Normal Modal Logics

Filtrations and Decidability

content/normal-modal-logic/filtrations/filtrations.tex

% Part: modal-logic% Chapter: filtrations\documentclass[../../../include/open-logic-chapter]{subfiles}\begin{document}\olchapter{nml}{fil}{Filtrations and Decidability}\olimport{introduction}\olimport{preliminaries}\olimport{filtrations-def}\olimport{examples-of-filtrations}\olimport{finite}\olimport{S5-fmp}\olimport{S5-decidable}\olimport{more-filtrations}\olimport{euclidean-filtrations}\OLEndChapterHook\end{document}

content/normal-modal-logic/filtrations/introduction.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: introduction\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{int}\olsection{Introduction}One important question about a logic is always whether it isdecidable, i.e., if there is an effective procedure which will answerthe question ``is this !!{formula} valid.'' Propositional logic isdecidable: we can effectively test if !!a{formula} is a tautology byconstructing a truth table, and for a given !!{formula}, the truthtable is finite.  But we can't obviously test if a modal formula istrue in all models, for there are infinitely many of them.  We canlist all the finite models relevant to a given formula, since only theassignment of subsets of worlds to !!{propositional variable}s whichactually occur in the !!{formula} are relevant. If the accessibilityrelation is fixed, the possible different assignments $V(p)$ are justall the subsets of~$W$, and if $\card{W} = n$ there are $2^n$ ofthose. If our !!{formula}~$!A$ contains $m$ !!{propositional  variable}s there are then $2^{nm}$ different models with~$n$worlds. For each one, we can test if~$!A$ is true at all worlds,simply by computing the truth value of~$!A$ in each. Of course, wealso have to check all possible accessibility relations, but there areonly finitely many relations on~$n$ worlds as well (specifically, thenumber of subsets of $W \times W$, i.e., $2^{n^2}$.If we are not interested in the logic~\Log{K}, but a logic defined bysome class of models (e.g., the reflexive transitive models), we alsohave to be able to test if the accessibility relation is of the rightkind. We can do that whenever the frames we are interested in aredefinable by modal !!{formula}s (e.g., by testing if \Ax{T} and \Ax{4}valid in the frame). So, the idea would be to run through all thefinite frames, test each one if it is a frame in the class we'reinterested in, then list all the possible models on that frame andtest if $!A$ is true in each. If not, stop: $!A$ is not valid in theclass of models of interest.There is a problem with this idea: we don't know when, if ever, we canstop looking. If the !!{formula} has a finite countermodel, our procedure willfind it. But if it has no finite countermodel, we won't get ananswer. The !!{formula} may be valid (no countermodels at all), or itmay have only an infinite countermodel, which we'll never look at. Thisproblem can be overcome if we can show that every !!{formula} that hasa countermodel has a finite countermodel. If this is the case we saythe logic has the \emph{finite model property}.But how would we show that a logic has the finite model property? Oneway of doing this would be to find a way to turn an infinite(counter)model of~$!A$ into a finite one. If that can be done, thenwhenever there is a model in which $!A$ is not true, then theresulting finite model also makes $!A$ not true. That finite modelwill show up on our list of all finite models, and we will eventuallydetermine, for every formula that is not valid, that it isn't. Ourprocedure won't terminate if the formula is valid. If we can show inaddition that there is some maximum size that the finite model ourprocedure provides can have, and that this maximum size depends onlyon the !!{formula}~$!A$, we will have a size up to which we have totest finite models in our search for countermodels. If we haven'tfound a countermodel by then, there are none. Then our procedure will,in fact, decide the question ``is $!A$ valid?'' for any!!{formula}~$!A$.A strategy that often works for turning infinite structures intofinite structures is that of ``identifying'' !!{element}s of thestructure which behave the same way in relevant respects. If there areinfinitely many worlds in~$\mModel{M}$ that behave the same inrelevant respects, then we may be able to collect \emph{all} worlds infinitely many (possibly infinite) ``classes'' of such worlds. In otherwords, we should partition the set of worlds in the right way, i.e.,in such a way that each partition contains infinitely many worlds, butthere are only finitely many partitions. Then we define a newmodel~$\mModel{M^*}$ where the worlds are the partitions. Finitelymany partitions in the old model give us finitely many worlds in thenew model, i.e., a finite model. Let's call the partition a world~$w$is in $[w]$. We'll want it to be the case that $\mSat{M}{!A}[w]$ iff$\mSat{M^*}{!A}[{[w]}]$, since we want the new model to be acountermodel to~$!A$ if the old one was. This requires that we definethe partition, as well as the accessibility relation of~$\mModel{M^*}$in the right way.To see how this would go, first imagine we have no accessibilityrelation. $\mSat{M}{\Box !B}[w]$ iff for some $v \in W$,$\mSat{M}{\Box !B}[v]$, and the same for $\mModel{M^*}$, except with$[w]$ and $[v]$. As a first idea, let's say that two worlds $u$ and$v$ are equivalent (belong to the same partition) if they agree on all!!{propositional variable}s in~$\mModel{M}$, i.e., $\mSat{M}{p}[u]$iff $\mSat{M}{p}[v]$. Let $V^*(p) = \Setabs{[w]}{\mSat{M}{p}[w]}$.Our aim is to show that $\mSat{M}{!A}[w]$ iff$\mSat{M^*}{!A}[{[w]}]$. Obviously, we'd prove this by induction: Thebase case would be $!A \equiv p$. First suppose $\mSat{M}{p}[w]$. Then$[w] \in V^*$ by definition, so $\mSat{M^*}{p}[{[w]}]$. Now supposethat $\mSat{M^*}{p}[{[w]}]$. That means that $[w] \in V^*(p)$, i.e.,for some $v$ equivalent to~$w$, $\mSat{M}{p}[v]$. But ``$w$ equivalentto $v$'' means ``$w$ and $v$ make all the same !!{propositional variable}strue,'' so $\mSat{M}{p}[w]$. Now for the inductive step, e.g., $!A\ident \lnot !B$. Then $\mSat{M}{\lnot !B}[w]$ iff $\mSat/{M}{!B}[w]$iff $\mSat/{M^*}{!B}[{[w]}]$ (by inductive hypothesis) iff$\mSat{M^*}{\lnot !B}[{[w]}]$. Similarly for the other non-modaloperators. It also works for $\Box$: suppose $\mSat{M^*}{\Box  !B}[{[w]}]$. That means that for every $[u]$,$\mSat{M^*}{!B}[{[u]}]$. By inductive hypothesis, for every $u$,$\mSat{M}{!B}[u]$. Consequently, $\mSat{M}{\Box !B}[w]$.In the general case, where we have to also define the accessibilityrelation for $\mModel{M^*}$, things are more complicated. We'll call amodel~$\mModel{M^*}$ a \emph{filtration} if its accessibilityrelation~$R^*$ satisfies the conditions required to make the inductiveproof above go through. Then any filtration~$\mModel{M^*}$ will make$!A$ true at $[w]$ iff $\mModel{M}$ makes $!A$ true at~$w$. However,now we also have to show that there \emph{are} filtrations, i.e., wecan define~$R^*$ so that it satisfies the required conditions. Inorder for this to work, however, we have to require that worlds $u$,$v$ count as equivalent not just when they agree on all!!{propositional variable}s, but on all sub-!!{formula}sof~$!A$. Since $!A$ has only finitely many sub-!!{formula}s, this willstill guarantee that the filtration is finite. There is not just oneway to define a filtration, and in order to make sure that theaccessibility relation of the filtration satisfies the requiredproperties (e.g., reflexive, transitive, etc.) we have to be inventivewith the definition of~$R^*$.\end{document}

content/normal-modal-logic/filtrations/preliminaries.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: preliminaries\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{pre}\olsection{Preliminaries}Filtrations allow us to establish the decidability of our systems ofmodal logic by showing that they have the \emph{finite model  property}, i.e., that any !!{formula} that is true (false) in amodel is also true (false) in a \emph{finite} model.  Filtrations aredefined relative to sets of !!{formula}s which are closed undersubformulas.\begin{defn}\ollabel{defn:modallyclosed}  A set $\Gamma$ of !!{formula}s is \emph{closed under subformulas} if it  contains every subformula of !!a{formula} in $\Gamma$. Further,  $\Gamma$ is \emph{modally closed} if it is closed under subformulas  and moreover $!A \in \Gamma$ implies $\Box!A,  \Diamond!A \in \Gamma$. \end{defn}For instance, given !!a{formula}~$!A$, the set of all itssub-!!{formula}s is closed under sub-!!{formula}s. When we're defininga filtration of a model through the set of sub-!!{formula}s of~$!A$,it will have the property we're after: it makes $!A$ true (false) iffthe original model does.The set of worlds of a filtration of~$\mModel{M}$ through~$\Gamma$ isdefined as the set of all equivalence classes of the followingequivalence relation.\begin{defn}Let $\mModel{M} =\tuple{W, R, V}$ and suppose $\Gamma$ is closed undersub-!!{formula}s. Define a relation $\equiv$ on $W$ to hold of any twoworlds that make the same !!{formula}s from $\Gamma$ true, i.e.:\[u \equiv v \quad \text{if and only if } \quad \forall !A \in \Gamma : \mSat{M}{!A}[u] \Leftrightarrow \mSat{M}{!A}[v].\]The equivalence class~$[w]_\equiv$ of a world~$w$, or $[w]$ for short,is the set of all worlds $\equiv$-equivalent to~$w$:\[[w] = \Setabs{v}{v \equiv w}.\]\end{defn}\begin{prop}  Given $\mModel{M}$ and $\Gamma$, $\equiv$ as defined above is an  equivalence relation, i.e., it is reflexive, symmetric, and  transitive.\end{prop}\begin{proof}  The relation $\equiv$ is reflexive, since $w$ makes exactly the same  !!{formula}s from~$\Gamma$ true as itself. It is symmetric since if  $u$ makes the same !!{formula}s from~$\Gamma$ true as $v$, the same  holds for $v$ and~$u$. It is also transitive, since if $u$ makes the  same !!{formula}s from~$\Gamma$ true as~$v$, and $v$ as $w$, then  $u$ makes the same !!{formula}s from~$\Gamma$ true as~$w$.\end{proof}The relation $\equiv$, like any equivalence relation, divides~$W$ into\emph{partitions}, i.e., subsets of~$W$ which are pairwise disjoint,and together cover all of~$W$. Every $w \in W$ is !!a{element} of oneof the partitions, namely of~$[w]$, since $w \equiv w$. So thepartitions $[w]$ cover all of~$W$. They are pairwise disjoint, for if$u \in [w]$ and $u \in [v]$, then $u \equiv w$ and $u \equiv v$, andby symmetry and transitivity, $w \equiv v$, and so $[w] = [v]$.\end{document}

content/normal-modal-logic/filtrations/filtrations-def.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: filtrations-def\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{fil}\olsection{Filtrations}Rather than define ``the'' filtration of $\mModel{M}$ through$\Gamma$, we define when a model~$\mModel{M^*}$ counts as a filtrationof~$\mModel{M}$. All filtrations have the same set of worlds~$W^*$ andthe same valuation~$V^*$. But different filtrations may have differentaccessibility relations~$R^*$. To count as a filtration, $R^*$ has tosatisfy a number of conditions, however. These conditions are exactlywhat we'll require to prove the main result, namely that$\mSat{M}{!A}[w]$ iff $\mSat{M^*}{!A}[{[w]}]$, provided $!A \in\Gamma$.\begin{defn}\ollabel{defn:filtration}  Let $\Gamma$ be closed under subformulas and $\mModel{M} = \tuple{W,    R, V}$. A \emph{filtration of $\mModel{M}$ through $\Gamma$} is  any model $\mModel{M^*} = \tuple{W^*,R^*,V^*}$, where:  \begin{enumerate}  \item $W^* = \Setabs{[w]}{w \in W}$;  \item \ollabel{defn:filtration-R}%    For any $u,v \in W$:    \begin{enumerate}    \item \ollabel{defn:filtration-R1}%      If $Ruv$ then $R^*[u][v]$;    \tagitem{prvBox}{\ollabel{defn:filtration-R2}%      If $R^*[u][v]$ then for any $\Box !A \in \Gamma$, if      $\mSat{M}{\Box!A}[u]$ then $\mSat{M}{!A}[v]$}{};    \tagitem{prvDiamond}{\ollabel{defn:filtration-R3}%      If $R^*[u][v]$ then for any $\Diamond !A \in \Gamma$, if      $\mSat{M}{!A}[v]$ then $\mSat{M}{\Diamond!A}[u]$.}{}    \end{enumerate}  \item $V^*(p) = \Setabs{[u]}{u \in V(p)}$.  \end{enumerate}\end{defn}It's worthwhile thinking about what $V^*(p)$ is: the set consisting ofthe equivalence classes~$[w]$ of all worlds~$w$ where $p$ is truein~$\mModel{M}$. On the one hand, if $w \in V(p)$, then $[w] \inV^*(p)$ by that definition. However, it is not necessarily the casethat if $[w] \in V^*(p)$, then $w \in V(p)$. If $[w] \in V^*(p)$ weare only guaranteed that $[w] = [u]$ for \emph{some}~$u \in V(p)$. Ofcourse, $[w] = [u]$ means that $w \equiv u$.  So, when $[w] \inV^*(p)$ we can (only) conclude that $w \equiv u$ for some $u \inV(p)$.\begin{thm}\ollabel{thm:filtrations}  If $\mModel{M^*}$ is a filtration of $\mModel{M}$ through $\Gamma$,  then for every $!A \in \Gamma$ and $w \in W$, we have  $\mSat{M}{!A}[w]$ if and only if $\mSat{M^*}{!A}[{[w]}]$.\end{thm}\begin{proof}  By induction on $!A$, using the fact that $\Gamma$ is closed under  subformulas. Since $!A \in \Gamma$ and $\Gamma$ is closed under  sub-!!{formula}s, all sub-!!{formula}s of~$!A$ are also $\in  \Gamma$. Hence in each inductive step, the induction hypothesis  applies to the sub-!!{formula}s of~$!A$.  \begin{enumerate}    \tagitem{prvFalse}{\indcase{!A}{\lfalse}{Neither        $\mSat{M}{\indfrm}[w]$ nor $\mSat{M^*}{\indfrm}[{[w]}]$.}}{}    \tagitem{prvTrue}{\indcase{!A}{\ltrue}{Both        $\mSat{M}{\indfrm}[w]$ and $\mSat{M^*}{\indfrm}[{[w]}]$.}}{}    \item \indcase{!A}{p}{The left-to-right direction is immediate, as      $\mSat{M}{\indfrm}[w]$ only if $w \in V(p)$, which implies $[w]      \in V^*(p)$, i.e., $\mSat{M^*}{\indfrm}[{[w]}]$. Conversely,      suppose $\mSat{M^*}{\indfrm}[{[w]}]$, i.e., $[w] \in      V^*(p)$. Then for some $v \in V(p)$, $w \equiv v$. Of course      then also $\mSat{M}{p}[v]$. Since $w \equiv v$, $w$ and $v$ make      the same !!{formula}s from~$\Gamma$ true. Since by assumption $p      \in \Gamma$ and $\mSat{M}{p}[v]$, $\mSat{M}{\indfrm}[w]$.}    \tagitem{prvNot}{\iftag{probNot}{Exercise.}{\indcase{!A}{\lnot          !B}{$\mSat{M}{\indfrm}[w]$ iff $\mSat/{M}{!B}[w]$. By          induction hypothesis, $\mSat/{M}{!B}[w]$ iff          $\mSat/{M^*}{!B}[{[w]}]$.  Finally, $\mSat/{M^*}{!B}[{[w]}]$          iff $\mSat{M^*}{\indfrm}[{[w]}]$.}}}{}            \tagitem{prvAnd}{\iftag{probAnd}{Exercise.}{\indcase{!A}{(!B \land          !C)}{$\mSat{M}{\indfrm}[w]$ iff $\mSat{M}{!B}[w]$ and          $\mSat{M}{!C}[w]$. By induction hypothesis, $\mSat{M}{!B}[w]$          iff $\mSat{M^*}{!B}[{[w]}]$, and $\mSat{M}{!C}[w]$ iff          $\mSat{M^*}{!C}[{[w]}]$. And $\mSat{M^*}{\indfrm}[{[w]}]$          iff $\mSat{M^*}{!B}[{[w]}]$ and          $\mSat{M^*}{!C}[{[w]}]$.}}}{}    \tagitem{prvOr}{\iftag{probOr}{Exercise.}{\indcase{!A}{(!B \lor          !C)}{$\mSat{M}{\indfrm}[w]$ iff $\mSat{M}{!B}[w]$ or          $\mSat{M}{!C}[w]$. By induction hypothesis, $\mSat{M}{!B}[w]$          iff $\mSat{M^*}{!B}[{[w]}]$, and $\mSat{M}{!C}[w]$ iff          $\mSat{M^*}{!C}[{[w]}]$. And $\mSat{M^*}{\indfrm}[{[w]}]$          iff $\mSat{M^*}{!B}[{[w]}]$ or          $\mSat{M^*}{!C}[{[w]}]$.}}}{}    \tagitem{prvIf}{\iftag{probIf}{Exercise.}{\indcase{!A}{(!B \lif          !C)}{$\mSat{M}{\indfrm}[w]$ iff $\mSat/{M}{!B}[w]$ or          $\mSat{M}{!C}[w]$. By induction hypothesis, $\mSat{M}{!B}[w]$          iff $\mSat{M^*}{!B}[{[w]}]$, and $\mSat{M}{!C}[w]$ iff          $\mSat{M^*}{!C}[{[w]}]$. And $\mSat{M^*}{\indfrm}[{[w]}]$          iff $\mSat/{M^*}{!B}[{[w]}]$ or          $\mSat{M^*}{!C}[{[w]}]$.}}}{}    \tagitem{prvIff}{\iftag{probIff}{Exercise.}{\indcase{!A}{(!B \liff          !C)}{$\mSat{M}{\indfrm}[w]$ iff $\mSat{M}{!B}[w]$ and          $\mSat{M}{!C}[w]$, or $\mSat/{M}{!B}[w]$ and          $\mSat/{M}{!C}[w]$. By induction hypothesis, $\mSat{M}{!B}[w]$          iff $\mSat{M^*}{!B}[{[w]}]$, and $\mSat{M}{!C}[w]$ iff          $\mSat{M^*}{!C}[{[w]}]$. And $\mSat{M^*}{\indfrm}[{[w]}]$          iff $\mSat{M^*}{!B}[{[w]}]$ and          $\mSat{M^*}{!C}[{[w]}]$, or $\mSat/{M^*}{!B}[{[w]}]$ and          $\mSat/{M^*}{!C}[{[w]}]$.}}}{}    \tagitem{prvBox}{\iftag{probBox}{Exercise.}{\indcase{!A}{\Box          !B}{Suppose $\mSat{M}{\indfrm}[w]$; to show that          $\mSat{M^*}{\indfrm}[{[w]}]$, let $v$ be such that          $R^*[w][v]$. From          \olref{defn:filtration}\olref{defn:filtration-R2}, we have          that $\mSat{M}{!B}[v]$, and by inductive hypothesis          $\mSat{M^*}{!B}[{[v]}]$. Since $v$ was arbitrary,          $\mSat{M^*}{\indfrm}[{[w]}]$ follows.          Conversely, suppose $\mSat{M^*}{\indfrm}[{[w]}]$ and let $v$          be arbitrary such that $Rwv$. From          \olref{defn:filtration}\olref{defn:filtration-R1}, we have          $R^*[w][v]$, so that $\mSat{M^*}{!B}[{[v]}]$; by inductive          hypothesis $\mSat{M}{!B}[v]$, and since $v$ was arbitrary,          $\mSat{M}{\indfrm}[w]$.}}}{}        \tagitem{prvDiamond}{\iftag{probDiamond}{Exercise.}{\indcase{!A}{\Diamond          !B}{Suppose $\mSat{M}{\indfrm}[w]$. Then for some $v \in W$,          $Rwv$ and $\mSat{M}{!B}[v]$.  By inductive hypothesis          $\mSat{M^*}{!B}[{[v]}]$, and by          \olref{defn:filtration}\olref{defn:filtration-R1}, we have          $R^*[w][v]$. Thus, $\mSat{M^*}{\indfrm}[{[w]}]$.          Now suppose $\mSat{M^*}{\indfrm}[{[w]}]$. Then for some $[v]          \in W^*$ with $R^*[w][v]$, $\mSat{M^*}{!B}[{[v]}]$.  By          inductive hypothesis $\mSat{M}{!B}[v]$.  By          \olref{defn:filtration}\olref{defn:filtration-R3}, we have          that $\mSat{M}{\indfrm}[w]$.}}}{}  \end{enumerate}\end{proof}\begin{prob}  Complete the proof of \olref[nml][fil][fil]{thm:filtrations}\end{prob}What holds for truth at worlds in a model also holds for truth in amodel and validity in a class of models.\begin{cor}  Let $\Gamma$ be closed under subformulas. Then:  \begin{enumerate}  \item If $\mModel{M^*}$ is a filtration of $\mModel{M}$ through    $\Gamma$ then for any $!A \in \Gamma$: $\mSat{M}{!A}$ if and only    if $\mSat{M^*}{!A}$.  \item If $\mClass{C}$ is a class of models and $\Gamma(\mClass{C})$    is the class of $\Gamma$-filtrations of models in $\mClass{C}$,    then any !!{formula}~$!A \in \Gamma$ is valid in $\mClass{C}$ if    and only if it is valid in $\Gamma(\mClass{C})$.  \end{enumerate}\end{cor}\end{document}

content/normal-modal-logic/filtrations/examples-of-filtrations.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: examples-of-filtrations\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{exf}\olsection{Examples of Filtrations}We have not yet shown that there are any filtrations. But indeed, forany model $\mModel{M}$, there are many filtrations of $\mModel{M}$through $\Gamma$. We identify two, in particular: the finest andcoarsest filtrations. Filtrations of the same models will differ intheir accessibility relation (as \olref[fil]{defn:filtration} stipulatesdirectly what $W^*$ and~$V^*$ should be). The finest filtrationwill have as few related worlds as possible, whereas the coarsest willhave as many as possible.\begin{defn}  Where $\Gamma$ is closed under subformulas, the \emph{finest}  filtration $\mModel{M^*}$ of a model $\mModel{M}$ is defined by putting:  \[  R^*[u][v] \quad \text{if and only if} \quad \exists u'\in [u] \;  \exists v' \in [v] : Ru'v'.  \]\end{defn}\begin{prop}\ollabel{prop:finest}  The finest filtration $\mModel{M^*}$ is indeed a filtration. \end{prop}\begin{proof}  We need to check that $R^*$, so defined, satisfies  \olref[fil]{defn:filtration}\olref[fil]{defn:filtration-R}. We check  the three conditions in turn.  If $Ruv$ then since $u \in [u]$ and $v \in [v]$, also $R^*[u][v]$,  so \olref[fil]{defn:filtration-R1} is satisfied.    \iftag{prvBox}{\iftag{probBox}{We leave the verification of      \olref[fil]{defn:filtration-R2} as an exercise.}{For        \olref[fil]{defn:filtration-R2}, suppose $\Box!A \in \Gamma$,        $R^*[u][v]$, and $\mSat{M}{\Box!A}[u]$. By definition of        $R^*$, there are $u' \equiv u$ and $v' \equiv v$ such that        $Ru'v'$. Since $u$ and $u'$ agree on $\Gamma$, also        $\mSat{M}{\Box!A}[u']$, so that $\mSat{M}{!A}[v']$. By closure        of $\Gamma$ under sub-!!{formula}s, $v$ and $v'$ agree on        $!A$, so $\mSat{M}{!A}[v]$, as desired.}}{}    \iftag{prvDiamond}{\iftag{probDiamond}{We leave the verification of      \olref[fil]{defn:filtration-R3} as an exercise.}{To verify        \olref[fil]{defn:filtration-R3}, suppose $\Diamond!A \in        \Gamma$, $R^*[u][v]$, and $\mSat{M}{!A}[v]$.  By definition of        $R^*$, there are $u' \equiv u$ and $v' \equiv v$ such that        $Ru'v'$. Since $v$ and $v'$ agree on~$\Gamma$, and $\Gamma$ is        closed under sub-!!{formula}s, also $\mSat{M}{!A}[v']$, so        that $\mSat{M}{\Diamond !A}[u']$.  Since $u$ and $u'$ also        agree on $\Gamma$, $\mSat{M}{\Diamond !A}[u]$.}}{}\end{proof}\begin{probtag}{probBox,probDiamond}  Complete the proof of \olref[nml][fil][exf]{prop:finest}.\end{probtag}\begin{defn}  Where $\Gamma$ is closed under subformulas, the \emph{coarsest}  filtration~$\mModel{M^*}$ of a model~$\mModel{M}$ is defined by  putting $R^*[u][v]$ if and only if  \iftag{notprvBox,notprvDiamond}{the following condition is    met:}{\emph{both} of the following conditions are met:}  \begin{tagenumerate}{prvBox,prvDiamond}  \tagitem{prvBox}{\ollabel{defn:coarsest-Box}If $\Box!A \in \Gamma$    and $\mSat{M}{\Box!A}[u]$ then    $\mSat{M}{!A}[v]$\iftag{prvDiamond}{;}{.}}{}  \tagitem{prvDiamond}{\ollabel{defn:coarsest-Diamond}If $\Diamond!A    \in \Gamma$ and $\mSat{M}{!A}[v]$ then    $\mSat{M}{\Diamond!A}[u]$.}{}  \end{tagenumerate}\end{defn}\begin{prop}  The coarsest filtration $\mModel{M^*}$ is indeed a filtration. \end{prop}\begin{proof}  Given the definition of $R^*$, the only condition that is left to  verify is the implication from $Ruv$ to $R^*[u][v]$. So assume  $Ruv$. \iftag{prvBox}{Suppose $\Box!A \in \Gamma$ and    $\mSat{M}{\Box!A}[u]$; then obviously    $\mSat{M}{!A}[v]$\iftag{prvDiamond}{, and      \olref{defn:coarsest-Box} is      satisfied. }{.}}{}\iftag{prvDiamond}{Suppose $\Diamond!A \in    \Gamma$ and $\mSat{M}{!A}[v]$. Then $\mSat{M}{\Diamond!A}[u]$    since~$Ruv$\iftag{prvBox}{, and \olref{defn:coarsest-Diamond} is      satisfied}{}.}{}\end{proof}\begin{ex}  Let $W = \PosInt$, $Rnm$ iff $m = n + 1$, and $V(p) = \Setabs{2n}{n \in    \Nat}$. The model $\mModel{M} = \tuple{W, R, V}$ is depicted in  \olref{fig:ex-filtration}. The worlds are $1$, $2$, etc.; each  world can access exactly one other world---its successor---and $p$ is  true at all and only the even numbers.  \begin{figure}    \centering    \begin{tikzpicture}[modal]      \node[world] (1) [label=below:\mFalse{p}] {$1$};      \node[world] (2) [label=below:\mTrue{p}, right=of 1] {$2$};      \node[world] (3) [label=below:\mFalse{p}, right=of 2] {$3$};      \node[world] (4) [label=below:\mTrue{p}, right=of 3] {$4$};      \node[phantom] (5) [right=of 4] {};      \draw[->] (1) to (2);      \draw[->] (2) to (3);      \draw[->] (3) to (4);      \draw[dotted] (4) to (5);    \end{tikzpicture}    \begin{tikzpicture}[modal]      \node[world] (1) [label=below:\mFalse{p}] {$[1]$};      \node[world] (2) [label=below:\mTrue{p}, right=of 1] {$[2]$};      \draw[->,bend left] (1) to (2);      \draw[->,bend left] (2) to (1);            \node[world] (3) [label=below:\mFalse{p},right=of 2] {$[1]$};      \node[world] (4) [label=below:\mTrue{p}, right=of 3] {$[2]$};      \draw[->,bend left] (3) to (4);      \draw[->,bend left] (4) to (3);      \draw[->,reflexive above] (4) to (4);    \end{tikzpicture}    \caption{An infinite model and its filtrations.}    \ollabel{fig:ex-filtration}  \end{figure}    Now let $\Gamma$ be the set of sub-!!{formula}s of~$\Box p \lif p$,  i.e., $\{p, \Box p, \Box p \lif p\}$. $p$ is true at all and only  the even numbers, $\Box p$ is true at all and only the odd numbers,  so $\Box p \lif p$ is true at all and only the even numbers. In  other words, every odd number makes $\Box p$ true but $p$ and $\Box  p \lif p$ false; every even number makes $p$ and $\Box p \lif p$  true, but $\Box p$ false. So $W^* = \{ [1], [2] \}$, where $[1] =  \{1, 3, 5, \dots\}$ and $[2] = \{2, 4, 6, \dots\}$. Since $2 \in  V(p)$, $[2] \in V^*(p)$; since $1 \notin V(p)$, $[1] \notin  V^*(p)$. So $V^*(p) = \{[2]\}$.  Any filtration based on $W^*$ must have an accessibility relation  that includes $\tuple{[1], [2]}, \tuple{[2],[1]}$: since $R12$, we  must have $R^*[1][2]$ by  \olref[fil]{defn:filtration}\olref[fil]{defn:filtration-R1}, and  since $R23$ we must have $R^*[2][3]$, and $[3]=[1]$. It cannot  include $\tuple{[1],[1]}$: if it did, we'd have $R^*[1][1]$,  $\mSat{M}{\Box p}[1]$ but $\mSat/{M}{p}[1]$, contradicting  \olref[fil]{defn:filtration-R2}. Nothing requires or rules out that  $R^*[2][2]$. So, there are two possible filtrations of~$\mModel{M}$,  corresponding to the two accessibility relations  \[  \{\tuple{[1],[2]}, \tuple{[2],[1]}\} \text{ and }  \{\tuple{[1],[2]}, \tuple{[2],[1]}, \tuple{[2],[2]}\}.  \]  In either case, $p$ and $\Box p \lif p$ are false and $\Box p$ is  true at~$[1]$; $p$ and $\Box p \lif p$ are true and $\Box p$ is  false at~$[2]$.\end{ex}\begin{prob}  Consider the following model $\mModel{M} = \tuple{W, R, V}$ where $W  = \Setabs{0\sigma}{\sigma \in \Bin^*}$, the set of sequences of $0$s  and~$1$s starting with~$0$, with $R\sigma\sigma'$ iff $\sigma' =  \sigma 0$ or $\sigma' = \sigma 1$, and $V(p) = \Setabs{\sigma    0}{\sigma \in \Bin^*}$ and $V(q) = \Setabs{\sigma 1}{\sigma \in    \Bin^* \setminus \{1\}}$. Here's a picture:  \begin{center}    \begin{tikzpicture}[modal,        node distance=2cm      ]      \node[world] (0) [label={below:\mTrue{p}\\\mFalse{q}},font=\tiny] {$0$};      \node[world] (00) [label={below:\mTrue{p}\\\mFalse{q}},        above right=of 0,font=\tiny] {$00$};      \node[world] (000) [label={below:\mTrue{p}\\\mFalse{q}},        right=of 00, yshift=.8cm, font=\tiny] {$000$};      \node[phantom] (0000) [right=of 000, yshift=.5cm] {};      \node[phantom] (0001) [right=of 000, yshift=-.5cm] {};      \node[world] (001) [label={below:\mFalse{p}\\\mTrue{q}},        right=of 00, yshift=-.8cm, font=\tiny] {$001$};      \node[phantom](0010) [right=of 001, yshift=.5cm] {};      \node[phantom](0011) [right=of 001, yshift=-.5cm] {};      \node[world] (01) [label={below:\mFalse{p}\\\mTrue{q}},        below right=of 0,font=\tiny] {$01$};      \node[world] (010) [label={below:\mTrue{p}\\\mFalse{q}},        right=of 01, yshift=.8cm,font=\tiny] {$010$};      \node[phantom] (0100) [right=of 010, yshift=.5cm] {};      \node[phantom] (0101) [right=of 010, yshift=-.5cm] {};      \node[world] (011) [label={below:\mFalse{p}\\\mTrue{q}},        right=of 01, yshift=-.8cm,font=\tiny] {$011$};      \node[phantom] (0110) [right=of 011, yshift=.5cm] {};      \node[phantom] (0111) [right=of 011, yshift=-.5cm] {};      \draw[->] (0) to (00);      \draw[->] (0) to (01);      \draw[->] (00) to (000);      \draw[dotted] (000) to (0000);      \draw[dotted] (000) to (0001);      \draw[->] (00) to (001);      \draw[dotted] (001) to (0010);      \draw[dotted] (001) to (0011);      \draw[->] (01) to (010);      \draw[dotted] (010) to (0100);      \draw[dotted] (010) to (0101);      \draw[->] (01) to (011);      \draw[dotted] (011) to (0110);      \draw[dotted] (011) to (0111);    \end{tikzpicture}  \end{center}  We have $\mSat/{M}{\Box(p \lor q) \lif (\Box p \lor \Box q)}[w]$ for  every~$w$.  Let $\Gamma$ be the set of sub-!!{formula}s of~$\Box(p \lor q) \lif  (\Box p \lor \Box q)$. What are $W^*$ and~$V^*$?  What is the  accessibility relation of the finest filtration of~$\mModel{M}$? Of the  coarsest?\end{prob}\end{document}

content/normal-modal-logic/filtrations/finite.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: finite\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{fin}\olsection{Filtrations are Finite}We've defined filtrations for any set~$\Gamma$ that is closed undersub-!!{formula}s. Nothing in the definition itself guarantees thatfiltrations are finite. In fact, when $\Gamma$ is infinite (e.g., isthe set of all !!{formula}s), it may well be infinite. However, if$\Gamma$ is finite (e.g., when it is the set of sub-!!{formula}s of agiven !!{formula}~$!A$), so is any filtration through~$\Gamma$.\begin{prop}\ollabel{prop:filt-are-finite}  If $\Gamma$ is finite then any filtration $\mModel{M^*}$ of a model  $\mModel{M}$ through $\Gamma$ is also finite.\end{prop}\begin{proof}  The size of $W^*$ is the number of different classes~$[w]$ under the  equivalence relation~$\equiv$. Any two worlds $u$, $v$ in such  class---that is, any $u$ and $v$ such that~$u \equiv v$---agree on  all !!{formula}s~$!A$ in~$\Gamma$, $!A \in \Gamma$ either $!A$ is  true at both $u$ and $v$, or at neither. So each class~$[w]$  corresponds to subset of~$\Gamma$, namely the set of all $!A \in  \Gamma$ such that $!A$ is true at the worlds in~$[w]$. No two  different classes $[u]$ and $[v]$ correspond to the same subset  of~$\Gamma$. For if the set of !!{formula}s true at $u$ and that of  !!{formula}s true at $v$ are the same, then $u$ and $v$ agree on all  formulas in~$\Gamma$, i.e., $u \equiv v$. But then $[u] = [v]$.  So,  there is !!a{injective} function from $W^*$ to $\Pow{\Gamma}$, and  hence $\card{W^*} \le \card{\Pow{\Gamma}}$.  Hence if $\Gamma$  contains $n$ sentences, the cardinality of $W^*$ is no greater  than~$2^n$.\end{proof}\end{document}

content/normal-modal-logic/filtrations/S5-fmp.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: S5-fmp\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{fmp}\olsection{\Log{K} and \Log{S5} have the Finite Model Property}\begin{defn}  A system $\Sigma$ of modal logic is said to have the \emph{finite    model property} if whenever !!a{formula}~$!A$ is true at a world  in a model of $\Sigma$ then $!A$ is true at a world in a  \emph{finite} model of~$\Sigma$.\end{defn}\begin{prop}\ollabel{prop:K-fmp}  \Log{K} has the finite model property.\end{prop}\begin{proof}  \Log{K} is the set of valid !!{formula}s, i.e., any model is a model  of~\Log{K}.  By \olref[fil]{thm:filtrations}, if  $\mSat{M}{!A}[w]$, then $\mSat{M^*}{!A}[w]$ for any filtration  of~$\mModel{M}$ through the set $\Gamma$ of sub-!!{formula}s  of~$!A$. Any !!{formula} only has finitely many sub-!!{formula}s, so  $\Gamma$ is finite. By \olref[fin]{prop:filt-are-finite},  $\card{W^*} \le 2^n$, where $n$ is the number of !!{formula}s  in~$\Gamma$. And since \Log{K} imposes no restriction on models,  $\mModel{M^*}$ is a \Log{K}-model.\end{proof}To show that a logic~\Log{L} has the finite model property viafiltrations it is essential that the filtration of an \Log{L}-model isitself a \Log{L}-model. Often this requires a fair bit of work, andnot any filtration yields a \Log{L}-model. However, for universalmodels, this still holds.\begin{prop}\ollabel{prop:univ-fin}  Let $\mClass{U}$ be the class of universal models (see  \olref[frd][es5]{prop:S5=univ}) and $\mClass{U}_\mathrm{Fin}$ the  class of all finite universal models. Then any !!{formula}~$!A$ is  valid in $\mClass{U}$ if and only if it is valid in  $\mClass{U}_\mathrm{Fin}$.\end{prop}\begin{proof}  Finite universal models are universal models, so the left-to-right  direction is trivial. For the right-to left direction, suppose  that~$!A$ is false at some world $w$ in a universal model  $\mModel{M}$. Let $\Gamma$ contain $!A$ as well as all of its  subformulas; clearly $\Gamma$ is finite. Take a filtration  $\mModel{M^*}$ of $\mModel{M}$; then $\mModel{M^*}$ is finite by  \olref[fin]{prop:filt-are-finite}, and by  \olref[fil]{thm:filtrations}, $!A$ is false at $[w]$ in  $\mModel{M^*}$. It remains to observe that $\mModel{M^*}$ is also  universal: given $u$ and $v$, by hypothesis $Ruv$ and by  \olref[fil]{defn:filtration}\olref[fil]{defn:filtration-R},  also $R^*[u][v]$.\end{proof}\begin{cor}\ollabel{cor:S5fmp}  \Log{S5} has the finite model property.\end{cor}\begin{proof}  By \olref[frd][es5]{prop:S5=univ}, if $!A$ is true at a world in  some reflexive and euclidean model then it is true at a world in a  universal model. By \olref{prop:univ-fin}, it is true at a world in  a finite universal model (namely the filtration of the model through  the set of sub-!!{formula}s of~$!A$). Every universal model is also  reflexive and euclidean; so $!A$ is true at a world in a finite  reflexive euclidean model.\end{proof}\begin{prob}  Show that any filtration of a serial or reflexive model is also  serial or reflexive (respectively).\end{prob}\begin{prob}  Find a non-symmetric (non-transitive, non-euclidean) filtration of a  symmetric (transitive, euclidean) model.\end{prob}\end{document}

content/normal-modal-logic/filtrations/S5-decidable.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: S5-decidable\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{dec}\olsection{\Log{S5} is Decidable}The finite model property gives us an easy way to show that systems ofmodal logic given by schemas are \emph{decidable} (i.e., that there isa computable procedure to determine whether !!a{formula} is !!{derivable} inthe system or not).\begin{thm}  \Log{S5} is decidable.\end{thm}\begin{proof}  Let $!A$ be given, and suppose the !!{propositional variable}s  occurring in $!A$ are among $p_1$, \dots, $p_k$.  Since for each  $n$ there are only finitely many models with $n$ worlds assigning a  value to $p_1$, \dots, $p_k$, we can enumerate, \emph{in parallel}, all  the theorems of \Log{S5} by generating proofs in some systematic  way; and all the models containing $1$, $2$, \dots worlds and checking  whether $!A$ fails at a world in some such model. Eventually  one of the two parallel processes will give an answer, as by  \olref[com][fra]{thm:generaldet} and \olref[fmp]{cor:S5fmp}, either  $!A$ is !!{derivable} or it fails in a finite universal model.\end{proof}The above proof works for \Log{S5} because filtrations of universalmodels are automatically universal. The same holds for reflexivity andseriality, but more work is needed for other properties.\end{document}

content/normal-modal-logic/filtrations/more-filtrations.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: more-filtrations\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{acc}\olsection{Filtrations and Properties of Accessibility}As noted, filtrations of universal, serial, and reflexive models arealways also universal, serial, or reflexive. But not every filtrationof a symmetric or transitive model is symmetric or transitive,respectively. In some cases, however, it is possible to definefiltrations so that this does hold. In order to do so, we proceed asin the definition of the coarsest filtration, but add additionalconditions to the definition of~$R^*$.  Let $\Gamma$ be closed undersub-!!{formula}s. Consider the relations~$C_i(u,v)$ in\olref{tab:Cn-filtrations} between worlds $u$, $v$ in a model$\mModel{M} =\tuple{W, R, V}$. We can define $R^*[u][v]$ on the basisof combinations of these conditions. For instance, if we stipulatethat $R^*[u][v]$ iff the condition $C_1(u,v)$ holds, we get exactlythe coarsest filtration. If we stipulate $R^*[u][v]$ iff both$C_1(u,v)$ and $C_2(u, v)$ hold, we get a different filtration. It is``finer'' than the coarsest since fewer pairs of worlds satisfy$C_1(u,v)$ and $C_2(u,v)$ than $C_1(u,v)$ alone.\begin{table}[ht]  \centering  \begin{tabular}{|ll|}    \hline    \multirow{2}{*}{$C_1(u,v)$:}    \iftag{prvBox}{&      if $\Box!A \in \Gamma$ and $\mSat{M}{\Box!A}[u]$      then $\mSat{M}{!A}[v]$;\iftag{prvDiamond}{ and}{}\\}{}    \iftag{prvDiamond}{&      if $\Diamond!A \in \Gamma$  and $\mSat{M}{!A}[v]$      then $\mSat{M}{\Diamond!A}[u]$; \\}{}    \hline    \multirow{2}{*}{$C_2(u,v)$:}     \iftag{prvBox}{&      if $\Box!A \in \Gamma$ and $\mSat{M}{\Box!A}[v]$      then $\mSat{M}{!A}[u]$;\iftag{prvDiamond}{ and}{}\\}{}    \iftag{prvDiamond}{&      if $\Diamond!A \in \Gamma$ and $\mSat{M}{!A}[u]$      then $\mSat{M}{\Diamond!A}[v]$; \\}{}    \hline    \multirow{2}{*}{$C_3(u,v)$:}    \iftag{prvBox}{&      if $\Box!A \in \Gamma$ and $\mSat{M}{\Box!A}[u]$      then $\mSat{M}{\Box!A}[v]$;\iftag{prvDiamond}{ and}{}\\}{}    \iftag{prvDiamond}{&      if $\Diamond!A \in \Gamma$ and $\mSat{M}{\Diamond!A}[v]$      then $\mSat{M}{\Diamond!A}[u]$; \\}{}    \hline    \multirow{2}{*}{$C_4(u,v)$:}    \iftag{prvBox}{&      if $\Box!A \in \Gamma$ and $\mSat{M}{\Box!A}[v]$      then $\mSat{M}{\Box!A}[u]$;\iftag{prvDiamond}{ and}{}\\}{}    \iftag{prvDiamond}{&      if $\Diamond!A \in \Gamma$ and $\mSat{M}{\Diamond!A}[u]$      then $\mSat{M}{\Diamond!A}[v]$; \\}{}    \hline    \end{tabular}  \caption{Conditions on possible worlds for defining    filtrations.}  \ollabel{tab:Cn-filtrations}\end{table}\begin{thm}\ollabel{thm:more-filtrations}  Let $\mModel{M} =\tuple{W,R,V}$ be a model, $\Gamma$ closed under  sub-!!{formula}s. Let $W^*$ and $V^*$ be defined as in  \olref[fil]{defn:filtration}. Then:  \begin{enumerate}  \item Suppose $R^*[u][v]$ if and only if $C_1(u, v) \land    C_2(u,v)$. Then $R^*$ is symmetric, and $\mModel{M^*} =    \tuple{W^*,R^*,V^*}$ is a filtration if $\mModel{M}$ is symmetric.  \item Suppose $R^*[u][v]$ if and only if $C_1(u, v)    \land C_3(u,v)$. Then $R^*$ is transitive, and    $\mModel{M^*}=\tuple{W^*,R^*,V^*}$ is a filtration if $\mModel{M}$    is transitive.  \item Suppose $R^*[u][v]$ if and only if $C_1(u, v) \land C_2(u,v)    \land C_3(u,v) \land C_4(u,v)$. Then $R^*$ is symmetric and    transitive, and $\mModel{M^*}=\tuple{W^*,R^*,V^*}$ is a filtration    if $\mModel{M}$ is symmetric and transitive.  \item Suppose $R^*$ is defined as $R^*[u][v]$ if and only if $C_1(u,    v) \land C_3(u,v) \land C_4(u,v)$. Then $R^*$ is transitive and    euclidean, and $\mModel{M^*}=\tuple{W^*,R^*,V^*}$ is a filtration    if $\mModel{M}$ is transitive and euclidean.  \end{enumerate}\end{thm}\begin{proof}  \begin{enumerate}    \item It's immediate that $R^*$ is symmetric, since $C_1(u,v)      \Leftrightarrow C_2(v,u)$ and $C_2(u,v) \Leftrightarrow      C_1(v,u)$. So it's left to show that if $\mModel{M}$ is      symmetric then $\mModel{M^*}$ is a filtration      through~$\Gamma$. Condition $C_1(u,v)$ guarantees that      \iftag{prvBox}{%        \iftag{prvDiamond}{%          \olref[fil]{defn:filtration-R2} and          \olref[fil]{defn:filtration-R3} of          \olref[fil]{defn:filtration} are}{%          \olref[fil]{defn:filtration}\olref[fil]{defn:filtration-R2} is}}{%        \olref[fil]{defn:filtration}\olref[fil]{defn:filtration-R3} is}      satisfied. So we just have to verify      \olref[fil]{defn:filtration}\olref[fil]{defn:filtration-R1},      i.e., that $Ruv$ implies $R^*[u][v]$.      So suppose $Ruv$. To show $R^*[u][v]$ we need to establish that      $C_1(u,v)$ and $C_2(u,v)$. For $C_1$: \iftag{prvBox}{if $\Box!A        \in\Gamma$ and $\mSat{M}{\Box!A}[u]$ then also        $\mSat{M}{!A}[v]$ (since $Ruv$).\iftag{prvDiamond}{ Similarly,        }{}}{}\iftag{prvDiamond}{if $\Diamond!A \in \Gamma$ and        $\mSat{M}{!A}[v]$ then $\mSat{M}{\Diamond!A}[u]$ since        $Ruv$.}{} For $C_2$: \iftag{prvBox}{if $\Box!A \in \Gamma$ and        $\mSat{M}{\Box!A}[v]$ then $Ruv$ implies $Rvu$ by symmetry, so        that $\mSat{M}{!A}[u]$.\iftag{prvDiamond}{ Similarly,        }{}}{}\iftag{prvDiamond}{if $\Diamond!A \in\Gamma$ and        $\mSat{M}{!A}[u]$ then $\mSat{M}{\Diamond!A}[v]$ (since $Rvu$        by symmetry).}{}    \item Exercise.    \item Exercise.    \item Exercise.  \end{enumerate}\end{proof}\begin{prob}  Complete the proof of \olref[nml][fil][acc]{thm:more-filtrations}.\end{prob}\end{document}

content/normal-modal-logic/filtrations/euclidean-filtrations.tex

% Part: normal-modal-logic% Chapter: filtrations% Section: euclidean-filtrations\documentclass[../../../include/open-logic-section]{subfiles}\begin{document}\olfileid{nml}{fil}{euc}\olsection{Filtrations of Euclidean Models}The approach of \olref[acc]{sec} does not work in the case of modelsthat are euclidean or serial and euclidean. Consider the model at thetop of \olref{fig:ser-eucl}, which is both euclidean and serial. Let$\Gamma = \{p, \Box p \}$. When taking a filtration through $\Gamma$,then $[w_1] = [w_3]$ since $w_1$ and $w_3$ are the only worlds thatagree on~$\Gamma$. Any filtration will also have the arrow inheritedfrom $\mModel{M}$, as depicted in \olref{fig:ser-eucl2}. That modelisn't euclidean. Moreover, we cannot add arrows to that model in orderto make it euclidean. We would have to add double arrows between$[w_2]$ and $[w_4]$, and then also between $w_2$ and~$w_5$. But $\Boxp$ is supposed to be true at~$w_2$, while $p$ is false at~$w_5$.\begin{figure}[htpb]  \centering  \begin{tikzpicture}[modal]    \node[world] (w1)          [label={left: \mFalse{p}},            label={below: $\mSat{{}}{\Box p}$}] {$w_1$};     \node[world] (w2)          [label={right: \mTrue{p}},            label = {below: $\mSat{{}}{\Box p}$},            right=of w1] {$w_2$};     \draw[->] (w1) to (w2);    \node[world] (w3)          [label={left: \mFalse{p}},            label={below: $\mSat{{}}{\Box p}$},            below=of w1] {$w_3$};     \node[world] (w4)          [label={right:\mTrue{p}},            label={below: $\mSat/{{}}{\Box p}$},            right=of w3] {$w_4$};    \draw[->] (w3) to (w4);    \draw[reflexive above] (w4) to (w4);         \node[world] (w5)          [label={right: \mFalse{p}},            label=below:$\mSat/{{}}{\Box p}$,            right=of w4] {$w_5$};     \draw[->, bend left] (w4) to (w5);    \draw[->, bend left] (w5) to (w4);    \draw[reflexive above] (w5) to (w5);       \end{tikzpicture}  \caption{A serial and euclidean model.}  \ollabel{fig:ser-eucl}\end{figure}\begin{figure}[ht]  \centering  \begin{tikzpicture}[modal,every text node part/.style={align=center}]    \node[world] (w1)          [label={left: \mFalse{p}},            label={right:$[w_1]=[w_3]$},            label={below: $\mSat{{}}{\Box p}$}] {$[w_1]$};     \node[world] (w2)         [label={right: \mTrue{p}},           label = {below: $\mSat{{}}{\Box p}$},           right=of w1, yshift=1.5cm] {$[w_2]$};     \draw[->] (w1) to (w2);    \node[world] (w4)         [label={right:\mTrue{p}},           label={below: $\mSat/{{}}{\Box p}$},           right=of w1,yshift=-1.5cm] {$[w_4]$};    \draw[->] (w1) to (w4);    \draw[reflexive above] (w4) to (w4);         \node[world] (w5)         [label={right: \mFalse{p}},             label=below:$\mSat/{{}}{\Box p}$,             right=of w4] {$[w_5]$};     \draw[->, bend left] (w4) to (w5);    \draw[->, bend left] (w5) to (w4);    \draw[reflexive above] (w5) to (w5);       \end{tikzpicture}  \caption{The filtration of the model in \olref{fig:ser-eucl}.}  \ollabel{fig:ser-eucl2}\end{figure}In particular, to obtain a euclidean filtration it is not enough toconsider filtrations through arbitrary $\Gamma$'s closed undersub-!!{formula}s. Instead we need to consider sets $\Gamma$ that are\emph{modally closed} (see \olref[pre]{defn:modallyclosed}). Such setsof sentences are infinite, and therefore do not immediately yield afinite model property or the decidability of the corresponding system.\begin{thm}\ollabel{thm:modal-closed-filt}  Let $\Gamma$ be modally closed, $\mModel{M}=\tuple{W,R,V}$, and  $\mModel{M^*} = \tuple{W^*,R^*,V^*}$ be a coarsest filtration of  $\mModel{M}$.  \begin{enumerate}  \item If $\mModel{M}$ is symmetric, so is $\mModel{M^*}$.  \item If $\mModel{M}$ is transitive, so is $\mModel{M^*}$.  \item If $\mModel{M}$ is euclidean, so is $\mModel{M^*}$.  \end{enumerate}\end{thm}\begin{proof}\begin{enumerate}  \item If $\mModel{M^*}$ is a coarsest filtration, then by definition    $R^*[u][v]$ holds if and only if $C_1(u,v)$. For transitivity,    suppose $C_1(u,v)$ and $C_1(v,w)$; we have to show    $C_1(u,w)$. \iftag{prvBox}{Suppose $\mSat{M}{\Box !A}[u]$; then      $\mSat{M}{\Box\Box!A}[u]$ since \Ax{4} is valid in all      transitive models; since $\Box\Box!A \in \Gamma$ by closure,      also by $C_1(u,v)$, $\mSat{M}{\Box!A}[v]$ and by $C_1(v,w)$,      also $\mSat{M}{!A}[w]$. }{}\iftag{prvDiamond}{Suppose      $\mSat{M}{!A}[w]$; then $\mSat{M}{\Diamond !A}[v]$ by      $C_1(v,w)$, since $\Diamond !A \in \Gamma$ by modal closure. By      $C_1(u,v)$, we get $\mSat{M}{\Diamond\Diamond !A}[u]$ since      $\Diamond\Diamond!A \in \Gamma$ by modal closure. Since      $\Ax{4}_\Diamond$ is valid in all transitive models,      $\mSat{M}{\Diamond!A}[u]$.}{}  \item Exercise. Use the fact that both \Ax{5} and $\Ax{5_\Diamond}$    are valid in all euclidean models.  \item Exercise. Use the fact that \Ax{B} and $\Ax{B_\Diamond}$ are    valid in all symmetric models.\end{enumerate}\end{proof}\begin{prob}  Complete the proof of \olref[nml][fil][euc]{thm:modal-closed-filt}.\end{prob}\end{document}