There is a genuine conflict in the printed coefficient assumptions: no uniformly positive coefficient in a zero-boundary Sobolev space exists. A function cannot also obey almost everywhere. Indeed, the Lipschitz truncation has , so Lipschitz truncation preserves zero-boundary Sobolev spaces, giving . But would be the nonzero constant . Its zero gradient contradicts the Poincaré inequality in the zero-boundary Sobolev space. Thus the literal coefficient class is empty.
For the meaningful uniformly elliptic problem, take with , and impose the Dirichlet boundary condition on the unknown and test functions: . Additional regularity of is harmless, but a zero trace for must be removed. The divergence-form elliptic operator is . Integration by parts defines the symmetric bounded bilinear form
In particular,
Here is the first Dirichlet Laplacian eigenvalue on the unit square; the Poincaré inequality follows, for example, by applying the one-dimensional inequality in each coordinate and adding. Thus is coercive in the gradient norm on , and the Dirichlet realization of is a positive definite symmetric operator. On its operator domain, .
The required functional and weak equation are
Because , the right side is a bounded linear functional by the Cauchy-Schwarz inequality and Poincaré inequality. The Lax-Milgram theorem gives a unique weak solution, and part (b) proves that it uniquely minimizes . These formulas prove the intended conclusion under the repaired coefficient hypothesis; under the literal hypothesis there is no coefficient to which the conclusion can be applied.
Consider the operators on all of or , extending the displayed positive-function formula linearly. Here is the space of continuous functions vanishing at infinity. The multiplier has modulus at most one, so , and multiplication of exponentials gives and . For strong continuity on , choose a compact outside which is small. On the continuous is bounded, making uniform; outside , . For , use pointwise convergence and the dominated convergence theorem with bound . Thus both are contraction semigroups, even when is unbounded.
The generator of a multiplication semigroup is
Indeed pointwise difference quotients converge to . A norm limit therefore forces the displayed domain condition, using an almost-everywhere convergent subsequence for the case. Conversely , so the dominated convergence theorem proves the limit when . In write the error as times , with the value at supplied by continuity. That second factor tends uniformly to zero where is bounded and has modulus at most one; the compact-set and small-tail argument applied to proves uniform convergence. To prove directly that is a closed operator, take and . Pointwise limits in , or a common almost-everywhere convergent subsequence in , give . Thus is in the appropriate generator domain and . In the domain is dense because ; in compactly supported continuous functions are a dense subspace contained in the domain.
A real multiplication operator on its maximal domain is an unbounded self-adjoint operator. One direct verification is to test the adjoint relation against functions supported on . If is in the adjoint operator domain with representing vector , those tests force on each such set, hence . The converse follows by integration. On the sigma-finite measure spaces used below, the spectrum of a real multiplication operator is its essential range; spectral values are detected by unit vectors supported where the multiplier is arbitrarily close to that value, while outside the essential range its reciprocal is a bounded resolvent multiplier.
For the heat semigroup on , take the normalization . The unitary Fourier transform converts it to multiplication by , and converts the semigroup to multiplication by . Consequently
The Sobolev space domain is exactly . The continuous spectrum comes from the full essential range of , not from square-integrable Fourier eigenvectors.
For the Ornstein-Uhlenbeck semigroup on standard Gaussian measure, the normalized Probabilists' Hermite polynomials form an orthonormal basis. The construction below gives and , so the Hermite coefficient map turns it into a real multiplication operator on . Therefore
Finally, the heat semigroup on the whole real line has no positive spectral gap, whereas the standard Ornstein-Uhlenbeck semigroup has gap one. For the first claim, take a nonzero smooth compactly supported and set . Then , but . This disproves a uniform whole-line Poincaré inequality ; one can also choose . Lebesgue measure here is infinite, so it has no normalized probability mean to subtract. For Gaussian measure, the Hermite expansion instead gives the sharp Gaussian Poincaré inequality
Equality holds for affine functions. The identity on the right is interpreted on the energy-form domain, which is larger than the full operator domain.
Write . For , choose in the annular Caccioppoli inequality to be the integral average of over . The supplied Poincare inequality on an annulus gives
Moving the term to the left is the hole-filling argument:
Consequently . Put and choose . For , monotonicity gives
Dyadic endpoints can be assigned to either adjacent interval. Since , the requested dyadic energy decay is
Both constants depend only on the dimension and uniform ellipticity bounds, not on .
There is a dimensional detail in the printed hint: an annulus is disconnected in dimension one, so that Poincaré inequality with a single average is false there. The conclusion still holds. In one dimension the weak equation gives almost everywhere for a constant flux for a one-dimensional divergence-form equation . Since ,
This implies the required estimate with, for example, and . If , the estimate is immediate. Thus the proof also covers dimension one without using the inapplicable hint.
Test the weak formulation with itself. Uniform ellipticity and the Cauchy-Schwarz inequality give
The Poincaré inequality for the bounded shell with zero trace gives . If the gradient is nonzero, divide to obtain ; if it is zero the estimate is immediate and the zero trace forces . Thus
The constant depends on the shell and , not on or . Subtracting two solutions with the same forcing gives a zero-forcing solution and hence proves uniqueness. This is a coercive energy argument, not an appeal to real analytic Cauchy solvability.
Using the usual zero-boundary Sobolev space convention,
where weak derivatives define and is the space of test functions. In the Gaussian free field convention, the same notation often denotes the Dirichlet energy space, the completion in the gradient norm alone. On bounded domains the Poincaré inequality makes the two definitions equivalent; on unbounded domains one must distinguish them. The following gradient-pairing argument applies in either setting whenever the energy completion is realized as weak functions.
Identify with a vector subspace of by zero extension of H01. Approximating by test functions in shows that this is an isometric embedding in the inhomogeneous Sobolev norm and also in the Dirichlet inner product norm. In particular, arbitrary irregularity of causes no additional boundary term.
Define
These are weakly harmonic Sobolev functions. For , integration by parts in the weak sense gives . If , choose converging to in , or in energy for the homogeneous convention. The Cauchy-Schwarz inequality gives
Hence the orthogonality of supported and harmonic Dirichlet functions is
Both are linear vector subspaces. In the inhomogeneous convention they are closed: the first is the isometric image of a complete space, and the second is the intersection of the kernels of the linear functionals . No spanning assertion is needed. The PDF contains this orthogonality statement; the TeX has badly corrupted it into an assertion about openness.
For homogeneous corrections at the square boundary, integration by parts gives and . The first-derivative cross terms give and . Using and , these four contributions cancel in pairs. This proves exactly the supplied solvability condition, including the weight on its second row. Equivalently is the relevant adjoint eigenfunction for this coupled system.
At first order in the detuning, the inhomogeneous equations are
Insert these right-hand sides into the verified solvability condition. One obtains
A further integration by parts, using the leading heat equation, gives
Hence the growth-rate solvability for conducting-square Darcy convection yields
The PDF prints the reciprocal of the required integral ratio. With its declared , the displayed reciprocal does not follow and is false for . Both integrals are positive for these nonzero modes. The square's Poincaré inequality gives their ratio at least , so it cannot equal its reciprocal. For , the two explicit parities give approximately for odd and for even ; the printed expression instead gives about and . These values provide direct mode-based counterexamples.
The corrected growth rate is positive for and negative for , as expected at a convection threshold. Because the critical eigenspace is two-dimensional, an arbitrary superposition generally splits into two different first-order growth rates. The specified parity modes remain independent under the detuning: the temperature linear operator preserves reflection parity, so the cross-parity projection vanishes. This justifies applying the scalar solvability condition to either listed eigenfunction; it should not be applied as a single common eigenvalue to an arbitrary mixture.
The Dirichlet Laplacian eigenfunctions and positive Dirichlet Laplacian eigenvalues on the interval of length two are
A Sturm-Liouville eigenfunction expansion gives , with . Thus all normal modes oscillate precisely when .
To justify a spatially uniform bound for arbitrary appropriate data, assume the usual wave equation energy class and , or smoother compatible data. The energy method conserves
The sharp Poincaré inequality is . For , this makes coercive with constant ; for , coercivity is immediate. The one-dimensional Sobolev representative satisfies by the fundamental theorem of calculus and the Cauchy-Schwarz inequality. Hence the conserved energy bounds uniformly in both variables.
At , the smooth solution is unbounded. At , is unbounded. Therefore
The bound depends on the initial data; it is not a single bound for all arbitrarily rescaled solutions. The energy-class hypothesis supplies pointwise meaning and excludes undefined rough-data interpretations.
Use the real Hilbert space , the zero-boundary Sobolev space, with norm . The Poincaré inequality makes this equivalent to its usual Sobolev space norm. Define the symmetric bilinear form and continuous linear functional
The Cauchy-Schwarz inequality and the sharp interval Poincaré inequality imply
Thus is a bounded bilinear form and a coercive bilinear form, and is bounded because is square-integrable. The Lax-Milgram theorem supplies a unique weak solution:
This is obtained from the differential equation by integration by parts; the test functions have zero boundary trace. Conversely, the weak solution satisfies in the sense of distributions. Since , it belongs to and solves the equation almost everywhere.
Equivalently, the Ritz method minimizes
over . Indeed , since the mixed term is . This proves existence and uniqueness of the minimizer directly from the weak solution, as well as its equivalence to the variational problem.
Take the difference of two weak solutions, so . At the stated regularity, it is not justified simply to test by , which need not belong to the spatial test space . Instead use the antiderivative test underlying uniqueness of Sobolev weak solutions of a wave equation.
Fix and define
These are Bochner integrals in . The function is an admissible space-time test, before , and . The time term in the weak formulation is
because . Symmetry of and integration by parts in time give
For the lower-order part, integration by parts in space gives
Bounded coefficients, the Poincaré inequality for , and the Young inequality now imply
Since ,
For in a sufficiently short fixed interval, absorb the last term into the left-hand side. The Gronwall inequality applied to proves on that interval. The equation gives continuity of in , so both initial traces at its endpoint are again zero. Repeating with the same uniform coefficient bounds covers . Therefore
The convention used for planar Gaussian free field theory is the Dirichlet energy space:
It is a real Hilbert space with the extended Dirichlet inner product. A conformal map from the unit disc onto identifies the two energy completions, so local representatives can be understood through the disc's zero-boundary space.
For an arbitrary unbounded domain this is the homogeneous energy completion; it should be distinguished from completion in the inhomogeneous norm used in another standard definition of the zero-boundary Sobolev space. On bounded domains with a Poincaré inequality, the two norms are equivalent.
The expression is a Test-function pairing with a Gaussian free field, rather than the pointwise integral of an ordinary random function. For a real test function , take the Dirichlet solution
using the Green-kernel identity allowed in the original PDF. In particular, . Integration by parts gives, initially for smooth compactly supported and then by continuity in the Dirichlet energy space,
The integral functional is continuous in the energy norm: pull back to the unit disc, where the transformed test function has compact support, and use the Poincaré inequality. Hence is its energy-space representer. Define
By the isonormal Gaussian process definition, it has mean zero and variance
The logarithmic singularity is locally integrable, so this variance is finite for smooth compactly supported test functions. Thus
The local TeX corrupted the double integral and the bracketed Green-kernel identity; the PDF supplies the identity above and does not assert an infinite variance.
On the product Hilbert space define
and
The Cauchy-Schwarz inequality makes and bounded. On the diagonal,
The Poincaré 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 .
Let be a finite reversible Markov chain with stationary distribution , and write for an oriented transition edge . For every ordered pair choose a directed path from to using positive-capacity edges, and define the congestion
Then the Canonical paths comparison theorem gives the Poincaré inequality
for every real function , and hence the spectral gap is at least .
Indeed,
Write each difference as the sum of edge differences along and apply Cauchy-Schwarz inequality:
Interchanging the pair and edge sums, then applying the definition of , bounds the result by
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 Poincaré 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 Poincaré inequality. Thus is positive definite and is coercive. The Lax-Milgram theorem gives a unique weak solution of the variational problem
If the asserted Poincaré inequality failed, after rescaling there would be with
The sequence is bounded in . By the Rellich-Kondrachov compactness theorem, a subsequence converges strongly in to some and weakly in . Its weak gradient is zero, so connectedness of makes almost everywhere constant. Continuity of the integral under convergence gives , hence . Strong convergence would then imply , contradicting the normalization. Therefore the required constant exists.
Use the bilinear form
on . Smoothness on the compact set makes bounded, so is bounded. Positive semidefiniteness gives
The Poincaré 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 Poincaré 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
The zero-boundary Sobolev space is
On it define
If this quadratic form vanishes, then . The Poincaré inequality gives
so . It is therefore an inner product, and its norm is equivalent to the usual norm.
A function is a weak solution when
This follows from integration by parts and incorporates the homogeneous Dirichlet boundary condition through membership in .
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 Poincaré 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.