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The Lax--Milgram theorem
Statement
Assume Countable Choice (The Axiom of Countable Choice ()). Let be a real or complex Hilbert space, let be a bounded coercive sesquilinear form on with constants (Bounded, coercive and symmetric sesquilinear forms), and let be a bounded conjugate-linear functional with norm . Then there is a unique with and it satisfies , that is . The real bilinear case is the same statement with symmetric or not, a bounded linear functional, and the conjugation read as the identity.
Facts & Assumptions
Given: Countable Choice; a real or complex Hilbert space ; a bounded coercive sesquilinear form on with constants and ; a bounded conjugate-linear functional on with ; and the operator of , .
Riesz representation under Countable Choice: every bounded linear functional has a unique with for all , and (Riesz representation for Hilbert spaces, The Axiom of Countable Choice ()).
Contractions on complete spaces: a map of a nonempty complete metric space with , , has exactly one fixed point; and for and the map is a strict contraction with constant (A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point, Lipschitz map, -Hölder map for rational , and contraction, Coercivity makes a small form step a strict contraction, Hilbert space).
Conjugation: is linear when is conjugate-linear, , and bounded with the same norm; and (Real and imaginary parts, complex conjugation, and modulus).
Linearity of in the first argument and the estimate for the unique solution follow from ; the degenerate space has the unique solution and (Bounded, coercive and symmetric sesquilinear forms, Hilbert space).
Proof
Assume first . Then the given bound and coercivity constant satisfy and : choosing and normalising, , so ; hence satisfies .
Uniqueness: if satisfies for every , then testing gives , so . If are two solutions of , then first-slot linearity gives for all , so .
The conjugate functional: is a bounded linear functional with , so by Riesz representation there is a unique with for all , that is for all , and .
Existence: fix as in step 1.1 and define . By [F3] the map is a strict contraction of the complete space with constant , so by the Banach fixed-point theorem it has a fixed point ; then gives , and hence for every .
Estimate: for the solution of step 3.1, ; if divide by to get , and if the inequality holds trivially.
Degenerate space: if , then the only element is , the only functional is and it is the value at the unique solution with ; uniqueness is immediate. The real bilinear case is the same argument with conjugation read as the identity, and need not be symmetric.
Depends on
- Bounded, coercive and symmetric sesquilinear forms
- A bounded linear operator between normed spaces
- Real and imaginary parts, complex conjugation, and modulus
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Hilbert space
- Lipschitz map, $\alpha$-Hölder map for rational $0 < \alpha \le 1$, and contraction
- The operator norm as the least bound and as the unit-sphere or unit-ball supremum
- A coercive form operator is bounded below
- Coercivity makes a small form step a strict contraction
- A bounded form is represented by a unique bounded operator
- A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point
- Riesz representation for Hilbert spaces
Used by
- A positive reaction term restores coercivity without Poincar'e Corollary
- Symmetric Lax--Milgram is energy minimisation Corollary
- The Lax--Milgram solution operator has norm at most 1/α Corollary
- A bounded form without coercivity need not be solvable Counterexample
- A coercive form need not be symmetric Counterexample
- A large adverse zero-order term destroys Dirichlet coercivity Counterexample
- The shifted elliptic solution operator Definition
- A nonsymmetric coercive elliptic form Example
- A one-dimensional form attains the 1/α Lax--Milgram bound Example
- A shift removes a negative zero-order obstruction Example
- Complex sesquilinear coercivity differs from bilinear positivity Example
- Coercive sectorial forms define closed densely defined sectorial operators Lemma
- Testing a coercive weak solution with itself gives the energy bound Lemma
- The adjoint solution operator solves the adjoint form problem Lemma
- Nonsymmetric Lax--Milgram is not a scalar minimisation principle Remark
- De Giorgi local boundedness with a scale-correct forcing term Theorem
- Existence and uniqueness for the weak Dirichlet Poisson problem Theorem
- Lax--Milgram solvability for coercive divergence-form equations Theorem
- The first positive Neumann eigenvalue has the mean-zero Rayleigh characterisation Theorem
- The symmetric elliptic form operator is self-adjoint with compact resolvent Theorem
- Weak Harnack inequality for nonnegative supersolutions Theorem
- Weak Neumann solvability on the mean-zero subspace Theorem
Dependency tree · two levels
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Sources
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations (Springer Universitext, 2011, complete 614-page text) (standard reference, not scraped)
- Richard S. Laugesen, Linear Analysis and Partial Differential Equations (University of Illinois, 2020, complete 158-page graduate notes) (standard reference, not scraped)
- Leon Simon, Lectures on Partial Differential Equations (Stanford, complete 223-page author scan) (standard reference, not scraped)
- Gerald Teschl, Partial Differential Equations: From Classical to Modern (archived 2025 author manuscript) (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)