Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 69 / 4 / a / Solution

Let $V$ be a real Hilbert space, $a:V\times V\to \mathbb{R}$ a bounded bilinear form, and $\ell \in V^{\prime }$ a bounded linear functional. Assume constants $C<\infty$, $\alpha >0$ satisfyThe second hypothesis says that $a$ is a coercive bilinear form. The Lax-Milgram theorem then supplies a unique weak solution $u\in V$ with $a(u,v)=\ell (v)$ for every $v\in V$, and $\Vert u{\Vert }_V\le \Vert \ell {\Vert }_{V^{\prime }}/\alpha$.

For a finite-dimensional trial linear subspace $V_h\subset V$, the same boundedness and coercivity constants apply to the restricted form. Since a finite-dimensional subspace is closed, $V_h$ is itself a Hilbert space. Thus there is a unique Galerkin method solution $u_h\in V_h$ satisfying $a(u_h,v_h)=\ell (v_h)$ for every $v_h\in V_h$. The Galerkin orthogonality $a(u-u_h,v_h)=0$ 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 $\ell$ antilinear in the test variable, and require $\mathrm{Re}a(v,v)\ge \alpha \Vert v{\Vert }_V^2$.