Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-5/1/g/solution

The real Lax-Milgram theorem applies to a Hilbert space and a bounded bilinear form satisfying
For every bounded linear functional there is a unique with
Symmetry of the bilinear form is not required.
By the Riesz representation theorem, write and . The operator is linear and bounded, with . The coercive bilinear form bound and the Cauchy-Schwarz inequality imply
Hence is injective. Its range is closed: if converges, this last inequality applied to differences makes a Cauchy sequence, and its limit maps to the proposed range limit. If is in the orthogonal complement of the range, then for all ; taking and using coercivity gives . The range is thus dense as well as closed, so it is all of . Solve uniquely; the displayed lower bound gives the asserted estimate.
For complex Hilbert spaces the same proof works for a bounded sesquilinear form, linear in the first argument, with . In the convention , must then be a bounded conjugate-linear functional represented as .

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