Rayleigh-Ritz method

The Ritz method minimizes a quadratic energy over a finite-dimensional trial space. For basis functions ${\varphi }_j$ and bilinear form $a$, its linear system is $Ka=F$ with $K_{jk}=a({\varphi }_k,{\varphi }_j)$ and $F_j=⟨f,{\varphi }_j⟩$.

For a bounded symmetric coercive bilinear form on a Hilbert space, a solution of $a(u,w)=\ell (w)$ minimizes $J(v)=a(v,v)/2-\ell (v)$. The displayed identity proves strict minimality and uniqueness. Restricting to a conforming finite element space makes the discrete Ritz method equivalent to the Galerkin method. Galerkin orthogonality gives exact best approximation in the energy norm; the Céa lemma translates it into a reference-norm estimate.

A continuous symmetric coercive bilinear form $a$ on a real Hilbert space and a continuous linear functional $\ell$ give a unique minimum of $I$. The parallelogram identity makes any minimizing sequence Cauchy in the energy norm; coercivity and completeness give its limit. Differentiation gives $a(u,w)=\ell (w)$, and $I(v)-I(u)=a(v-u,v-u)$ proves uniqueness. A nonsymmetric operator instead differentiates to its symmetric part. Mere pointwise positivity without a lower bound in the chosen norm need not yield a minimizing vector.

A symmetric coercive bilinear form $a$ defines the energy norm $\Vert v{\Vert }_a=\sqrt{a(v,v)}$. In this norm the Ritz method is an orthogonal projection onto its finite-dimensional trial space.