Completeness of Dense Linear Orders Without Endpoints (Theorem # 4306)
Theorem
Let $\mathcal{L} = \{<\}$ be the first-order language with equality and one binary relation symbol. Let $\operatorname{DLO}$ be the $\mathcal{L}$-theory of dense linear orders without endpoints, axiomatized by the statements that $<$ is a strict linear order, is dense, and has no least or greatest element. Then $\operatorname{DLO}$ is complete: for every $\mathcal{L}$-sentence $\varphi$, either $\operatorname{DLO} \models \varphi$ or $\operatorname{DLO} \models \neg \varphi$.
Discussion
The theory of dense linear orders without endpoints is complete. Any sentence in the language of order is either true in every model of the theory or false in every model. This makes DLO a canonical example of a complete first-order theory.
Proof
[proofplan]
We prove quantifier elimination for $\operatorname{DLO}$ directly. The key point is that an existential condition on one variable in a dense linear order without endpoints is determined entirely by the relative positions of its lower and upper parameter bounds. Once every formula is equivalent modulo $\operatorname{DLO}$ to a quantifier-free formula, every sentence is equivalent to a quantifier-free sentence with no variables; since the language $\{<\}$ has no constant symbols, such a sentence has a fixed truth value in every model. This gives completeness.
[/proofplan]
[step:Reduce completeness to quantifier elimination for $\operatorname{DLO}$]
We first show that every $\mathcal{L}$-formula is equivalent modulo $\operatorname{DLO}$ to a quantifier-free $\mathcal{L}$-formula. Assuming this, let $\varphi$ be an $\mathcal{L}$-sentence. Then there is a quantifier-free sentence $\psi$ such that
\begin{align*}
\operatorname{DLO} \models \varphi \leftrightarrow \psi.
\end{align*}
Because $\mathcal{L} = \{<\}$ has no constant symbols, there are no closed terms. Hence there are no atomic $\mathcal{L}$-sentences of the forms $t = s$ or $t < s$. Therefore a quantifier-free sentence is a Boolean combination of no atomic sentences, and so is logically equivalent to either $\top$ or $\bot$. Thus every model of $\operatorname{DLO}$ satisfies the same truth value for $\varphi$. Equivalently, either $\operatorname{DLO} \models \varphi$ or $\operatorname{DLO} \models \neg \varphi$.
[guided]
The reason quantifier elimination implies completeness here is special to the language. If there were constant symbols, then a quantifier-free sentence could still say something nontrivial about those constants. In the language $\mathcal{L} = \{<\}$, however, the only terms are variables. A sentence has no free variables, so after eliminating quantifiers there are no terms left from which to form atomic sentences.
Formally, suppose every $\mathcal{L}$-formula is equivalent over $\operatorname{DLO}$ to a quantifier-free formula. Given an $\mathcal{L}$-sentence $\varphi$, choose a quantifier-free sentence $\psi$ with
\begin{align*}
\operatorname{DLO} \models \varphi \leftrightarrow \psi.
\end{align*}
Since $\psi$ has no free variables and the language has no constant symbols, $\psi$ contains no atomic formulas. Therefore $\psi$ is just a propositional truth value built from $\top$, $\bot$, and Boolean connectives. It is logically equivalent to either $\top$ or $\bot$. Hence every model of $\operatorname{DLO}$ gives $\varphi$ the same truth value, which is exactly completeness.
[/guided]
[/step]
[step:Put the matrix of one existential formula into a finite disjunction of conjunctions of literals]
Let $\theta(x, y_1,\dots,y_n)$ be a quantifier-free $\mathcal{L}$-formula, where $x,y_1,\dots,y_n$ are variables. By propositional disjunctive normal form, $\theta$ is logically equivalent to a finite disjunction
\begin{align*}
\bigvee_{r=1}^m \Theta_r(x,y_1,\dots,y_n),
\end{align*}
where each $\Theta_r$ is a finite conjunction of literals, and each literal is one of
\begin{align*}
u = v,\qquad u \neq v,\qquad u < v,\qquad \neg(u < v),
\end{align*}
with $u,v \in \{x,y_1,\dots,y_n\}$. Therefore
\begin{align*}
\exists x\,\theta(x,y_1,\dots,y_n)
\end{align*}
is equivalent to the finite disjunction of the formulas $\exists x\,\Theta_r(x,y_1,\dots,y_n)$. It is enough to eliminate $x$ from one such conjunction.
[guided]
We first reduce the quantifier-elimination problem to the case where the matrix is a conjunction of simple atomic or negated atomic conditions. Let $\theta(x,y_1,\dots,y_n)$ be a quantifier-free $\mathcal{L}$-formula. Since $\theta$ is built from atomic formulas using Boolean connectives, propositional disjunctive normal form gives a logically equivalent finite disjunction
\begin{align*}
\bigvee_{r=1}^m \Theta_r(x,y_1,\dots,y_n),
\end{align*}
where each $\Theta_r$ is a finite conjunction of literals. In the language $\mathcal{L}=\{<\}$, the atomic formulas are exactly $u=v$ and $u<v$ for variables $u,v\in\{x,y_1,\dots,y_n\}$, so the possible literals are
\begin{align*}
u = v,\qquad u \neq v,\qquad u < v,\qquad \neg(u < v).
\end{align*}
Existential quantification distributes over a finite disjunction because an element satisfies at least one disjunct exactly when it witnesses the existential formula for at least one disjunct. Thus
\begin{align*}
\exists x\,\theta(x,y_1,\dots,y_n)
\end{align*}
is equivalent to
\begin{align*}
\bigvee_{r=1}^m \exists x\,\Theta_r(x,y_1,\dots,y_n).
\end{align*}
Therefore it is enough to eliminate $x$ from a single conjunction of literals; the final quantifier-free formula is obtained by taking the finite disjunction of the resulting quantifier-free formulas.
[/guided]
[/step]
[step:Eliminate equalities involving the quantified variable]
Fix one conjunction of literals $\Theta(x,y_1,\dots,y_n)$. First rewrite every equality literal $y_i = x$ as $x = y_i$, and rewrite every disequality literal $y_i \neq x$ as $x \neq y_i$, using symmetry of equality. If $\Theta$ contains a literal $x = y_i$, then
\begin{align*}
\exists x\,\Theta(x,y_1,\dots,y_n)
\end{align*}
is equivalent to the quantifier-free formula obtained by substituting $y_i$ for every occurrence of $x$ in $\Theta$. If $\Theta$ contains the literal $x \neq x$ or $x < x$, then it is inconsistent with the strict-order axioms and is equivalent to $\bot$. If it contains $\neg(x=x)$, it is also equivalent to $\bot$.
Thus, after splitting into cases when necessary, it remains to handle conjunctions in which no equality literal identifies $x$ with one of the parameter variables.
[/step]
[step:Refine negated order literals into lower and upper bound cases]
We now remove negated order literals involving $x$. In every strict linear order, trichotomy gives the equivalences
\begin{align*}
\neg(x < y_i) &\leftrightarrow (x = y_i \vee y_i < x),\\
\neg(y_i < x) &\leftrightarrow (y_i = x \vee x < y_i).
\end{align*}
For each negated order literal involving $x$, replace it by the corresponding disjunction above and distribute finite conjunction over finite disjunction. This transforms the original conjunction into a finite disjunction of conjunctions. Any resulting disjunct containing an equality $x = y_i$ is eliminated by the substitution argument from the preceding step. Any resulting disjunct containing $x \neq x$ or $x < x$ is inconsistent, and any disjunct containing $\neg(x=x)$ is inconsistent.
Therefore it remains to eliminate $x$ from conjunctions in which every literal involving $x$ has one of the forms
\begin{align*}
y_i < x,\qquad x < y_j,\qquad x \neq y_k.
\end{align*}
[/step]
[step:Describe the remaining constraints on the quantified variable by lower and upper bounds]
After the previous normalization, we may consider a conjunction $\Theta(x,y_1,\dots,y_n)$ in which every remaining literal involving $x$ has one of the forms
\begin{align*}
y_i < x,\qquad x < y_j,\qquad x \neq y_k.
\end{align*}
Let $L \subseteq \{1,\dots,n\}$ be the finite set of indices $i$ for which $y_i < x$ occurs in $\Theta$. Let $U \subseteq \{1,\dots,n\}$ be the finite set of indices $j$ for which $x < y_j$ occurs in $\Theta$. Let $N \subseteq \{1,\dots,n\}$ be the finite set of indices $k$ for which $x \neq y_k$ occurs in $\Theta$.
Let $\Theta_0(y_1,\dots,y_n)$ be the conjunction of all literals in $\Theta$ that do not involve $x$. We claim that, modulo $\operatorname{DLO}$,
\begin{align*}
\exists x\,\Theta(x,y_1,\dots,y_n)
\end{align*}
is equivalent to
\begin{align*}
\Theta_0(y_1,\dots,y_n)
\wedge
\bigwedge_{i \in L}\bigwedge_{j \in U} y_i < y_j.
\end{align*}
[guided]
At this stage, the quantified variable $x$ is only being asked to sit somewhere in the order. The literals $y_i < x$ say that $x$ must lie above the parameters indexed by $L$, and the literals $x < y_j$ say that $x$ must lie below the parameters indexed by $U$. The disequalities $x \neq y_k$ do not create an obstruction in a dense order without endpoints, because whenever an interval is nonempty it contains points different from finitely many specified parameters.
Let $\Theta_0(y_1,\dots,y_n)$ denote the part of $\Theta$ that does not mention $x$. Define
\begin{align*}
L &= \{i \in \{1,\dots,n\} : y_i < x \text{ occurs in } \Theta\},\\
U &= \{j \in \{1,\dots,n\} : x < y_j \text{ occurs in } \Theta\},\\
N &= \{k \in \{1,\dots,n\} : x \neq y_k \text{ occurs in } \Theta\}.
\end{align*}
The only necessary compatibility condition is that every lower bound be below every upper bound:
\begin{align*}
\bigwedge_{i \in L}\bigwedge_{j \in U} y_i < y_j.
\end{align*}
We will prove that this condition is also sufficient in every dense linear order without endpoints.
[/guided]
[/step]
[step:Prove necessity of the bound conditions]
Let $M \models \operatorname{DLO}$, and let $a_1,\dots,a_n \in M$. Suppose there is an element $b \in M$ such that
\begin{align*}
M \models \Theta(b,a_1,\dots,a_n).
\end{align*}
Then $M \models \Theta_0(a_1,\dots,a_n)$, because $\Theta_0$ is a sub-conjunction of $\Theta$. Also, for every $i \in L$ and $j \in U$, the literals $a_i < b$ and $b < a_j$ hold in $M$. By transitivity of the strict linear order,
\begin{align*}
M \models a_i < a_j.
\end{align*}
Hence
\begin{align*}
M \models
\Theta_0(a_1,\dots,a_n)
\wedge
\bigwedge_{i \in L}\bigwedge_{j \in U} a_i < a_j.
\end{align*}
[/step]
[step:Use density and no endpoints to find a point satisfying the bound conditions]
Conversely, let $M \models \operatorname{DLO}$ and let $a_1,\dots,a_n \in M$ satisfy
\begin{align*}
M \models
\Theta_0(a_1,\dots,a_n)
\wedge
\bigwedge_{i \in L}\bigwedge_{j \in U} a_i < a_j.
\end{align*}
We construct $b \in M$ satisfying all literals involving $x$. For elements $u,v \in M$, write $u \leq v$ to mean $u < v$ or $u=v$.
If $L$ and $U$ are both nonempty, choose $i_0 \in L$ such that $a_i \leq a_{i_0}$ for all $i \in L$, and choose $j_0 \in U$ such that $a_{j_0} \leq a_j$ for all $j \in U$. These extrema exist because $L$ and $U$ are finite and $M$ is linearly ordered. The bound condition gives $a_{i_0} < a_{j_0}$. By density, there exists $b \in M$ such that
\begin{align*}
a_{i_0} < b < a_{j_0}.
\end{align*}
We use the following finite consequence of density: every nonempty open interval in $M$ contains more than $q$ points for each $q \in \mathbb{N}$. This is proved by induction on $q$: density gives one point for $q=1$, and applying density to one of the subintervals created by the existing finite set adds a new point. Since $N$ is finite, the interval $(a_{i_0},a_{j_0})$ contains an element $b$ with $b \neq a_k$ for every $k \in N$.
If $L$ is nonempty and $U$ is empty, choose $i_0 \in L$ with $a_i \leq a_{i_0}$ for all $i \in L$. Since $M$ has no greatest element, choose $c \in M$ with $a_{i_0} < c$. Repeatedly using density in the interval $(a_{i_0},c)$, choose $b \in M$ such that
\begin{align*}
a_{i_0} < b < c
\end{align*}
and $b \neq a_k$ for every $k \in N$.
If $L$ is empty and $U$ is nonempty, choose $j_0 \in U$ with $a_{j_0} \leq a_j$ for all $j \in U$. Since $M$ has no least element, choose $c \in M$ with $c < a_{j_0}$. Repeatedly using density in the interval $(c,a_{j_0})$, choose $b \in M$ such that
\begin{align*}
c < b < a_{j_0}
\end{align*}
and $b \neq a_k$ for every $k \in N$.
If $L$ and $U$ are both empty, choose any $c_0 \in M$. Since $M$ has no greatest element and is dense, it has infinitely many elements above $c_0$; hence choose $b \in M$ with $b \neq a_k$ for every $k \in N$.
In each case, $b$ satisfies all lower-bound literals, all upper-bound literals, and all disequality literals involving $x$. Since $\Theta_0(a_1,\dots,a_n)$ also holds, we get
\begin{align*}
M \models \Theta(b,a_1,\dots,a_n).
\end{align*}
Therefore the claimed quantifier-free equivalence holds.
[guided]
We now prove that the compatibility conditions are sufficient. Let $M \models \operatorname{DLO}$ and let $a_1,\dots,a_n \in M$ satisfy
\begin{align*}
M \models
\Theta_0(a_1,\dots,a_n)
\wedge
\bigwedge_{i \in L}\bigwedge_{j \in U} a_i < a_j.
\end{align*}
We must construct an element $b \in M$ satisfying all literals of $\Theta(b,a_1,\dots,a_n)$ that involve $x$; the literals not involving $x$ already hold because $M\models\Theta_0(a_1,\dots,a_n)$. For elements $u,v\in M$, write $u\leq v$ to mean $u<v$ or $u=v$.
First consider the case where $L$ and $U$ are both nonempty. Since $L$ is finite and $M$ is linearly ordered, choose $i_0\in L$ such that
\begin{align*}
a_i \leq a_{i_0}\quad \text{for all } i\in L.
\end{align*}
Since $U$ is finite and $M$ is linearly ordered, choose $j_0\in U$ such that
\begin{align*}
a_{j_0}\leq a_j\quad \text{for all } j\in U.
\end{align*}
The assumed bound condition applies to the pair $(i_0,j_0)$, so
\begin{align*}
a_{i_0}<a_{j_0}.
\end{align*}
The density axiom for $M$ gives an element of the open interval between these two parameters. We also need to avoid the finitely many forbidden parameters $a_k$ with $k\in N$. The finite-avoidance fact we use is this: if $p,q\in M$ satisfy $p<q$, then the interval $(p,q)$ contains more than $r$ elements for every $r\in\mathbb N$. This follows by induction on $r$: density gives the case $r=1$, and if finitely many points have already been chosen in $(p,q)$, one of the subintervals determined by $p$, $q$, and those points is nonempty, so density supplies a new point in that subinterval. Applying this with $p=a_{i_0}$, $q=a_{j_0}$, and $r=|N|$, choose $b\in M$ such that
\begin{align*}
a_{i_0}<b<a_{j_0}
\end{align*}
and
\begin{align*}
b\neq a_k\quad \text{for every } k\in N.
\end{align*}
For every $i\in L$, the choice of $i_0$ gives $a_i\leq a_{i_0}$, and $a_{i_0}<b$, so transitivity of the strict order gives $a_i<b$. For every $j\in U$, the choice of $j_0$ gives $a_{j_0}\leq a_j$, and $b<a_{j_0}$, so transitivity gives $b<a_j$. Thus $b$ satisfies all lower-bound, upper-bound, and disequality literals involving $x$.
Next suppose $L$ is nonempty and $U$ is empty. Choose $i_0\in L$ such that
\begin{align*}
a_i\leq a_{i_0}\quad \text{for all } i\in L.
\end{align*}
Since $M$ has no greatest element, choose $c\in M$ with
\begin{align*}
a_{i_0}<c.
\end{align*}
By the same finite-avoidance consequence of density applied to the interval $(a_{i_0},c)$, choose $b\in M$ such that
\begin{align*}
a_{i_0}<b<c
\end{align*}
and
\begin{align*}
b\neq a_k\quad \text{for every } k\in N.
\end{align*}
Then $a_i<b$ for every $i\in L$ by the maximality of $a_{i_0}$ among the listed lower bounds, there are no upper-bound literals to check, and the disequality literals hold by construction.
Now suppose $L$ is empty and $U$ is nonempty. Choose $j_0\in U$ such that
\begin{align*}
a_{j_0}\leq a_j\quad \text{for all } j\in U.
\end{align*}
Since $M$ has no least element, choose $c\in M$ with
\begin{align*}
c<a_{j_0}.
\end{align*}
By finite avoidance inside the interval $(c,a_{j_0})$, choose $b\in M$ such that
\begin{align*}
c<b<a_{j_0}
\end{align*}
and
\begin{align*}
b\neq a_k\quad \text{for every } k\in N.
\end{align*}
There are no lower-bound literals to check, and for every $j\in U$ we have $b<a_j$ because $b<a_{j_0}\leq a_j$. The disequality literals hold by construction.
Finally suppose $L$ and $U$ are both empty. Choose any $c_0\in M$. Since $M$ has no greatest element, choose $c_1\in M$ with $c_0<c_1$; repeatedly applying density and the no-greatest-element axiom shows that $M$ has more than $r$ elements above $c_0$ for every $r\in\mathbb N$. Since $N$ is finite, choose $b\in M$ such that
\begin{align*}
b\neq a_k\quad \text{for every } k\in N.
\end{align*}
There are no lower-bound or upper-bound literals to check in this case.
In all four cases, $b$ satisfies every literal of $\Theta$ involving $x$. Since $M\models\Theta_0(a_1,\dots,a_n)$ also holds, we obtain
\begin{align*}
M \models \Theta(b,a_1,\dots,a_n).
\end{align*}
Therefore
\begin{align*}
M \models \exists x\,\Theta(x,a_1,\dots,a_n).
\end{align*}
This proves the sufficiency direction, and together with the necessity direction proves the claimed quantifier-free equivalence over $\operatorname{DLO}$.
[/guided]
[/step]
[step:Induct on formulas to eliminate all quantifiers]
We prove by induction on the construction of formulas that every $\mathcal{L}$-formula is equivalent modulo $\operatorname{DLO}$ to a quantifier-free formula.
Atomic formulas are already quantifier-free. Boolean combinations are handled by applying the induction hypothesis to the component formulas and then using the same Boolean connective. For the existential case, suppose $\varphi(y_1,\dots,y_n)$ has the form
\begin{align*}
\exists x\,\theta(x,y_1,\dots,y_n),
\end{align*}
where, by the induction hypothesis, $\theta$ is equivalent modulo $\operatorname{DLO}$ to a quantifier-free formula. The preceding steps first put that quantifier-free formula into a finite disjunction of conjunctions of literals, then refine negated order literals involving $x$ into equality, lower-bound, and upper-bound cases, and finally eliminate $x$ from each resulting conjunction. Hence the existential quantifier is eliminated from the quantifier-free formula. Universal quantifiers are eliminated using
\begin{align*}
\forall x\,\theta \quad \leftrightarrow \quad \neg \exists x\,\neg\theta.
\end{align*}
Therefore $\operatorname{DLO}$ has quantifier elimination.
[guided]
We now upgrade the one-variable existential elimination proved above into full quantifier elimination for every formula. The induction is on the way an $\mathcal{L}$-formula is built. If the formula is atomic, it is already quantifier-free, so there is nothing to eliminate.
For Boolean combinations, assume the component formulas have already been replaced by quantifier-free equivalents modulo $\operatorname{DLO}$. If $\alpha$ and $\beta$ are equivalent over $\operatorname{DLO}$ to quantifier-free formulas $\alpha_0$ and $\beta_0$, then $\neg\alpha$, $\alpha\wedge\beta$, and $\alpha\vee\beta$ are respectively equivalent over $\operatorname{DLO}$ to $\neg\alpha_0$, $\alpha_0\wedge\beta_0$, and $\alpha_0\vee\beta_0$, which are still quantifier-free.
For the existential case, suppose the formula has the form
\begin{align*}
\exists x\,\theta(x,y_1,\dots,y_n).
\end{align*}
By the induction hypothesis, choose a quantifier-free formula $\theta_0(x,y_1,\dots,y_n)$ such that
\begin{align*}
\operatorname{DLO}\models \theta(x,y_1,\dots,y_n) \leftrightarrow \theta_0(x,y_1,\dots,y_n).
\end{align*}
Then
\begin{align*}
\operatorname{DLO}\models
\exists x\,\theta(x,y_1,\dots,y_n)
\leftrightarrow
\exists x\,\theta_0(x,y_1,\dots,y_n).
\end{align*}
The preceding steps apply to the quantifier-free matrix $\theta_0$: put it into a finite disjunction of conjunctions of literals, normalize equalities and negated order literals involving $x$, and replace each resulting existential conjunction by the corresponding quantifier-free lower-bound and upper-bound condition. Taking the finite disjunction of those quantifier-free replacements gives a quantifier-free formula equivalent to $\exists x\,\theta_0$ over $\operatorname{DLO}$.
Universal quantifiers add no new case, because
\begin{align*}
\forall x\,\theta \quad \leftrightarrow \quad \neg \exists x\,\neg\theta.
\end{align*}
The right-hand side uses only negation and an existential quantifier, both already handled. Hence every $\mathcal{L}$-formula is equivalent modulo $\operatorname{DLO}$ to a quantifier-free formula, which is quantifier elimination.
[/guided]
[/step]
[step:Conclude that all models of $\operatorname{DLO}$ satisfy the same sentences]
Let $M$ and $N$ be any two models of $\operatorname{DLO}$, and let $\varphi$ be an $\mathcal{L}$-sentence. By quantifier elimination, choose a quantifier-free sentence $\psi$ with
\begin{align*}
\operatorname{DLO} \models \varphi \leftrightarrow \psi.
\end{align*}
As shown in the first step, $\psi$ is logically equivalent to either $\top$ or $\bot$, independently of the model. Hence
\begin{align*}
M \models \varphi \quad \text{if and only if} \quad N \models \varphi.
\end{align*}
Thus all models of $\operatorname{DLO}$ are elementarily equivalent. Equivalently, for every $\mathcal{L}$-sentence $\varphi$, either $\operatorname{DLO} \models \varphi$ or $\operatorname{DLO} \models \neg\varphi$. Hence $\operatorname{DLO}$ is complete.
[/step]
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