Introduction to mathematical induction
A sample problem
Proposition: The sum of the first \(n\) odd natural numbers is \(n^{2}\).
The first \(n\) odd numbers are \(1, 3, \ldots, 2n-1\). So in summation notation this is the claim that, for all \(n\in\mathbb{N}\), \[ \sum_{i=1}^{n} (2i-1) = n^2 \].
Sample problem continued.
The proposition above is infinitely many statements.

Sample continued
We can prove any one of these statements.
How do we prove all of them?
Mathematical induction
Mathematical induction extends our system of logic by adding an axiom.
Axiom of Induction: Let \(P(n)\) be a collection of statements, one for each natural number. Suppose that \(P(1)\) is true and, for all \(n\), the implication \(P(n)\implies P(n+1)\) is true. Then \(P(n)\) is true for all \(n\).
The book calls this a method of proof but it is really an axiom.
A prototype
Proposition: Suppose that \(S\) is a set such that \(1\in S\) and, for all \(n\), if \(n\in S\), then also \(n+1\in S\). Then \(\mathbb{N}\subseteq S\).
Proof: Let \(P(n)\) be the statement \(n\in S\). The hypotheses say that \(P(1)\) is true, and that \(P(n)\implies P(n+1)\). Therefore \(P(n)\) is true for all \(n\), and so every natural number is in \(S\), so \(\mathbb{N}\subset S\).
Proof of the result on sum of odd numbers
Proposition: For all \(n\), we have
\[ \sum_{i=1}^{n} (2n-1) = n^2. \]
Proof: We apply mathematical induction. The statement \(P(n)\) is \[ \sum_{i=1}^{n} (2n-1)=n^2. \] So \(P(1)\) is the claim that \(1=1^2\), which is true. To prove that \(P(n)\implies P(n+1)\), we assume \(P(n)\) true:
\[ 1+3+5+\cdots+(2n-1)=n^2. \]
Proof, continued
\[\begin{multline*} 1+3+5+\cdots+(2n-1)+(2(n+1)-1)= \\ 1+3+5+\cdots+(2n-1)+2n+1= \\ n^2+2n+1=(n+1)^2. \end{multline*}\]
Therefore, if \(P(n)\) is true then \(P(n+1)\) is also true. By mathematical induction \(P(n)\) is true for all \(n\).