Let be a nonempty norm-closed convex set in a real Hilbert space, and let be continuous and a convex function. If is bounded, or as tends to infinity in norm, then attains its infimum. Every sublevel set is bounded, norm-closed, and convex, hence contains the weak limits of its sequences by norm-closed convex set is weakly closed. A minimizing sequence in one fixed sublevel set has a weakly convergent subsequence by weak sequential compactness in a Hilbert space. Its limit lies in every sublevel set above the infimum. Since is real-valued, this also rules out infimum and proves attainment. This is an instance of the direct method in the calculus of variations.
For each real , define the sublevel set . Continuity of and closure of make a closed set in ; the convex function inequality makes it a convex set. The preceding result therefore makes every a sequentially weakly closed set. Equivalently, has weak lower semicontinuity along sequences in .
Every is bounded. This is immediate if is bounded. Otherwise, an unbounded would contain with , contradicting the assumed coercive function condition .
Choose and put . Choose a minimizing sequence entirely in , with ; when , require for sufficiently large . It is bounded by the previous paragraph.
The weak subsequence of a bounded Hilbert-space sequence theorem gives . This applies even if is not separable: the closed linear span of the sequence is a separable Hilbert space; successive extraction makes every coefficient in a countable Hilbertian basis converge, the common norm bound gives square-summable limiting coefficients by the Bessel inequality, and approximation by finite linear combinations proves weak convergence. Orthogonal decomposition extends that conclusion to all test vectors in . Since is a sequentially weakly closed set, .
For any real , a tail of lies in , so . If , this would give for every real , impossible because is real-valued. Thus is finite; letting gives , while the definition of infimum gives the reverse inequality. Therefore
This proves minimum of a coercive convex functional on a Hilbert space by the direct method in the calculus of variations, with bounded sublevel sets supplying the required weak sequential compactness in a Hilbert space.
Take the weakly convergent subsequence in (i), with limit . For each , the weak formulation gives
The left side tends to by weak convergence in . The zero-boundary Sobolev inequality gives , so (ii) makes the right side tend to zero. Taking in the limiting identity yields . The zero-boundary Poincaré inequality then gives .
The same argument applies to a weakly convergent subsequence of any subsequence of , because all remain bounded as in (i). To see why this proves convergence of the full sequence, suppose a continuous linear functional on did not satisfy . Some subsequence would have . Its boundedness gives a further weakly convergent subsequence, whose limit has just been proved to be zero; then tends to zero along it, a contradiction. Therefore
Uniqueness of a possible limit alone is not enough without the weak sequential compactness in a Hilbert space used to extract a further subsequence.
Let . By linearity of the weak formulation, is the zero-boundary weak solution with forcing . The estimate in (a)(iii) therefore gives
The change of variables gives , so the division is legitimate. Since is a Hilbert space, weak sequential compactness in a Hilbert space now gives a subsequence and some such that
In fact : the Sobolev trace operator is continuous and linear, so its zero kernel is preserved by weak convergence.
Suppose the compact operator acts on , and . The Uniform boundedness principle makes bounded, so its images form a relatively compact set. Bounded linearity gives : for every , . Every norm-convergent subsequence of must therefore converge to . If the whole sequence did not converge to in norm, a subsequence staying a fixed positive distance from would have a norm-convergent further subsequence, a contradiction. This proves that compact operators send weak convergence to norm convergence.
Conversely, assume the stated complete continuity property. Its strong limit necessarily equals , because bounded linearity still supplies the weak limit. Every bounded sequence in a Hilbert space has a weakly convergent subsequence by weak sequential compactness in a Hilbert space. Applying the assumption to that subsequence gives a norm-convergent subsequence of the images. Thus the image of the unit ball is relatively sequentially compact and hence relatively compact. Complete continuity and compactness are equivalent on a Hilbert space.
Choose nested interior open sets . For small , part (b) gives a smooth equation on of the form
The divergence-forcing interior H1 estimate is
One can obtain this estimate directly by testing the smooth equation against and applying Young inequality, with a cutoff function equal to one on and supported in . The approximate identity and the convolution bound give, uniformly in ,
with analogous bounds for and . The coefficients need only be bounded on . Therefore is bounded in . It converges to in , and weak sequential compactness in a Hilbert space in this Sobolev space gives . Since was arbitrary, .
Now expand the distributional derivative:
Its right side belongs to , so the interior elliptic regularity estimate gives . More generally, if for an integer , multiplication by the smooth coefficients puts the right side in . Interior elliptic regularity then gives . This elliptic regularity bootstrap proves for every integer .
For any nonnegative integer , choose . The Sobolev embedding theorem on compact interior subsets gives . Taking all proves , for its smooth representative. The first gain from to is the step supplied by the mollified equation; assuming in the initial definition would miss that step.