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The starting point of a conforming finite element method is a weak formulation in a Hilbert space $X$. For example, a homogeneous Dirichlet boundary condition on a bounded Lipschitz domain gives $X=H_0^1(\Omega )$. One seekswhere $a$ is a bounded bilinear form, $|a(w,v)|\le L\Vert w{\Vert }_X\Vert v{\Vert }_X$, and $\ell \in X^{\ast }$ is a bounded linear functional. A conforming finite element space $X_h\subset X$ is finite dimensional and is typically built from functions that are polynomial on each element of a finite element mesh. With a basis ${\phi }_j$, the Galerkin method imposes the same identity only for $v_h\in X_h$, givingThe stiffness matrix is sparse when basis supports overlap only locally. Local element integrals assemble its entries; the mass matrix represents an $L^2$ 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 $a(v,v)\ge \gamma \Vert v{\Vert }_X^2$ for some $\gamma >0$, there is a unique solution for each $\ell \in X^{\ast }$, with $\Vert u{\Vert }_X\le \Vert \ell {\Vert }_{X^{\ast }}/\gamma$. The same theorem on $X_h$ 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 $a$ is symmetric and a coercive bilinear form, the Ritz method minimizesover $X_h$. Its first variation is exactly the Galerkin method, so Ritz minimization and Galerkin testing coincide for symmetric coercive problems. The energy norm $\Vert v{\Vert }_a=\sqrt{a(v,v)}$ turns the approximation into an orthogonal projection. Indeed, subtracting the exact and discrete weak equations gives Galerkin orthogonality, $a(u-u_h,v_h)=0$. For every $v_h\in X_h$ the Pythagorean identity becomessoThis 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 givesTo prove it, put $e=u-u_h$. Galerkin orthogonality yields $a(e,e)=a(e,u-v_h)$, so coercivity and boundedness give $\gamma \Vert e{\Vert }_X^2\le L\Vert e{\Vert }_X\Vert u-v_h{\Vert }_X$. Divide when $e\ne 0$ and take the infimum. Thus approximation capability plus uniform coercivity gives convergence. In contrast, minimizing $\frac{1}{2}a(v,v)-\ell (v)$ 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 $S$ with diagonal $2/h$ and neighbouring entries $-1/h$, and the mass matrix $M$ with diagonal $2h/3$ and neighbouring entries $h/6$. Therefore $K=S+M$ and $F_i=i{h}^2$. Its positive-definite matrix is the coordinate form of the continuous energy. The exact smooth solution $u(x)=x-\sinh (x)/\sinh 1$ makes this an explicit test of the method, not just an abstract existence result.

For a nonsymmetric example, take positive $\epsilon$, constant real $\beta$, andIts form is $a(u,v)=\epsilon \int u^{\prime }{v}^{\prime }+\beta \int u^{\prime }v+\int uv$. Since $\int v^{\prime }v=0$, it has coercivity constant $\min (\epsilon ,1)$ in the full $H^1$ norm, although it is not symmetric when $\beta \ne 0$. The Galerkin method remains well posed. On the uniform hat basis, $K=\epsilon S+\beta C+M$, where $C_{i,i+1}=1/2$, $C_{i,i-1}=-1/2$ and $C_{ii}=0$. The skew-symmetric matrix $C$ cancels from $c^{T}Kc$, proving nonsingularity. A Ritz energy would omit precisely this advection contribution. Small $\epsilon$ 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 $u\in H^2(\Omega )$ in the usual low-dimensional setting,The Céa lemma therefore gives an $O(h)$ energy error. The Aubin–Nitsche duality argument improves the L2 norm error when the dual elliptic problem has $H^2$ regularity: solve $a(v,z)=(e,v{)}_{L^2}$ and useConsequentlywith 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 $M\dot{c}+Sc=0$. Because $M$ is a positive-definite matrix and $S$ 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.

Let ${\mathrm{Sym}}_n$ be the vector space of real symmetric matrices and considerAt $R\in O(n)$,This derivative is surjective: for $S\in {\mathrm{Sym}}_n$, choosing $H=RS/2$ gives $D_R\Phi (H)=S$. Thus $I$ is a regular value and the orthogonal group $O(n)={\Phi }^{-1}(I)$ is a submanifold of codimensionThe determinant takes only the values $\pm 1$ on $O(n)$, so the special orthogonal group $SO(n)=\{R\in O(n):\det R=1\}$ is an open-and-closed submanifold of $O(n)$. Therefore

The tangent space is the kernel of $D_R\Phi$:where the Special orthogonal Lie algebra $\mathfrak{so}(n)$ is the vector space of skew-symmetric matrices. This proves the special orthogonal group as a submanifold description.

Given a solution $u(t)$, construct $a_j(t)=\frac{1}{2}{e}^{u_j(t)/2}$ and hence the smooth matrices $L(t)$ and $B(t)$. Let $U(t)$ solve the linear ordinary differential equationBecause $B(t)$ is skew-symmetric,so $U(t)$ is an orthogonal matrix and is invertible. Moreover,It follows thatThus the Lax pair flow is an Isospectral Lax equation: every $L(t)$ is similar to $L(0)$ and has the same eigenvalues and characteristic polynomial.

Every symmetric function of these constant eigenvalues is a first integral. In particular, the trace invariants of a Lax equationare constant because the cyclic property of the trace givesFor example,is an explicit first integral of equation $(†)$.

The special orthogonal group in three dimensions isDifferentiating $A(t{)}^{T}A(t)=I$ at the identity shows that its Lie algebra is the space of skew-symmetric matrices. A convenient basis iswith $[J_a,J_b]={ϵ}_{abc}{J}_c$.

The infinitesimal action of $\exp (t{J}_a)$ on a point $x\in {\mathbb{R}}^3$ is $J_{a}x=e_a\times x$. It therefore generates the vector fieldFundamental vector fields for this left action form an antihomomorphism with the stated convention, and direct differentiation givesso their span is closed under the Lie bracket of vector fields.

The brackets $\{x,y\}=z$, $\{y,z\}=x$, and $\{z,x\}=y$ define the rotational Lie-Poisson structure on R3. With the convention that a Hamiltonian vector field acts by $X_H(f)=\{f,H\}$,Hence the required Hamiltonians are simplyThe quadratic functionsatisfies $\{F,x_a\}=0$ for all $a$, so it is a Casimir function of a Poisson manifold. Its nonzero regular level sets $F=R^2$ are spheres. The Poisson tensor has rank two there and is tangent to each level set, so it inverts to a symplectic form; each sphere is a symplectic leaf. Rotations preserve both $F$ and the alternating tensor ${ϵ}_{abc}$, hence preserve the restricted Poisson tensor and its inverse symplectic form. The $SO(3)$ action therefore restricts to a symplectic action on every sphere $S_R^2\subset {\mathbb{R}}^3$.

Over $\mathbb{C}$, the real skew-symmetric matrix $A$ is normal because $A^{\ast }=-A$. Part (a) gives an orthonormal complex eigenbasis, and the nonzero eigenvalues are purely imaginary pairs $\pm i\lambda$.

For each $\lambda >0$, choose a unit real vector $x$ in the kernel of $A^2+{\lambda }^{2}I$ and putThen $x\perp y$, $\Vert y\Vert =1$, andThus $A$ has matrixon the orthonormal basis $(x,y)$. Distinct such invariant planes are orthogonal; complete them by an orthonormal basis of $\ker A$. Taking these basis vectors as the columns of an orthogonal matrix $R$ gives

If $X$ belongs to the Special orthogonal Lie algebra, which is also the Lie algebra of $O(3)$, then $e^{tX}\in O(3)$ near $t=0$. Differentiatingat zero gives $X^{\mathsf{T}}+X=0$. Conversely, the matrix exponential of every real skew-symmetric matrix is orthogonal. Hence

Differentiate the squared Euclidean norm and use the skew-symmetric matrix identity $A^T=-A$:Thus $\Vert \mathbf{y}(t){\Vert }_2^2$ is constant, and continuity of the nonnegative square root gives

Set $\overline{\mathbf{y}}=({\mathbf{y}}_n+{\mathbf{y}}_{n+1})/2$. The implicit midpoint rule readsTaking the inner product with ${\mathbf{y}}_{n+1}+{\mathbf{y}}_n=2\overline{\mathbf{y}}$ givesThe last equality again follows from skew-symmetry. Mathematical induction therefore yields

Write $A_n=A({\mathbf{y}}_n)$. The trapezoidal rule isTaking the inner product with ${\mathbf{y}}_{n+1}+{\mathbf{y}}_n$ givesThe two quadratic terms vanish because each $A_j$ is skew-symmetric. Moreover ${\mathbf{y}}_{n+1}^T{A}_n{\mathbf{y}}_n=-{\mathbf{y}}_n^T{A}_n{\mathbf{y}}_{n+1}$. HenceUnlike the implicit midpoint rule, the trapezoidal rule evaluates $A$ at two different states, so the mixed terms need not cancel.

Take the real $L^2$ inner product of the equation with $u$. The homogeneous Dirichlet boundary conditions and integration by parts giveThus $\Vert u(t){\Vert }_{L^2}\le \Vert u_0{\Vert }_{L^2}$, and applying the same estimate to the difference of two solutions gives continuous dependence on the initial data. The constant-advection term is skew-symmetric under these boundary conditions and contributes no energy. Hence

Write the semidiscrete system as ${\mathbf{u}}^{\prime }=L_h\mathbf{u}+\alpha D_h\mathbf{u}$. With zero boundary values, the centered second-difference matrix $L_h$ is symmetric negative definite and the centered first-difference matrix $D_h$ is skew-symmetric. ThereforeThis is a mesh-uniform stability estimate for the centered convection-diffusion semidiscretization, valid for every real $\alpha$.

Both centered differences have local spatial error $O(h^2)$ for a sufficiently smooth solution. Stability plus consistency gives convergence, equivalently by the semidiscrete form of the Lax equivalence theorem. Thus

A symmetric operator $L$ on a real Hilbert space is strictly positive definite when $⟨Lv,v⟩>0$ for every nonzero $v$ in its operator domain. Strict positivity proves uniqueness of a solution of $Lu=f$, but in infinite dimension it need not prove existence for every $f$. A uniformly positive definite symmetric operator additionally has a positive lower bound independent of $v$. Symmetry must be stated separately when positivity is defined only by a real quadratic expression: adding a skew-symmetric matrix changes the operator without changing that expression.

Let $L$ be the symmetric zero-diagonal Jacobi matrix with $L_{j,j+1}=L_{j+1,j}=a_j$, and let the skew-symmetric matrix $B$ haveThen $\dot{L}=[B,L]$ is equivalent to the Finite Volterra lattice. The corresponding similarity flow makes the eigenvalues of $L$, the coefficients of its characteristic polynomial, and its trace invariants first integrals.