Write and . The characteristic flow map solves . Its vector field is globally Lipschitz continuous, so Picard-Lindelöf theorem gives a unique global flow with inverse . Also .
The proposed Dirac measure is the unit mass at . For every compactly supported smooth test function ,
This is the weak formulation of , equal to the Liouville equation because . The initial unit mass is recovered at . The characteristic equations are precisely , ; the time-derivative dots, lost in the converted text, are present in the PDF.
Assume the self-adjoint interpretation of positive-definite operator from the preceding part. For and real , expand the quadratic functional:
The first variation therefore vanishes in every direction precisely when for every , or . This is its Euler-Lagrange equation and its weak formulation. For any weak solution , write . Self-adjointness and cancel the cross terms and give the exact identity
Strict positivity makes this difference positive unless , so every weak solution is the unique global minimizer, and conversely every minimizer is a weak solution. If is uniformly positive, the Lax-Milgram theorem additionally gives existence for every and . The identity above then gives the quantitative gap .
The hypotheses matter. On , let
Then for nonzero , but is minimized at , whereas . Thus real quadratic positivity without symmetry does not imply the requested variational assertion: the symmetric part determines a real quadratic functional.
Also, strict self-adjoint positivity does not imply existence for arbitrary . On , take and . The operator is bounded, self-adjoint and strictly positive, and ; a solution would have , which is not in . In fact the trial vectors with their first coordinates equal to one give . The printed conclusion about a weak solution is valid whenever that solution exists; an unconditional existence assertion needs uniform positivity.
A weak solution is an equivalence class satisfying, for every test function ,
This is integration by parts for the nonconservative transport equation. In particular, the weak formulation contains as well as . The last integral encodes the initial condition; a pointwise boundary value of an arbitrary Lebesgue space representative is not the definition. Compact support of the test function makes the identity meaningful even if is unbounded.
Use the same formula for a measurable representative of . Dilation preserves null sets and gives . To check the weak formulation, change variables and set . Then
The spacetime integral becomes , as required.
For uniqueness, take any bounded weak solution and write . Choosing in the weak formulation gives
For tensor test functions , this says that is distributionally constant and has value . A countable dense family of spatial test functions identifies almost everywhere. Thus the displayed solution is the unique bounded weak solution.
For the inflow transport boundary condition, the weak formulation is
Here is a smooth compactly supported test function on the closed quadrant. Put and . The transformed region is . The formula in the preceding solution is , with for and for . Consequently the first integral equals . Its positive- portion cancels the initial integral; the substitution in its negative- portion cancels the inflow integral, including the factor . This proves weak existence for arbitrary bounded data without corner compatibility.
For uniqueness, subtract two weak solutions. Interior test functions in these characteristic coordinates give distributionally, so on each vertical ray. This follows first on rectangles compactly contained in using tensor test functions, and then on the whole region by overlapping rectangles. In the full weak formulation the remaining lower-boundary term is . Arbitrary smooth traces supported separately on and force there. The single point has zero measure. Thus the two-branch formula is the unique bounded weak solution.
Write the minimal surface equation for a graph as in its weak formulation, where . For negative increments use the same difference quotient convention, so
For , the function is an admissible test function in . Commuting the first partial derivative with translation, then applying discrete integration by parts, gives
The fundamental theorem of calculus along a line segment gives the averaged linearization of a nonlinear divergence-form equation
Thus the backward difference quotient solves a linear equation in divergence form:
To verify the ellipticity of the minimal surface flux, compute
and hence
The eigenvalue parallel to is ; every orthogonal eigenvalue is . The same lower and upper bounds pass to the averaged symmetric matrix whenever both endpoint gradients have norm at most :
The printed hypothesis supplies such an on each relatively compact subset, uniformly for sufficiently small . It therefore establishes a locally uniformly elliptic operator. A single lower bound on all of additionally requires bounded gradients there and at the shifted points; this is automatic for bounded and fixed , but is not supplied on an arbitrary open set.
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.
First prove the hinted Caccioppoli inequality. Testing the weak formulation with is legitimate by approximation in the zero-boundary Sobolev space. Let . Then
by Young inequality. Hence
No derivative of the measurable coefficient matrix is taken.
Set . The denominator is finite and positive because is continuous on the compact closure and nonzero. Each solves the same linear equation and . For every , choose a cutoff function equal to one on and supported in a slightly larger interior Euclidean ball. The energy bound gives a uniform bound.
Take radii . Weak compactness and a diagonal subsequence argument produce one subsequence converging weakly in for every , with consistent restrictions defining . Part (b) and the Arzelà-Ascoli theorem allow a further subsequence converging uniformly on . Its uniform limit agrees almost everywhere with the weak limit and supplies its continuous representative there.
For every smooth compactly supported test function, choose containing its support. Since and converges weakly there,
Thus the compactness of normalized weak elliptic solutions gives
The diagonal step is needed to retain the equation beyond the small Euclidean ball of uniform convergence. The limit need not be nonzero: for the Laplacian in dimension at least two, the normalized harmonic functions tend uniformly to zero on each smaller Euclidean ball.
For any , set and . These coefficients retain the same bounds and ellipticity, and a change of variables in the weak formulation shows that is a nonnegative weak subsolution on . Part (a) gives the scale-correct estimate
The constant is independent of . Fix a Euclidean ball and let with . The right side tends to zero, so almost everywhere on . Since is arbitrary, the Liouville theorem for integrable nonnegative elliptic subsolutions proves
This is as a Sobolev space element. Any continuous representative is identically zero pointwise; an arbitrary measurable representative can be modified at isolated points without changing the weak equation. Integrability and the explicit scaling force the conclusion.
Let be the trace map from the Sobolev trace theorem. The weak Robin problem for a uniformly elliptic operator uses all of as the test space, since a Robin boundary condition does not require a zero trace. Define
The weak formulation is
For a classical solution, integration by parts produces the boundary term . Substituting the Robin boundary condition replaces it by , giving the displayed identity.
Conversely, if satisfies the identity, tests first show in the sense of distributions. Subtracting this interior equality after integration by parts gives
Every smooth boundary function is the trace of a smooth function on . The boundary residual is continuous, so this proves the boundary equation pointwise. Thus the formulations agree for solutions. If is continuous the interior equation holds pointwise; for merely , equality with that given representative of is understood almost everywhere.
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
For each , let
A weak energy solution of a variable-coefficient wave equation is a function with zero lateral trace, equivalently , whose time trace satisfies in and for which
for every with zero lateral trace and . Here has a continuous representative, so the displacement trace is well defined.
The velocity condition is encoded by the boundary term in time; an arbitrary space-time function need not have an trace of . The equation implies , hence has a continuous representative and in that sense. This is the weak formulation obtained by integration by parts once in time and once in space.
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 Schrödinger equation example. Conformity, coercivity and approximation estimates together explain convergence.
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.
Put with its usual Hilbert space inner product, and define
The Cauchy-Schwarz inequality shows that this is a bounded bilinear form. For , Young inequality gives
and therefore
Because , this is a coercive bilinear form.
The map is a bounded linear functional on . By the Riesz representation theorem, it equals for some . Applying part (b) produces one and only one such that
This is precisely the weak formulation of the stated Dirichlet problem, obtained by integration by parts in the Laplace operator term. Thus is its unique weak solution; this is the constant-drift massive-Laplacian Dirichlet problem.
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.