Work in the real zero-boundary Sobolev space , whose members have square-integrable weak derivatives and zero endpoint trace. Define the bounded bilinear form and linear functional
The weak formulation is to find with for every . Integration by parts recovers the differential equation for a smooth solution; conversely, this identity is the definition of its weak solution.
Use the full norm. The Cauchy-Schwarz inequality gives and . Also , so is a coercive bilinear form with constant one. The Lax-Milgram theorem states that a bounded, coercive bilinear form on a real Hilbert space determines a unique weak solution for every bounded linear functional. It therefore applies here.
The equivalent minimization problem is
If is the weak solution, symmetry and give
This is positive unless , proving a unique global minimizer. Conversely, differentiating at gives the weak identity. Thus the unique energy minimizer is exactly the unique weak solution. As a check, the classical representative is
It satisfies both endpoint conditions and .
The starting point of a conforming finite element method is a weak formulation in a Hilbert space . For example, a homogeneous Dirichlet boundary condition on a bounded Lipschitz domain gives . One seeks
where is a bounded bilinear form, , and is a bounded linear functional. A conforming finite element space is finite dimensional and is typically built from functions that are polynomial on each element of a finite element mesh. With a basis , the Galerkin method imposes the same identity only for , giving
The stiffness matrix is sparse when basis supports overlap only locally. Local element integrals assemble its entries; the mass matrix represents an term. This separates the choice of trial functions from the variational principle determining their coefficients.
The fundamental well-posedness theorem is the Lax-Milgram theorem: if for some , there is a unique solution for each , with . The same theorem on gives a unique discrete solution. The constants must be independent of the mesh for uniform stability of a numerical method. Boundary conditions are built into the trial space when they are essential constraints; flux conditions arise through boundary terms in integration by parts and are natural constraints in the weak formulation.
When is symmetric and a coercive bilinear form, the Ritz method minimizes
over . Its first variation is exactly the Galerkin method, so Ritz minimization and Galerkin testing coincide for symmetric coercive problems. The energy norm turns the approximation into an orthogonal projection. Indeed, subtracting the exact and discrete weak equations gives Galerkin orthogonality, . For every the Pythagorean identity becomes
so
This exact best-approximation property is the central advantage of the Ritz method.
Symmetry is unnecessary for the Galerkin method. For any bounded, coercive form, the Céa lemma gives
To prove it, put . Galerkin orthogonality yields , so coercivity and boundedness give . Divide when and take the infimum. Thus approximation capability plus uniform coercivity gives convergence. In contrast, minimizing for a nonsymmetric form differentiates its symmetric part and generally does not solve the original weak equation.
A concrete symmetric example is the one-dimensional reaction-diffusion problem from Question 5. Continuous piecewise-linear hat functions give the diffusion stiffness matrix with diagonal and neighbouring entries , and the mass matrix with diagonal and neighbouring entries . Therefore and . Its positive-definite matrix is the coordinate form of the continuous energy. The exact smooth solution makes this an explicit test of the method, not just an abstract existence result.
For a nonsymmetric example, take positive , constant real , and
Its form is . Since , it has coercivity constant in the full norm, although it is not symmetric when . The Galerkin method remains well posed. On the uniform hat basis, , where , and . The skew-symmetric matrix cancels from , proving nonsingularity. A Ritz energy would omit precisely this advection contribution. Small may nevertheless make the approximation constant large and produce poorly resolved layers; algebraic solvability is not an accuracy guarantee.
Quantitative convergence uses a finite element interpolation estimate. On a shape-regular mesh, for piecewise-linear conforming elements and in the usual low-dimensional setting,
The Céa lemma therefore gives an energy error. The Aubin–Nitsche duality argument improves the L2 norm error when the dual elliptic problem has regularity: solve and use
Consequently
with constants depending on the solution and regularity bounds. The second estimate is conditional on dual regularity; corners or insufficient data regularity can reduce the rate.
The same Galerkin method handles evolution equations. For the homogeneous heat equation, the semidiscrete finite element heat equation is . Because is a positive-definite matrix and is a positive semidefinite matrix,
The decreasing quadratic form is exactly the L2 norm squared of the finite-element function. This separates spatial stability of a numerical method from the subsequent time integrator, just as in the Schrodinger equation example. Conformity, coercivity and approximation estimates together explain convergence.
The Lax-Milgram theorem states that if is a real Hilbert space, is a bounded bilinear form, and there is an such that
then for every bounded linear functional there is a unique satisfying
Moreover, . Symmetry of is not required.
On the product Hilbert space define
and
The Cauchy-Schwarz inequality makes and bounded. On the diagonal,
The Poincare inequality controls by , and
The displayed diagonal value therefore controls the full product norm, so is coercive. The Lax-Milgram theorem now gives exactly one pair satisfying the weak identities. Hence a unique weak solution exists for every .
Consider a bounded Lipschitz domain and homogeneous Dirichlet boundary conditions for
Assume is a bounded real symmetric matrix field with uniformly, is bounded, and defines a bounded linear functional on , the zero-boundary Sobolev space. The weak formulation is
The Cauchy-Schwarz inequality gives continuity . Uniform ellipticity and the Poincare inequality give a coercive bilinear form, . The Lax-Milgram theorem therefore supplies a unique weak solution, with . Its proof represents by a bounded linear operator using the Riesz representation theorem; coercivity gives an injective operator with closed image, and a zero orthogonal complement makes that image all of . This yields existence, uniqueness and the displayed estimate.
For a conforming finite element space , the Galerkin method finds such that for every . With a basis , this is the linear system , where the stiffness matrix is and . Its positive-definite matrix property proves unique discrete solvability. Local support gives a sparse matrix through elementwise assembly.
For the symmetric problem, the Ritz method minimizes over . Differentiating in every direction gives precisely the Galerkin method equations. Conversely, if solves them, , proving it is the unique minimum. The same argument over gives , where is the energy norm. Thus the Ritz method chooses the best trial function in that norm.
Subtracting the continuous and discrete equations gives Galerkin orthogonality, . For arbitrary and , it follows that . Coercivity and continuity prove the Céa lemma:
In the symmetric energy norm, the Cauchy-Schwarz inequality improves the constant to one. Equivalently, Galerkin orthogonality gives the Pythagorean identity . These estimates establish stability and show that approximation properties of the trial space determine convergence.
For continuous piecewise-linear elements on a shape-regular mesh in dimensions at most three, a finite element interpolation estimate gives when . Combining it with the Céa lemma yields energy norm error. More generally, degree- elements give error in under the corresponding regularity and approximation assumptions. Mere mesh refinement cannot supply an order whose required solution regularity is absent.
An additional order in the L2 norm follows under a dual elliptic regularity assumption. Solve and assume . The Aubin–Nitsche duality argument uses Galerkin orthogonality to obtain
Therefore , giving for the piecewise-linear case with . This improvement explicitly requires regularity of the dual problem.
As a concrete example, solve on with zero endpoint values. On a uniform mesh of spacing , the piecewise-linear hat functions give , and . The discrete equations are , whose solution is . The exact solution is , so is its piecewise-linear nodal interpolant. On each interval ,
Integrating the squared error and squared derivative error gives the explicit rates
where the norm here is .
For nonsymmetric coercive problems, the Galerkin method, Galerkin orthogonality and the Céa lemma still apply, but the symmetric quadratic minimization interpretation of the Ritz method generally does not. Nonconforming trial spaces, inexact integration and noncoercive equations need additional arguments beyond the conforming coercive theory proved here.
Write the operator in Sturm-Liouville form:
The natural solution space is the Sobolev space . Multiplication by a test function and integration by parts gives the symmetric bilinear form
It is bounded and
by the Poincare inequality. Thus is positive definite and is coercive. The Lax-Milgram theorem gives a unique weak solution of the variational problem
The Lax-Milgram theorem says that if is a real Hilbert space, is a bounded bilinear form satisfying
for some , and , then there is a unique such that for every .
For this problem take and
The Cauchy-Schwarz inequality and the continuous embedding make both maps bounded. For smooth zero-boundary functions, integration by parts gives
density extends this identity to . Consequently
so is coercive. Lax–Milgram supplies the unique weak solution.
Let and satisfy the hypotheses of the Lax-Milgram theorem. By the Riesz representation theorem, there are a bounded linear operator and such that
Coercivity and the Cauchy-Schwarz inequality imply
so . Thus is injective and its range is closed. If is orthogonal to its range, then for every ; taking and using coercivity gives . The range is therefore dense as well as closed, hence all of . There is a unique , and it satisfies for all . The lower bound also gives .
Use the bilinear form
on . Smoothness on the compact set makes bounded, so is bounded. Positive semidefiniteness gives
The Poincare inequality makes the right side coercive for the norm. Hence the Lax-Milgram theorem gives a unique weak solution for every
In particular, every is admissible.
Write with . On this space define
Boundedness of the coefficients makes bounded, and ellipticity gives
which is coercive by the Poincare inequality. The functional is bounded, so the Lax-Milgram theorem gives a unique and hence a unique weak solution .
The supplied global De Giorgi-Nash-Moser theorem and the weak maximum principle give for some . Finally, test the weak equation with . Ellipticity, the coefficient bound, and Young inequality yield
Rearranging gives
Choose the Sobolev space encoding the homogeneous essential boundary conditions, set
after the appropriate integration by parts, and define the energy functional
Its first variation is , so its stationary points are exactly the solutions of the weak formulation
If is bounded, symmetric, and coercive and , the Lax-Milgram theorem supplies a unique weak solution . Moreover, for every ,
unless . Thus is strictly convex, and is its unique global minimizer. This proves existence and uniqueness of the minimizer and of the weak solution simultaneously.
After integration by parts, the weak formulation is
The left side is the inner product
which is positive definite and induces the usual norm. The right side is bounded in this norm. The Riesz representation theorem, equivalently the Lax-Milgram theorem, gives a unique weak solution. This is the weak Dirichlet problem for the massive Laplacian with mass one and the signs multiplied by .
Assume with , with , and . The natural energy space is the Sobolev space . Multiplying
by and using integration by parts gives the weak formulation
where
The form is bounded, and the Poincare inequality together with makes it coercive:
The functional is bounded by the Cauchy-Schwarz inequality. The Lax-Milgram theorem therefore gives a unique weak solution.
Define the energy
If is the weak solution, then for every ,
Thus is the unique minimizer of . Conversely, differentiating at recovers , so the minimization and weak problems are equivalent.
The Ritz method chooses a finite-dimensional conforming space and minimizes over . Its minimizer satisfies
For a basis this becomes , with
Coercivity makes the stiffness matrix symmetric positive definite, so the discrete minimizer exists and is unique.
Subtracting the continuous and discrete equations gives Galerkin orthogonality,
In the energy norm , for any ,
After cancellation and minimization over , this proves the sharp symmetric form of the Céa lemma:
For a mesh , take to be the continuous functions that are affine on each interval and vanish at the endpoints. The interior piecewise-linear hat functions form a basis, and each overlaps only its two neighbours, so is symmetric tridiagonal. In the illustrative case and on a uniform mesh, its diagonal and neighbouring entries are
If , its nodal interpolant satisfies . The best-approximation estimate therefore gives , and a standard duality argument improves the error to under the corresponding elliptic regularity. This completes the route from the boundary-value problem through its variational principle to a sparse, stable finite-element approximation.
A weak solution is a function satisfying
The zero boundary condition is encoded by membership in .
On the Hilbert space define
The form is bounded and coercive:
The functional is bounded by the Cauchy-Schwarz inequality. The Lax-Milgram theorem therefore gives a unique weak solution and a bound
Thus is bounded. Composing it with the compact Rellich-Kondrashov compactness theorem for H01 embedding
shows that is the compact massive-Laplacian resolvent.
Define on the bilinear form
and the linear functional
The Hardy inequality on an interval, Cauchy-Schwarz inequality, and the one-sided Poincare inequality show that is a bounded bilinear form and that
For , , so Cauchy--Schwarz and Fubini's theorem give
Hence
Thus is a coercive bilinear form. The Lax-Milgram theorem supplies a unique satisfying for every . This is precisely the unique weak solution described by the weak boundary value problem with an inverse-square potential.
Define the energy
Its first variation in direction is
Thus its minimizer satisfies the weak formulation
which is the weak equation . Positive definiteness makes strictly convex, so this stationary point is the unique minimizer; under uniform positivity of , existence follows from the Lax-Milgram theorem.
Testing the weak formulation with the constant function proves the necessary compatibility condition
Assume first that is connected and this condition holds. On the mean-zero Sobolev space
use the norm . To prove the needed Poincare-Wirtinger inequality, suppose it failed. There would be with and . The Rellich-Kondrachov compactness theorem gives a subsequence converging strongly in and weakly in to a function . Its weak derivative vanishes, so connectedness makes constant; its zero mean makes it zero. This contradicts . Hence is an equivalent Hilbert space norm on .
Define
Boundedness of makes a bounded bilinear form, while uniform ellipticity gives
so it is a coercive bilinear form. The Cauchy-Schwarz inequality and the Poincare-Wirtinger inequality make a bounded linear functional. The Lax-Milgram theorem supplies a unique satisfying for every mean-zero . For arbitrary , subtract its mean; the omitted constant contributes zero on both sides because and . Thus solves the original problem.
If two solutions exist, their difference satisfies , so uniform ellipticity gives . It is therefore constant on . The solution is unique up to an additive constant, and its mean-zero representative is unique. If is disconnected, the precise condition is on every connected component , and one independent additive constant remains on each component.
On the Hilbert space , the form from part b obeys
so it is a bounded bilinear form and a coercive bilinear form. The Cauchy-Schwarz inequality and the Poincare inequality with a partial Dirichlet boundary give
so is a bounded linear functional. The Lax-Milgram theorem now gives a unique weak solution . Taking in the weak identity yields
and therefore
For a symmetric bounded bilinear form that is strictly positive on nonzero vectors, and a bounded linear functional , set . The first variation is . A weak solution of satisfies , so it is the unique minimizer. Conversely, any minimizer solves the weak equation. A coercive bilinear form gives existence by the Lax-Milgram theorem; strict positivity alone does not.
For on , the form is coercive on the one-dimensional harmonic oscillator form domain when . The Lax-Milgram theorem gives a unique weak solution of . The graph estimate for the harmonic oscillator puts it in , and gives the displayed resolvent bound. The domain is dense and the bounded resolvent proves closedness, so the Hille-Yosida theorem gives a contraction semigroup. An exponentially shifted semigroup with generator solves the heat equation with oscillator potential.