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.
The Sobolev space is a separable Hilbert space. A bounded sequence therefore has a weakly convergent subsequence by the weak subsequence of a bounded Hilbert-space sequence; write in . Since is bounded with smooth boundary, the Rellich-Kondrachov compactness theorem says that is compact. Passing to a further subsequence gives
Let . For each , Bessel inequality gives
so the th coordinate sequence is bounded. By the Bolzano-Weierstrass theorem, choose a subsequence on which the first coordinate converges. From it choose a further subsequence on which the second coordinate converges, and continue.
Take the diagonal subsequence . For every fixed , its th coordinate converges, and it remains bounded by . The coordinate criterion for weak convergence in a separable Hilbert space supplies an such that
This proves the theorem on a weak subsequence of a bounded Hilbert-space sequence.
Choose . The assumed bound and the weak subsequence of a bounded Hilbert-space sequence result give a subsequence for which
For every test function , a change of variables yields the difference-quotient integration-by-parts identity
The right side converges to , while the left side converges to . Thus is the th weak derivative of . This holds for every , so