Analysis on Surreal Numbers

Abstract: The class $\mathbf{No}$ of surreal numbers, which John Conway discovered while studying combinatorial games, possesses a rich numerical structure and shares many arithmetic and algebraic properties with the real numbers. Some work has also been done to develop analysis on $\mathbf{No}$. In this paper, we extend this work with a treatment of functions, limits, derivatives, power series, and integrals. We propose surreal definitions of the arctangent and logarithm functions using truncations of Maclaurin series. Using a new representation of surreals, we present a formula for the limit of a sequence, and we use this formula to provide a complete characterization of convergent sequences and to evaluate certain series and infinite Riemann sums via extrapolation. A similar formula allows us to evaluates limits (and hence derivatives) of functions. By defining a new topology on $\mathbf{No}$, we obtain the Intermediate Value Theorem even though $\mathbf{No}$ is not Cauchy complete, and we prove that the Fundamental Theorem of Calculus would hold for surreals if a consistent definition of integration exists. Extending our study to defining other analytic functions, evaluating power series in generality, finding a consistent definition of integration, proving Stokes' Theorem to generalize surreal integration, and studying differential equations remains open.