Choose a cutoff function supported in , equal to one on , and satisfying . Use as a test function in the weak formulation:
The Cauchy-Schwarz inequality followed by Young inequality gives
and hence
This is the Caccioppoli inequality. The numerical constant is convention-dependent and is normally absorbed into the displayed estimate; replacing the radii by fixed intermediate radii gives the stated form with one universal constant.
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.
Multiply the differential equation by and integrate. The Hardy inequality on an interval makes the terms containing and integrable. For smooth , integration by parts gives
because and the Neumann boundary condition is . Therefore
The density of smooth functions in a Sobolev space and continuity of all four terms extend this weak formulation to every .
For compactly supported smooth variations , differentiating at gives
This is the weak formulation. Taking or separates its two equations. When are smooth, integration by parts transfers each derivative from the test function; the fundamental lemma of the calculus of variations then recovers exactly the two pointwise equations in part (a).
Define the energy
Its first variation in direction is
Thus its minimizer satisfies the weak formulation
which is the weak equation . Positive definiteness makes strictly convex, so this stationary point is the unique minimizer; under uniform positivity of , existence follows from the Lax-Milgram theorem.
Write . If is a classical solution, multiply by a smooth function and apply the divergence theorem. The Neumann boundary condition removes the boundary term and gives
The density of smooth functions in a Sobolev space and boundedness of the coefficients extend this identity to every , so is a weak solution.
Conversely, take to be a test function compactly supported in . The weak formulation says
The fundamental lemma of the calculus of variations gives the equation in . Under the regularity implicit in the stated notion of a classical solution, it holds pointwise. Applying integration by parts again with arbitrary leaves
where is the trace operator. Traces of smooth functions can be chosen arbitrarily on the boundary, so the boundary fundamental lemma of the calculus of variations gives . Thus is a classical solution.
Testing the weak formulation with the constant function proves the necessary compatibility condition
Assume first that is connected and this condition holds. On the mean-zero Sobolev space
use the norm . To prove the needed Poincare-Wirtinger inequality, suppose it failed. There would be with and . The Rellich-Kondrachov compactness theorem gives a subsequence converging strongly in and weakly in to a function . Its weak derivative vanishes, so connectedness makes constant; its zero mean makes it zero. This contradicts . Hence is an equivalent Hilbert space norm on .
Define
Boundedness of makes a bounded bilinear form, while uniform ellipticity gives
so it is a coercive bilinear form. The Cauchy-Schwarz inequality and the Poincare-Wirtinger inequality make a bounded linear functional. The Lax-Milgram theorem supplies a unique satisfying for every mean-zero . For arbitrary , subtract its mean; the omitted constant contributes zero on both sides because and . Thus solves the original problem.
If two solutions exist, their difference satisfies , so uniform ellipticity gives . It is therefore constant on . The solution is unique up to an additive constant, and its mean-zero representative is unique. If is disconnected, the precise condition is on every connected component , and one independent additive constant remains on each component.
Suppose and are weak solutions with the same trace, and put . The weak formulation permits itself as a test function, giving
Thus is almost everywhere constant, and its zero trace makes that constant zero. This proves uniqueness.
The weak identity also says that in the sense of distributions. The Weyl lemma therefore gives and pointwise. The assumed continuity on retains the prescribed boundary values, so the weak solution is the unique classical solution in .
Multiply the Poisson equation by and apply Green's first identity. The Dirichlet boundary condition makes the trace of vanish on , while the Neumann boundary condition makes the boundary flux vanish on . Thus the weak formulation is: find such that
where
First choose a test function . The weak formulation and integration by parts give
The fundamental lemma of the calculus of variations implies pointwise because and is continuous. The Dirichlet boundary condition on already follows from and continuity of .
For arbitrary , Green's first identity and the interior equation now reduce the weak identity to
The traces of smooth members of can be chosen freely on compact subsets of . Another application of the fundamental lemma of the calculus of variations, now on the boundary, gives pointwise on . Hence is a classical solution of the complete mixed boundary value problem.
Solve the adjoint transport equation
backward with terminal value zero. Along the characteristic flow map , the required solution is
Differentiation under the integral verifies the equation. If has compact support in , then vanishes for and for , so as required.
When the initial datum is zero, inserting this into the weak formulation gives
for every . Thus almost everywhere. The difference of two bounded weak solutions has zero initial datum, so this proves uniqueness.
Petrov-Galerkin method 2026-10-14
The Petrov-Galerkin method chooses an approximate solution in a finite-dimensional trial vector space and tests a weak formulation against a possibly different test space . For a bilinear form and a linear functional , it imposes for every . Taking recovers the usual Galerkin method. Different test functions can alter stability and accuracy; the Galerkin orthogonality is then against the test space and need not be an orthogonal projection in an energy norm.
For the Poisson equation on the unit disk with zero Dirichlet boundary condition, separation of variables in polar coordinates gives . For , boundedness at and select . The resonant mode is . For discontinuous angular data, the Poisson equation is interpreted in its weak formulation; its Dirichlet energy gives uniqueness. Orthogonality of the angular Fourier modes gives , with the resonant case obtained directly or by the limit .
Variational problem Created 2026-10-06 Updated 2026-10-07
A variational problem seeks a stationary point or minimizer of a functional on a specified function space. For a symmetric coercive bilinear form and bounded linear functional on a real Hilbert space, minimizing is equivalent to the weak formulation for every test vector. The Lax-Milgram theorem gives a unique solution, and proves unique minimization. Specifying the admissible space and its boundary constraints is part of the problem.
Weak Robin problem for a uniformly elliptic operator Created 2026-10-05 Updated 2026-10-06
For with smooth coefficients on a bounded smooth domain, the weak formulation of and conormal Robin boundary condition is
The bilinear form is bounded by the Sobolev trace theorem. If satisfy the positive uniformly elliptic operator inequality, the multiplicative trace inequality on a bounded smooth domain and the Young inequality show that the form is coercive when is sufficiently large, even if and have negative parts. The Lax-Milgram theorem then gives a unique weak solution for every .