On the zero-boundary Sobolev space with norm , assume measurable coefficients and . The Poincaré inequality and Cauchy-Schwarz inequality give , while nonnegativity of gives . Thus the form is a bounded bilinear form and a coercive bilinear form. For a source in , the Lax-Milgram theorem yields a unique weak solution and every conforming Galerkin method approximation. No derivative of the bounded coefficient is needed for this weak formulation.
A conforming finite element space is a finite-dimensional vector subspace of the solution's variational space . For a second-order problem with homogeneous Dirichlet boundary conditions, continuous piecewise-polynomial functions vanishing on the boundary form such a subspace of the zero-boundary Sobolev space . Conformity allows exact Galerkin orthogonality and the Céa lemma.
On the unit interval, the weak form is , with on the zero-boundary Sobolev space. The nonnegative potential makes this form coercive in the derivative norm, and the Poincaré inequality makes that norm equivalent to the Sobolev norm. The Lax-Milgram theorem gives a unique solution. A conforming Ritz method minimizes the corresponding strictly convex quadratic energy and produces a symmetric positive-definite tridiagonal matrix for piecewise-linear hats.
Let be open. Regard as functions on by zero extension of H01, and let consist of the weakly harmonic Sobolev functions on belonging to . For , the Dirichlet inner product vanishes for each test function supported in . Approximate any by those test functions in the gradient norm and use the Cauchy-Schwarz inequality. This gives . The proof also works with the inhomogeneous zero-boundary Sobolev space convention, and with a homogeneous completion realized as weak functions.
Use the zero-boundary Sobolev space with . The Poincaré inequality makes this a complete Hilbert space norm. The weak formulation is
Assume are measurable and satisfy the supplied bounds almost everywhere. The Cauchy-Schwarz inequality and Poincaré inequality give
Because and ,
This is the coercive variable-coefficient Dirichlet form. If , then ; more generally one may assume . Some such source regularity is necessary to invoke the theorem. All hypotheses of the Lax-Milgram theorem now hold, with coercivity constant and boundedness constant , giving the unique weak solution and every conforming Galerkin method approximation. This argument does not require a pointwise derivative of .
The affine class is nonempty, and part (i) gives a finite comparison energy . Since , its energy infimum satisfies . Choose a minimizing sequence with . Then
The gradient bounds also control the full Sobolev norm. Indeed , so the Poincaré inequality gives
Thus is bounded in the Hilbert space . Its weak compactness yields a weakly convergent subsequence . The closed linear subspace is weakly closed, hence and . By part (ii),
The direct method in the calculus of variations therefore proves
Neither a smooth boundary nor a classical trace theorem is needed: the boundary condition is encoded by the closed zero-boundary Sobolev space.
Multiply by a test function vanishing at the endpoints and apply integration by parts. The positive operator is , so the forcing changes sign. The weak formulation of this forced Airy boundary-value problem is: find such that
Here is the zero-boundary Sobolev space and can be equipped with . The interval Poincaré inequality states , so this norm makes a Hilbert space and is equivalent to its usual Sobolev norm. The form is symmetric and satisfies
The Lax-Milgram theorem says that a bounded coercive bilinear form on a Hilbert space and a bounded linear functional determine exactly one weak solution. All its hypotheses have just been verified. Moreover, gives on the interval; the right-hand side is then continuous, so this weak solution is the classical solution with the prescribed endpoint values.
Since the form is symmetric, the equivalent Ritz method minimizes
Indeed, stationarity gives the weak equation and
with equality only at . This proves the minimization equivalence, including the sign of the linear term.
Restricting to a conforming finite element space gives a unique discrete solution and Galerkin orthogonality, for every . The Céa lemma states that if the continuity and coercivity constants are and , then . For this symmetric problem the exact best-approximation constant in the energy norm is one. The piecewise-linear finite element interpolation estimate on regular finite element meshes therefore gives convergence of a numerical method of the Ritz method, with first-order error in the energy norm.
The appropriate bounded-operator formulation uses the zero-boundary Sobolev space
The Poincaré inequality makes this a Hilbert space norm equivalent to the usual norm, and the zero endpoint traces encode the Dirichlet boundary conditions. Under the usual regular-coefficient assumptions, for example continuous on the closed interval with and , set
If , then Cauchy-Schwarz inequality and the Poincaré inequality give
By the Riesz representation theorem, a unique bounded linear operator satisfies . Symmetry of makes self-adjoint, and the lower bound makes it elliptic and uniformly positive definite. The differential expression in the question is represented weakly by : for smooth functions, integration by parts gives
with the boundary term zero. A forcing becomes the bounded functional , or its Riesz representative in .
Equivalently, for sufficiently smooth coefficients one may realize the differential operator itself on with domain . Its regular Sturm-Liouville operator realization is self-adjoint and
This realization is an unbounded operator, so it should not be confused with the bounded weak operator used above.
The PDF states sign conditions without coefficient regularity. If only almost everywhere and are bounded, the same form is still bounded and strictly positive: a zero energy would force almost everywhere and the zero traces force . Uniform ellipticity, however, requires a positive lower bound. For instance for , , and satisfy literal pointwise positivity. Derivatives of unit norm supported in and of integral zero define functions in , with energy at most . Thus pointwise positivity without regularity does not imply coercivity in this norm. These distinctions supply the precise regularity and operator domain behind the intended positive-definiteness proof.
The finite element method replaces an infinite-dimensional variational problem by a finite-dimensional one, usually using functions that are polynomial on small mesh elements. Ritz method and Galerkin method describe how the discrete equations are selected; neither intrinsically requires piecewise polynomials, though those spaces make assembly local and sparse.
For a concrete realization of the two-point problem, choose homogeneous Dirichlet boundary conditions at both endpoints of . The differential expression alone is not a complete boundary value problem, so this boundary choice is an explicit assumption. Let with , with , and . Use the zero-boundary Sobolev space with norm . By the Poincaré inequality this is equivalent to its full first-order Sobolev norm. Multiplying by a test function and applying integration by parts gives
The endpoint terms vanish by the essential boundary condition. The form is a symmetric bilinear form, bounded by
and it is a coercive bilinear form:
The load is a bounded linear functional. The Lax-Milgram theorem gives a unique weak solution and a bound . Under the stated coefficient regularity it solves the differential equation in the usual weak sense.
The Ritz method minimizes the energy
over , or over a conforming finite-dimensional subspace . Its first variation is ; symmetry and coercivity make the functional strictly convex. In fact, if is the weak solution,
Thus the energy minimizer is exactly the weak solution. The Galerkin method instead directly asks for with for all . For this symmetric coercive problem, Ritz-Galerkin equivalence for a symmetric coercive form shows that the discrete minimizer and Galerkin solution coincide. For a nonsymmetric problem, a Galerkin formulation can still apply but the same quadratic minimization generally cannot represent its full bilinear form; appropriate coercivity or inf-sup conditions must then justify the chosen spaces.
Subtract the continuous and discrete weak equations to obtain Galerkin orthogonality . Since defines the energy norm , the Pythagorean identity gives
In a general reference norm, the Céa lemma yields
The proof uses together with coercivity and continuity. Dense approximation spaces therefore imply convergence; the estimate reduces a numerical error problem to an approximation problem.
For implementation, partition the interval by nodes . Choose continuous piecewise-linear functions and the interior piecewise-linear hat functions as a basis, with the two boundary coefficients prescribed. Write . The coefficients satisfy
The stiffness matrix is symmetric positive definite: for nonzero interior coefficients. The local supports make it tridiagonal in this one-dimensional linear-element case.
On an element of length , for constant element coefficients , the two-node matrix and constant-load vector are
For variable coefficients, integrate against the same shape functions rather than silently replacing them by constants. Element contributions are added at shared nodes, and boundary values are eliminated or lifted into the right side. A sparse direct solve or a suitable iterative method gives the nodal coefficients. Numerical quadrature should preserve the required accuracy and, with positive coefficients and weights, the positive energy structure.
A finite element interpolation estimate gives for these elements, where is the largest element size and the solution has the stated regularity. The Céa lemma then gives first-order energy error. If the dual elliptic problem has regularity, the Aubin–Nitsche duality argument gives second-order error: for , solve , then use to gain one further factor of . Higher-order elements improve rates when the solution is sufficiently smooth.
Nonzero Dirichlet data are handled by a boundary lifting and an affine trial space. Neumann boundary conditions enter naturally through the integrated boundary term; Robin terms modify both the form and the load. With pure Neumann conditions and , constants lie in the kernel: existence needs the load/flux compatibility condition, uniqueness needs a mean constraint, and the preceding Dirichlet coercivity argument cannot simply be reused. Conforming approximation, boundary conditions and coercivity are the ingredients connecting the finite-element construction to a justified Ritz or Galerkin solution.
There is a genuine conflict in the printed coefficient assumptions: no uniformly positive coefficient in a zero-boundary Sobolev space exists. A function cannot also obey almost everywhere. Indeed, the Lipschitz truncation has , so Lipschitz truncation preserves zero-boundary Sobolev spaces, giving . But would be the nonzero constant . Its zero gradient contradicts the Poincaré inequality in the zero-boundary Sobolev space. Thus the literal coefficient class is empty.
For the meaningful uniformly elliptic problem, take with , and impose the Dirichlet boundary condition on the unknown and test functions: . Additional regularity of is harmless, but a zero trace for must be removed. The divergence-form elliptic operator is . Integration by parts defines the symmetric bounded bilinear form
In particular,
Here is the first Dirichlet Laplacian eigenvalue on the unit square; the Poincaré inequality follows, for example, by applying the one-dimensional inequality in each coordinate and adding. Thus is coercive in the gradient norm on , and the Dirichlet realization of is a positive definite symmetric operator. On its operator domain, .
The required functional and weak equation are
Because , the right side is a bounded linear functional by the Cauchy-Schwarz inequality and Poincaré inequality. The Lax-Milgram theorem gives a unique weak solution, and part (b) proves that it uniquely minimizes . These formulas prove the intended conclusion under the repaired coefficient hypothesis; under the literal hypothesis there is no coefficient to which the conclusion can be applied.
Use a signed power test for a Laplacian eigenfunction. For , test the Dirichlet Laplacian eigenfunction equation with . Its derivative is ; at the test function is just . Integration by parts gives the exact energy estimate
Set . It belongs to the zero-boundary Sobolev space and obeys the Sobolev chain rule:
For , the power map is with bounded derivative on the bounded range of . For , the absolute value map is Lipschitz, and almost everywhere; on the zero set, use the fact that a gradient of a Sobolev function vanishes on a level set. These facts justify the identity even when changes sign.
Apply the given Sobolev inequality with the Sobolev conjugate exponent :
Testing with a signed power raises the integrability exponent from to . Absorbing the factor into gives precisely the requested inequality.
Use the interior for the Sobolev space notation; the closed shell in the PDF specifies its boundary. Put . A weak solution has zero boundary trace in the sense of the Sobolev trace theorem, equivalently , and satisfies
The minus sign is necessary because the operator in the paper is positive divergence, not its negative. One can first test with functions and then use density in the zero-boundary Sobolev space. Smoothness of makes its restriction to the compact radial interval bounded, so both sides define continuous functionals on this space. Merely belonging to without the zero trace would omit the boundary condition.
Using the usual zero-boundary Sobolev space convention,
where weak derivatives define and is the space of test functions. In the Gaussian free field convention, the same notation often denotes the Dirichlet energy space, the completion in the gradient norm alone. On bounded domains the Poincaré inequality makes the two definitions equivalent; on unbounded domains one must distinguish them. The following gradient-pairing argument applies in either setting whenever the energy completion is realized as weak functions.
Identify with a vector subspace of by zero extension of H01. Approximating by test functions in shows that this is an isometric embedding in the inhomogeneous Sobolev norm and also in the Dirichlet inner product norm. In particular, arbitrary irregularity of causes no additional boundary term.
Define
These are weakly harmonic Sobolev functions. For , integration by parts in the weak sense gives . If , choose converging to in , or in energy for the homogeneous convention. The Cauchy-Schwarz inequality gives
Hence the orthogonality of supported and harmonic Dirichlet functions is
Both are linear vector subspaces. In the inhomogeneous convention they are closed: the first is the isometric image of a complete space, and the second is the intersection of the kernels of the linear functionals . No spanning assertion is needed. The PDF contains this orthogonality statement; the TeX has badly corrupted it into an assertion about openness.
Use the real Hilbert space , the zero-boundary Sobolev space, with norm . The Poincaré inequality makes this equivalent to its usual Sobolev space norm. Define the symmetric bilinear form and continuous linear functional
The Cauchy-Schwarz inequality and the sharp interval Poincaré inequality imply
Thus is a bounded bilinear form and a coercive bilinear form, and is bounded because is square-integrable. The Lax-Milgram theorem supplies a unique weak solution:
This is obtained from the differential equation by integration by parts; the test functions have zero boundary trace. Conversely, the weak solution satisfies in the sense of distributions. Since , it belongs to and solves the equation almost everywhere.
Equivalently, the Ritz method minimizes
over . Indeed , since the mixed term is . This proves existence and uniqueness of the minimizer directly from the weak solution, as well as its equivalence to the variational problem.
On the zero-boundary Sobolev space , the associated bilinear form is
The homogeneous Dirichlet boundary condition removes the boundary term, so for sufficiently regular and .
Formal self-adjointness means that equals its formal adjoint, or equivalently for compactly supported smooth functions. Here
With the symmetric real principal coefficients in the question, is equivalent to . It makes a symmetric bilinear form.
For the assertions in part (b), positivity must mean strict Dirichlet positivity:
This is the positive-definite operator convention. The weaker positive semidefinite operator convention does not suffice: has zero energy on a first Dirichlet eigenfunction. Under strict positivity, the compactness argument in part (b)(i) gives a uniform lower bound as well.
The convention used for planar Gaussian free field theory is the Dirichlet energy space:
It is a real Hilbert space with the extended Dirichlet inner product. A conformal map from the unit disc onto identifies the two energy completions, so local representatives can be understood through the disc's zero-boundary space.
For an arbitrary unbounded domain this is the homogeneous energy completion; it should be distinguished from completion in the inhomogeneous norm used in another standard definition of the zero-boundary Sobolev space. On bounded domains with a Poincaré inequality, the two norms are equivalent.
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 trial space must be a subspace of , not merely of . The printed assumptions on the basis do not ensure square-integrable weak derivatives, and boundary traces are not defined for arbitrary L2 space functions. For example, is continuous, vanishes at both endpoints and belongs to , but is not integrable at zero. Assume the basis belongs to the zero-boundary Sobolev space, as it does for the hat functions in part (c).
Write . Differentiating the restricted energy with respect to , or imposing the Galerkin method with test function , gives
The derivative term is the usual diffusion stiffness matrix and the second is the mass matrix. The full matrix is real symmetric, and for every nonzero coefficient vector ,
because a basis is linearly independent. Thus it is a positive-definite matrix, so the restricted Ritz method has a unique solution and minimum.
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.
The zero-boundary Sobolev space is
Here consists of the functions whose first weak derivatives also belong to , with norm
On a sufficiently regular domain, the closure condition is equivalent to having zero boundary trace.