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A nonsymmetric coercive elliptic form
Example
Assume the Axiom of Choice and Countable Choice. Let , let be nonempty, open and bounded in one direction, and let be its Poincar'e constant for . Set and define This is a bounded sesquilinear form with bound and is coercive with constant . It is not symmetric: choose with , a ball , a nonzero real radial bump supported in that ball, and put , . Then Thus Lax--Milgram (The Lax--Milgram theorem) applies to this weak Dirichlet problem for , while the minimisation characterisation of Symmetric Lax--Milgram is energy minimisation does not apply. This is the companion example of Nonsymmetric Lax--Milgram is not a scalar minimisation principle and of the drift term in A large adverse zero-order term destroys Dirichlet coercivity.
Facts & Assumptions
Given: The Axiom of Choice and Countable Choice; ; a nonempty open bounded in one direction; ; the form above; and the stated bump supported in a ball about with .
Since has , Cauchy--Schwarz gives ; the form is bounded and sesquilinear (The elliptic form is well defined and bounded on , Uniformly elliptic divergence-form operators and their sesquilinear forms, Holder's inequality for integrals, including the endpoint cases).
Poincar'e gives , so the principal form has coercivity constant (Coercivity of the principal Dirichlet form, The Sobolev space is a Hilbert space, Integer-order Sobolev spaces and their norms).
For , its zero extension is smooth and compactly supported in . Choose so that its support lies in . For each fixed , the function has compact support in , so the one-dimensional fundamental theorem gives . Fubini on the cube then gives , hence . Also is dense in , and is continuous in the norm by Cauchy--Schwarz and [F1] (The second fundamental theorem: if is differentiable on with and is integrable, then , Tonelli and Fubini for the completed product, with only almost-everywhere section measurability, Test function space d of an open set, Zero-boundary Sobolev space as a norm closure, Holder's inequality for integrals, including the endpoint cases).
The coordinate product rule gives and (Sums, scalar multiples, products and quotients: , , , and when ). For a radial bump about , reflection leaves unchanged and has absolute Jacobian ; applying The published Riemann change-of-variables theorem already gives the Lebesgue formula for continuous compactly supported integrands on to shows its integral equals its negative, hence is zero.
The standard smooth step is smooth, takes values in , vanishes for and equals for (The standard smooth step function). Repeated coordinate chain and product rules give smoothness of its composition with a polynomial (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , Sums, scalar multiples, products and quotients: , , , and when ).
The real or complex Hilbert space is complete, and Lax--Milgram applies to every bounded coercive sesquilinear form without symmetry; the energy-minimisation conclusion requires symmetry (The Sobolev space is a Hilbert space, The Lax--Milgram theorem, Symmetric Lax--Milgram is energy minimisation, Nonsymmetric Lax--Milgram is not a scalar minimisation principle, Weak Dirichlet solutions for a divergence-form operator).
Proof
Given: The Axiom of Choice and Countable Choice; the stated , and form; and the bump .
Boundedness: by [F1] the form is bounded with and is linear in its first argument and conjugate-linear in its second.
The drift has zero real part: for , [F3] gives . By continuity and density in [F3], this extends to every , so .
Nonsymmetry: openness and nonemptiness of give with and a ball . Set and . By [F5] this is a smooth real radial function, equals on and vanishes outside ; hence its support is contained in and . Thus and are admissible smooth compactly supported tests. Their principal parts cancel, and [F4] gives
Coercivity and solvability: by [F2] and step 1.2, , so the bounded form is coercive. Lax--Milgram gives the weak Dirichlet solution, while the minimisation result does not apply to this nonsymmetric form.
Conclusion: gives a concrete bounded, coercive, nonsymmetric form on every such nonempty open in dimension ; the example demonstrates exactly why symmetry is required for the energy-minimisation characterization.
Depends on
- Symmetric Lax--Milgram is energy minimisation
- The Axiom of Choice
- Complex Lp classes and Euclidean test-function conventions
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Integer-order Sobolev spaces and their norms
- Test function space d of an open set
- Uniformly elliptic divergence-form operators and their sesquilinear forms
- Weak Dirichlet solutions for a divergence-form operator
- Zero-boundary Sobolev space as a norm closure
- Coercivity of the principal Dirichlet form
- The elliptic form is well defined and bounded on $H^1$
- The Sobolev space $H^1$ is a Hilbert space
- The standard smooth step function
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- The published Riemann change-of-variables theorem already gives the Lebesgue formula for continuous compactly supported integrands
- Nonsymmetric Lax--Milgram is not a scalar minimisation principle
- Holder's inequality for integrals, including the endpoint cases
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The Lax--Milgram theorem
- Tonelli and Fubini for the completed product, with only almost-everywhere section measurability
Used by
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Sources
- Richard S. Laugesen, Linear Analysis and Partial Differential Equations (University of Illinois, 2020, complete 158-page graduate notes) (standard reference, not scraped)
- John K. Hunter, Notes on Partial Differential Equations (UC Davis, revised 18 June 2014, complete 242-page two-quarter notes) (standard reference, not scraped)
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations (Springer Universitext, 2011, complete 614-page text) (standard reference, not scraped)