On the Versatility of Open Logical Relations: Continuity, Automatic Differentiation, and a Containment Theorem

Abstract: Logical relations are one of the most powerful techniques in the theory of programming languages, and have been used extensively for proving properties of a variety of higher-order calculi. However, there are properties that cannot be immediately proved by means of logical relations, for instance program continuity and differentiability in higher-order languages extended with real-valued functions. Informally, the problem stems from the fact that these properties are naturally expressed on terms of non-ground type (or, equivalently, on open terms of base type), and there is no apparent good definition for a base case (i.e. for closed terms of ground types). To overcome this issue, we study a generalization of the concept of a logical relation, called \emph{open logical relation}, and prove that it can be fruitfully applied in several contexts in which the property of interest is about expressions of first-order type. Our setting is a simply-typed $\lambda$-calculus enriched with real numbers and real-valued first-order functions from a given set, such as the one of continuous or differentiable functions. We first prove a containment theorem stating that for any such a collection of functions including projection functions and closed under function composition, any well-typed term of first-order type denotes a function belonging to that collection. Then, we show by way of open logical relations the correctness of the core of a recently published algorithm for forward automatic differentiation. Finally, we define a refinement-based type system for local continuity in an extension of our calculus with conditionals, and prove the soundness of the type system using open logical relations.