Why aren't there any first-order sentences which have the property of being true in all non-standard models of PA and false in the standard one?

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I'd like to know where the following result comes from (that is, whether there is a more general result from which it follows or else how it can be proven):

There is no first-order sentence which is true in all non-standard models of arithmetic but false in the standard one, whereas there are second-order sentences which have this property.

(I've found this briefly stated in the wikipedia article on Nonfirstorderizability)

Help is much appreciated. Thanks!

Best,

Berta

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Let $\varphi$ be any sentence that is false in the natural numbers. Let theory $T$ be first-order Peano arithmetic with $\lnot\varphi$ as an added axiom. Then $T$ has a model, the natural numbers. Thus by the Lowenheim-Skolem Theorem, $T$ has models of arbitrarily high cardinality, and in particular models other than $\mathbb{N}$. The sentence $\varphi$ is not true in such a model.

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In order to understand this fact, see George Boolos, Logic Logic and Logic (1998), page 57 :

[Consider the formula : ]

(C) $\quad \exists X(\exists x Xx \land \forall x \forall y[Xx \land (x = 0 \lor x = y+1) \rightarrow x \ne y \land Xy])$.

[It] is a sentence that is true in all nonstandard models of arithmetic but false in the standard model [footnote : To see that (C) is true in any nonstandard model, take as $X$ the set of all nonstandard elements of the model. $X$ is nonempty, does not contain $0$, hence contains only successors, and contains the immediate predecessor of any of its members.]

To see that it is false in the standard model, suppose that there is some suitable set $X$ of natural numbers. $X$ must be nonempty: if its least member $x$ is $0$, let $y = 0$; otherwise $x = y + 1$ for some $y$. Since $x$ is least, $y$ is not in $X$, and "$Xy$" is false.

For non-standard models of first-order $\mathsf {PA}$, see George Boolos & John Burgess & Richard Jeffrey, Computability and Logic (5th ed - 2007), page 304 :

To sum up: the elements of the domain of any nonstandard model $\mathcal M$ of arithmetic are going to be linearly ordered by LESS THAN. This ordering will have an initial segment that is isomorphic to the usual ordering of natural numbers, followed by a sequence of blocks, each of which is isomorphic to the usual ordering of the integers (negative, zero, and positive). There is neither an earliest nor a latest block, and between any two blocks there lies a third. Thus the ordering of the blocks is what was called [...] a dense linear ordering without endpoints, and so, it is isomorphic to the usual ordering of the rational numbers.

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Assuming that we have convinced ourselves that the formula (C) is true every non-standard model but false in $\mathbb N$, if we assume that (C) is expressible in first-order logic, we can use it as the formula $\varphi$ of Hurkyl's answer and the conclusion follows.

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Let $\varphi$ be a sentence that is true in all non-standard models of arithmetic but false in the standard model.

Then the theory T constructed by adding $\neg \varphi$ to Peano's axioms has a unique model; the standard model of arithmetic.

Thus, every statement $P$ in the language of number theory is either true in every model of $T$ or false in every model of $T$. In particular, Gödel's completeness theorem implies that every such $P$ is provable or disprovable: $T$ is complete.

Our axioms for $T$ are recursively enumerable, so Gödel's first incompleteness theorem implies $T$ must be incomplete: thus we get a contradiction.

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Why aren't there any first-order sentences which have the property of being true in all non-standard models of PA and false in the standard one?

There is a set of sentences with the property that all sentences are true in all non-standard models of PA, but infinitely many are false in the standard one:

$\omega \neq 0$, $\omega \neq \sigma(0)$, $\omega \neq \sigma(\sigma(0))$, ...

For these formulas to be sentences, $\omega$ must be a constant and part of the signature $S=\{\sigma,0,\omega\}$.