in \Deltasource.

Proof

Suppose Γ\Gammasource is complete Σ\Sigmasource-consistent. AΓ\Diamond!A \in \Gammasource iff ¬¬AΓ\lnot\Box\lnot !A \in \Gammasource by Dual and closure. ¬¬AΓ\lnot\Box\lnot !A \in \Gammasource iff ¬AΓ\Box\lnot !A \notin \Gammasource by the proposition listing properties of complete Sigma consistent setsthe negation clause for complete Sigma consistent sets since Γ\Gammasource is complete Σ\Sigmasource-consistent. By the complete-consistent-set characterization of necessity, ¬AΓ\Box\lnot !A \notin \Gammasource iff, for some complete Σ\Sigmasource-consistent Δ\Deltasource with 1ΓΔ\Box^{-1}\Gamma \subseteq \Deltasource, ¬AΔ\lnot!A \notin \Deltasource. Now consider any such Δ\Deltasource. By the equivalence between the inverse-box and diamond accessibility conditions, 1ΓΔ\Box^{-1}\Gamma \subseteq \Deltasource iff ΔΓ\Diamond\Delta \subseteq \Gammasource. Also, ¬AΔ\lnot !A \notin \Deltasource iff AΔ!A \in \Deltasource by the proposition listing properties of complete Sigma consistent setsthe negation clause for complete Sigma consistent sets. So AΓ\Diamond!A \in \Gammasource iff, for some complete Σ\Sigmasource-consistent Δ\Deltasource with ΔΓ\Diamond\Delta \subseteq \Gammasource, AΔ!A \in \Deltasource.

Exercise proving the alternate modal characterization

Show that if Γ\Gammasource is complete Σ\Sigmasource-consistent, then AΓ\Diamond !A \in \Gammasource if and only if there is a complete Σ\Sigmasource-consistent Δ\Deltasource such that 1ΓΔ\Box^{-1}\Gamma \subseteq \Deltasource and AΔ!A \in \Deltasource.

Do this without using the equivalence between the inverse-box and diamond accessibility conditions.

Source file content/normal-modal-logic/completeness/canonical-models.tex

Canonical Models

The canonical model for a modal system Σ\Sigmasource is a specific model MΣ\mModel{M^\Sigma}source in which the worlds are all complete Σ\Sigmasource-consistent sets. Its accessibility relation RΣR^\Sigmasource and valuation VΣV^\Sigmasource are defined so as to guarantee that the formulas true at a world Δ\Deltasource are exactly the formulas making up Δ\Deltasource.

Definition of the canonical model

Let Σ\Sigmasource be a normal modal logic. The canonical model for Σ\Sigmasource is MΣ=WΣ,RΣ,VΣ\mModel{M}^\Sigma = \tuple{W^\Sigma, R^\Sigma, V^\Sigma}source, where:

  1. WΣ={Δ:Δ is complete Σ-consistent}W^\Sigma = \Setabs{ \Delta }{\Delta \text{ is complete $\Sigma$-consistent} }source.

  2. RΣΔΔR^\Sigma \Delta\Delta'source holds if and only if 1ΔΔ\Box^{-1}\Delta \subseteq \Delta'source .

  3. VΣ(p)={Δ:pΔ}V^\Sigma(p) = \Setabs{\Delta}{p \in \Delta}source.

Source file content/normal-modal-logic/completeness/truth-lemma.tex

The Truth Lemma

The canonical model MΣ\mModel{M^\Sigma}source is defined in such a way that MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta]source iff AΔ!A \in \Deltasource. For propositional variables, the definition of VΣV^\Sigmasource yields this directly. We have to verify that the equivalence holds for all formulas, however. We do this by induction. The inductive step involves proving the equivalence for formulas involving propositional operators (where we have to use the proposition listing properties of complete Sigma consistent sets) and the modal operators (where we invoke the results of the section on modalities and complete consistent sets).

Truth Lemma

[Truth Lemma] For every formula A!Asource, MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta]source if and only if AΔ!A \in \Deltasource.

Proof

By induction on A!Asource.

  1. Case: A!A \ident \lfalsesource

    MΣ[Δ]\mSat/{M^\Sigma}{\lfalse}[\Delta]source by the definition of truth at a world in a modal model, and Δ\lfalse \notin \Deltasource by the proposition listing properties of complete Sigma consistent setsthe falsity clause for complete Sigma consistent sets.

  2. Case: Ap!A \ident psource

    MΣp[Δ]\mSat{M^\Sigma}{p}[\Delta]source iff ΔVΣ(p)\Delta \in V^\Sigma(p)source by the definition of truth at a world in a modal model. Also, ΔVΣ(p)\Delta \in V^\Sigma(p)source iff pΔp \in \Deltasource by definition of VΣV^\Sigmasource.

  3. Case: A¬B!A \ident \lnot !Bsource

    MΣ¬B[Δ]\mSat{M^\Sigma}{\lnot !B}[\Delta]source iff MΣB[Δ]\mSat/{M^\Sigma}{!B}[\Delta]source (the definition of truth at a world in a modal model) iff BΔ!B \notin \Deltasource (by inductive hypothesis) iff ¬BΔ\lnot !B \in \Deltasource (by the proposition listing properties of complete Sigma consistent setsthe negation clause for complete Sigma consistent sets).

  4. Case: ABC!A \ident !B \land !Csource

    Exercise.

  5. Case: ABC!A \ident !B \lor !Csource

    MΣBC[Δ]\mSat{M^\Sigma}{!B \lor !C}[\Delta]source iff MΣB[Δ]\mSat{M^\Sigma}{!B}[\Delta]source or MΣC[Δ]\mSat{M^\Sigma}{!C}[\Delta]source (by the definition of truth at a world in a modal model) iff BΔ!B \in \Deltasource or CΔ!C \in \Deltasource (by inductive hypothesis) iff BCΔ!B \lor !C \in \Deltasource (by the proposition listing properties of complete Sigma consistent setsthe disjunction clause for complete Sigma consistent sets).

  6. Case: ABC!A \ident !B \lif !Csource

    Exercise.

  7. Case: AB!A \ident \Box !Bsource

    First suppose that MΣB[Δ]\mSat{M^\Sigma}{\Box !B}[\Delta]source. By the definition of truth at a world in a modal model, for every Δ\Delta'source such that RΣΔΔR^\Sigma \Delta\Delta'source, MΣB[Δ]\mSat{M^\Sigma}{!B}[\Delta']source. By inductive hypothesis, for every Δ\Delta'source such that RΣΔΔR^\Sigma \Delta\Delta'source, BΔ!B \in \Delta'source. By definition of RΣR^\Sigmasource, for every Δ\Delta'source such that 1ΔΔ\Box^{-1} \Delta \subseteq \Delta'source, BΔ!B \in \Delta'source. By the complete-consistent-set characterization of necessity, BΔ\Box !B \in \Deltasource.

    Now assume BΔ\Box !B \in \Deltasource. Let ΔWΣ\Delta' \in W^\Sigmasource be such that RΣΔΔR^\Sigma \Delta\Delta'source, i.e., 1ΔΔ\Box^{-1}\Delta \subseteq \Delta'source. Since BΔ\Box !B \in \Deltasource, B1Δ!B \in \Box^{-1} \Deltasource. Consequently, BΔ!B \in \Delta'source. By inductive hypothesis, MΣB[Δ]\mSat{M^\Sigma}{!B}[\Delta']source. Since Δ\Delta'source is arbitrary with RΣΔΔR^\Sigma \Delta\Delta'source, for all ΔWΣ\Delta' \in W^\Sigmasource such that RΣΔΔR^\Sigma \Delta\Delta'source, MΣB[Δ]\mSat{M^\Sigma}{!B}[\Delta']source. By the definition of truth at a world in a modal model, MΣB[Δ]\mSat{M^\Sigma}{\Box !B}[\Delta]source.

  8. Case: AB!A \ident \Diamond !Bsource

    Exercise.

Exercise completing Truth Lemma cases

probFalse,probTrue,probNot,proband,probOr,probIf,probIff,probBox,probDiamond Complete the proof of the Truth Lemma.

Source file content/normal-modal-logic/completeness/completeness-K.tex

Determination and Completeness for LogK

We are now prepared to use the canonical model to establish completeness. Completeness follows from the fact that the formulas true in the canonical model for Σ\Sigmasource are exactly the Σ\Sigmasource-derivable ones. Models with this property are said to determine Σ\Sigmasource.

Definition of determination by a model

A model M\mModel{M}source determines a normal modal logic Σ\Sigmasource precisely when MA\mSat{M}{!A}source if and only if ΣA\Sigma \Proves !Asource, for all formulas A!Asource.

Determination by the canonical model

[Determination] MΣA\mSat{M^\Sigma}{!A}source if and only if ΣA\Sigma \Proves !Asource.

Proof

If MΣA\mSat{M^\Sigma}{!A}source, then for every complete Σ\Sigmasource-consistent Δ\Deltasource, we have MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta]source. Hence, by the Truth Lemma, AΔ!A \in \Deltasource for every complete Σ\Sigmasource-consistent Δ\Deltasource, whence by the complete-consistent-set characterization of provability (with Γ=\Gamma = \emptysetsource), ΣA\Sigma \Proves !Asource.

Conversely, if ΣA\Sigma \Proves !Asource then by the proposition listing properties of complete Sigma consistent setsthe deductive closure clause for complete Sigma consistent sets, every complete Σ\Sigmasource-consistent Δ\Deltasource contains A!Asource, and hence by the Truth Lemma, MΣA[Δ]\mSat{M^\Sigma}{!A}[\Delta]source for every ΔWΣ\Delta \in W^\Sigmasource, i.e., MΣA\mSat{M^\Sigma}{!A}source.

Since the canonical model for LogK determines LogK, we immediately have completeness of LogK as a corollary:

Completeness of basic modal logic K

The basic modal logic LogK is complete with respect to the class of all models, i.e., if A\Entails !Asource then KA\Log{K} \Proves !Asource.

Proof

Contrapositively, if KA\Log{K} \Proves/ !Asource then by Determination MKA\mSat/{M^{\Log{K}}}{!A}source and hence A!Asource is not valid.

For the general case of completeness of a system Σ\Sigmasource with respect to a class of models, e.g., of LogKTB4 with respect to the class of reflexive, symmetric, transitive models, determination alone is not enough. We must also show that the canonical model for the system Σ\Sigmasource is a member of the class, which does not follow obviously from the canonical model construction---nor is it always true!

Source file content/normal-modal-logic/completeness/frame-completeness.tex

Frame Completeness

The completeness theorem for LogK can be extended to other modal systems, once we show that the canonical model for a given logic has the corresponding frame property.

Canonical correspondence theorem

If a normal modal logic Σ\Sigmasource contains one of the formulas on the left-hand side of the table of basic modal correspondence facts, then the canonical model for Σ\Sigmasource has the corresponding property on the right-hand side.

Basic correspondence facts table

[htp] centering

Basic correspondence facts rows

Correspondence table. Column headers: if Sigma contains the axiom schema; the canonical model for Sigma has the stated property. Row one, axiom D, necessarily formula A implies possibly formula A; property serial. Row two, axiom T, necessarily formula A implies formula A; property reflexive. Row three, axiom B, formula A implies necessarily possibly formula A; property symmetric. Row four, axiom four, necessarily formula A implies necessarily necessarily formula A; property transitive. Row five, axiom five, possibly formula A implies necessarily possibly formula A; property euclidean. End table.

Σ\SigmasourceΣ\Sigmasource
Basic correspondence facts rows
axiom schema contained in Sigmacanonical-model property
D\Ax{D}sourceAA\Box!A \lif \Diamond !Asourceserial
T\Ax{T}sourceAA\Box!A \lif !Asourcereflexive
B\Ax{B}sourceAA!A \lif \Box\Diamond!Asourcesymmetric
4\Ax{4}sourceAA\Box!A \lif \Box\Box!Asourcetransitive
5\Ax{5}sourceAA\Diamond !A \lif \Box\Diamond!Asourceeuclidean
source 26

captionBasic correspondence facts.

Proof

We take each of these up in turn.

Suppose Σ\Sigmasource contains AxD, and let ΔWΣ\Delta \in W^\Sigmasource; we need to show that there is a Δ\Delta'source such that RΣΔΔR^\Sigma \Delta\Delta'source. It suffices to show that 1Δ\Box^{-1}\Deltasource is Σ\Sigmasource-consistent, for then by Lindenbaum's Lemma, there is a complete Σ\Sigmasource-consistent set Δ1Δ\Delta' \supseteq \Box^{-1}\Deltasource, and by definition of RΣR^\Sigmasource we have RΣΔΔR^\Sigma \Delta\Delta'source. So, suppose for contradiction that 1Δ\Box^{-1}\Deltasource is not Σ\Sigmasource-consistent, i.e., 1ΔΣ\Box^{-1}\Delta \Proves[\Sigma] \lfalsesource. By the lemma deriving a boxed conclusion from inverse-box premises, ΔΣ\Delta \Proves[\Sigma] \Box\lfalsesource, and since Σ\Sigmasource contains AxD, also ΔΣ\Delta \Proves[\Sigma] \Diamond\lfalsesource. But Σ\Sigmasource is normal, so Σ¬\Sigma \Proves \lnot\Diamond \lfalsesource (the normal-modal theorem that falsity is not possible), whence also ΔΣ¬\Delta \Proves[\Sigma] \lnot\Diamond \lfalsesource, against the consistency of Δ\Deltasource.

Now suppose Σ\Sigmasource contains AxT, and let ΔWΣ\Delta \in W^\Sigmasource. We want to show RΣΔΔR^\Sigma \Delta\Deltasource, i.e., 1ΔΔ\Box^{-1}\Delta \subseteq \Deltasource. But if AΔ\Box!A \in \Deltasource then by AxT also AΔ!A \in \Deltasource, as desired.

Now suppose Σ\Sigmasource contains AxB, and suppose RΣΔΔR^\Sigma \Delta\Delta'source for Δ\Deltasource, ΔWΣ\Delta' \in W^\Sigmasource. We need to show that RΣΔΔR^\Sigma \Delta'\Deltasource, i.e., 1ΔΔ\Box^{-1}\Delta' \subseteq \Deltasource. By the equivalence between the inverse-box and diamond accessibility conditions, this is equivalent to ΔΔ\Diamond\Delta \subseteq \Delta'source. So suppose AΔ!A \in \Deltasource. By AxB, also AΔ\Box\Diamond!A \in \Deltasource. By the hypothesis that RΣΔΔR^\Sigma \Delta\Delta'source , we have that 1ΔΔ\Box^{-1}\Delta \subseteq \Delta'source, and hence AΔ\Diamond!A \in \Delta'source, as required.

Now suppose Σ\Sigmasource contains Ax4, and suppose RΣΔ1Δ2R^\Sigma \Delta_1\Delta_2source and RΣΔ2Δ3R^\Sigma \Delta_2\Delta_3source. We need to show RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source. From the hypothesis we have both 1Δ1Δ2\Box^{-1}\Delta_1 \subseteq \Delta_2source and 1Δ2Δ3\Box^{-1}\Delta_2 \subseteq \Delta_3source. In order to show RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source it suffices to show 1Δ1Δ3\Box^{-1}\Delta_1 \subseteq \Delta_3source. So let B1Δ1!B \in \Box^{-1}\Delta_1source, i.e., BΔ1\Box!B \in \Delta_1source. By Ax4, also BΔ1\Box\Box!B \in \Delta_1source and by hypothesis we get, first, that BΔ2\Box!B \in \Delta_2source and, second, that BΔ3!B \in \Delta_3source, as desired.

Now suppose Σ\Sigmasource contains Ax5, suppose RΣΔ1Δ2R^\Sigma \Delta_1\Delta_2source and RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source. We need to show RΣΔ2Δ3R^\Sigma \Delta_2\Delta_3source. The first hypothesis gives 1Δ1Δ2\Box^{-1}\Delta_1 \subseteq \Delta_2source , and the second hypothesis is equivalent to Δ3Δ1\Diamond\Delta_3 \subseteq \Delta_1source , by the equivalence between the inverse-box and diamond accessibility conditions . To show RΣΔ2Δ3R^\Sigma \Delta_2\Delta_3source , by the equivalence between the inverse-box and diamond accessibility conditions, it suffices to show Δ3Δ2\Diamond\Delta_3 \subseteq \Delta_2source. So let AΔ3\Diamond!A \in \Diamond\Delta_3source, i.e., AΔ3!A \in \Delta_3source. By the second hypothesis AΔ1\Diamond!A \in \Delta_1source and by Ax5, AΔ1\Box\Diamond!A \in \Delta_1source as well. But now the first hypothesis gives AΔ2\Diamond!A \in \Delta_2source, as desired.

As a corollary we obtain completeness results for a number of systems. For instance, we know that S5=KT5=KTB4\Log{S5} = \Log{KT5} = \Log{KTB4}source is complete with respect to the class of all reflexive euclidean models, which is the same as the class of all reflexive, symmetric and transitive models.

Determination by intersected model classes

Let CD\mClass{C}_\Ax{D}source, CT\mClass{C}_\Ax{T}source, CB\mClass{C}_\Ax{B}source, C4\mClass{C}_\Ax{4}source, and C5\mClass{C}_\Ax{5}source be the class of all serial, reflexive, symmetric, transitive, and euclidean models (respectively). Then for any schemas A1!A_1source, dots, An!A_nsource among AxD, AxT, AxB, Ax4, and Ax5, the system KA1An\Log{K}!A_1 \dots !A_nsource is determined by the class of models C=CA1CAn\mClass{C} = \mClass{C}_{!A_1} \cap \dots \cap \mClass{C}_{!A_n}source.

Additional canonical-frame correspondences

Let Σ\Sigmasource be a normal modal logic; then:

  1. If Σ\Sigmasource contains the schema AA\Diamond!A \lif \Box !Asource then the canonical model for Σ\Sigmasource is partially functional.

  2. If Σ\Sigmasource contains the schema AA\Diamond!A \liff \Box !Asource then the canonical model for Σ\Sigmasource is functional.

  3. If Σ\Sigmasource contains the schema AA\Box\Box!A \lif \Box !Asource then the canonical model for Σ\Sigmasource is weakly dense.

(see the table of additional frame correspondences for definitions of these frame properties).

Proof

  1. Suppose that Σ\Sigmasource contains the schema AA\Diamond !A \lif \Box !Asource, to show that RΣR^\Sigmasource is partially functional we need to prove that for any Δ1\Delta_1source, Δ2\Delta_2source, Δ3WΣ\Delta_3 \in W^\Sigmasource, if RΣΔ1Δ2R^\Sigma \Delta_1\Delta_2source and RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source then Δ2=Δ3\Delta_2=\Delta_3source. Since RΣΔ1Δ2R^\Sigma \Delta_1\Delta_2source we have 1Δ1Δ2\Box^{-1}\Delta_1 \subseteq \Delta_2source and since RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source also 1Δ1Δ3\Box^{-1}\Delta_1 \subseteq \Delta_3source . The identity Δ2=Δ3\Delta_2=\Delta_3source will follow if we can establish the two inclusions Δ2Δ3\Delta_2 \subseteq \Delta_3source and Δ3Δ2\Delta_3 \subseteq \Delta_2source. For the first inclusion, let AΔ2!A \in \Delta_2source; then AΔ1\Diamond!A \in \Delta_1source, and by the schema and deductive closure of Δ1\Delta_1source also AΔ1\Box!A \in \Delta_1source, whence by the hypothesis that RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source, AΔ3!A \in \Delta_3source. The second inclusion is similar.

  2. This follows immediately from part the first additional canonical-frame property and the seriality proof in the canonical-frame correspondence theorem.

  3. Suppose Σ\Sigmasource contains the schema AA\Box\Box!A \lif \Box!Asource and to show that RΣR^\Sigmasource is weakly dense, let RΣΔ1Δ2R^\Sigma \Delta_1\Delta_2source. We need to show that there is a complete Σ\Sigmasource-consistent set Δ3\Delta_3source such that RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source and RΣΔ3Δ2R^\Sigma \Delta_3\Delta_2source. Let:

    Γ=1Δ1Δ2.\Gamma = \Box^{-1}\Delta_1 \cup \Diamond\Delta_2.source

    It suffices to show that Γ\Gammasource is Σ\Sigmasource-consistent, for then by Lindenbaum's Lemma it can be extended to a complete Σ\Sigmasource-consistent set Δ3\Delta_3source such that 1Δ1Δ3\Box^{-1}\Delta_1 \subseteq \Delta_3source and Δ2Δ3\Diamond\Delta_2 \subseteq \Delta_3source, i.e., RΣΔ1Δ3R^\Sigma \Delta_1\Delta_3source and RΣΔ3Δ2R^\Sigma \Delta_3\Delta_2source (by the equivalence between the inverse-box and diamond accessibility conditions) .

    Suppose for contradiction that Γ\Gammasource is not consistent. Then there are formulas A1\Box!A_1source, dots, AnΔ1\Box!A_n \in \Delta_1source and B1!B_1source, dots, BmΔ2!B_m \in \Delta_2source such that

    A1,,An,B1,,BmΣ.!A_1, \dots, !A_n, \Diamond!B_1, \dots, \Diamond!B_m \Proves[\Sigma] \lfalse.source

    Since (B1Bm)(B1Bm)\Diamond (!B_1 \land \dots \land !B_m) \to (\Diamond!B_1 \land \dots \land \Diamond!B_m)source is derivable in every normal modal logic, we argue as follows, contradicting the consistency of Δ2\Delta_2source:

    A1,,An,B1,,BmΣA1,,AnΣ(B1Bm)by the deduction theoremthe proposition on derivability factsthe deduction-theorem clause of the derivability facts, and tautA1,,AnΣ(B1Bm)since Σ is normalA1,,AnΣ¬(B1Bm)by plA1,,AnΣ¬(B1Bm)¬ for ¬A1,,AnΣ¬(B1Bm)by the lemma lifting a derivation into boxed premises and conclusionA1,,AnΣ¬(B1Bm)by schema AAΔ1Σ¬(B1Bm)by monotonicity, the proposition on derivability factsthe monotonicity clause of the derivability facts¬(B1Bm)Δ1by deductive closure;¬(B1Bm)Δ2since RΣΔ1Δ2.!A_1, \dots, !A_n, & \Diamond!B_1, \dots, \Diamond!B_m \Proves[\Sigma] \lfalse \\ !A_1, \dots,!A_n & \Proves[\Sigma] (\Diamond!B_1 \land \dots \land \Diamond!B_m) \lif \lfalse\\ & \qquad\text{by the deduction theorem}\\ & \qquad\text{\olref[prf][prp]{prop:derivabilityfacts}\olref[prf][prp]{prop:derivabilityfacts-deduction}, and \Taut} \\ !A_1, \dots,!A_n & \Proves[\Sigma] \Diamond(!B_1 \land \dots \land !B_m) \lif \lfalse\\ & \qquad \text{since $\Sigma$ is normal} \\ !A_1, \dots,!A_n & \Proves[\Sigma] \lnot\Diamond (!B_1 \land \dots \land !B_m)\\ & \qquad\text{by \PL} \\ !A_1, \dots,!A_n & \Proves[\Sigma] \Box\lnot (!B_1 \land \dots \land !B_m)\\ & \qquad\text{$\Box\lnot$ for $\lnot\Diamond$} \\ \Box!A_1, \dots,\Box!A_n & \Proves[\Sigma] \Box\Box \lnot (!B_1 \land \dots \land !B_m)\\ & \qquad\text{by \olref[mod]{lem:box1}} \\ \Box!A_1, \dots,\Box!A_n & \Proves[\Sigma] \Box\lnot (!B_1 \land \dots \land !B_m)\\ &\qquad\text{by schema $\Box\Box!A \lif \Box!A$} \\ \Delta_1 & \Proves[\Sigma] \Box\lnot (!B_1 \land \dots \land !B_m)\\ &\qquad\text{by monotonicity, \olref[prf][prp]{prop:derivabilityfacts}\olref[prf][prp]{prop:derivabilityfacts-monotonicity}} \\ & \Box\lnot (!B_1 \land \dots \land !B_m) \in \Delta_1\\ &\qquad\text{by deductive closure}; \\ & \lnot (!B_1 \land \dots \land !B_m) \in \Delta_2\\ &\qquad \text{since } R^\Sigma \Delta_1\Delta_2.source

On the strength of these examples, one might think that every system Σ\Sigmasource of modal logic is complete, in the sense that it proves every formula which is valid in every frame in which every theorem of Σ\Sigmasource is valid. Unfortunately, there are many systems that are not complete in this sense.

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