In nonstandard analysis, the limitation to first-order analysis can be avoided by using a construction known as a superstructure. Superstructures are constructed in the following manner. Let be an arbitrary set whose elements are not sets, and call the elements of "individuals." Define inductively a sequence of sets with and, for each natural number ,
and let
Then is called the superstructure over . An element of is an entity of .
Using the definition of ordered pair provided by Kuratowski, namely , it follows that for any . Therefore, , and for any function from into , we have . Now assume that the set is (in one-to-one correspondence with) the set of real numbers , and then the relation which describes continuity of a function at a point is a member of . Careful consideration shows that, in fact, all the objects studied in classical analysis over are entities of this superstructure. Thus, first-order formulas about are sufficient to study even what is normally done in classical analysis using second-order reasoning.
To do nonstandard analysis on the superstructure , one forms an ultrapower of the relational structure . Los' theorem yields the transfer principle of nonstandard analysis.