Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-69/4/a/solution

Let be a real Hilbert space, a bounded bilinear form, and a bounded linear functional. Assume constants , satisfy
The second hypothesis says that is a coercive bilinear form. The Lax-Milgram theorem then supplies a unique weak solution with for every , and .
For a finite-dimensional trial linear subspace , the same boundedness and coercivity constants apply to the restricted form. Since a finite-dimensional subspace is closed, is itself a Hilbert space. Thus there is a unique Galerkin method solution satisfying for every . The Galerkin orthogonality gives the Céa lemma:
In particular, approximation by the trial spaces implies numerical convergence. For a complex Hilbert space, replace bilinearity by a sesquilinear form, take antilinear in the test variable, and require .

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