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The Lax--Milgram theorem

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)). Let H be a real or complex Hilbert space, let a be a bounded coercive sesquilinear form on H with constants M,α (Bounded, coercive and symmetric sesquilinear forms), and let F:H→K be a bounded conjugate-linear functional with norm ∥F∥=sup⁡∥v∥≤1∣F(v)∣. Then there is a unique u∈H with a(u,v)=F(v)for every v∈H, and it satisfies α∥u∥≤∥F∥, that is ∥u∥≤∥F∥/α. The real bilinear case is the same statement with a symmetric or not, F a bounded linear functional, and the conjugation read as the identity.

Facts & Assumptions

Given: Countable Choice; a real or complex Hilbert space H; a bounded coercive sesquilinear form a on H with constants M≥0 and α>0; a bounded conjugate-linear functional F on H with ∥F∥=sup⁡∥v∥≤1∣F(v)∣; and the operator A of a, a(u,v)=(Au,v).

[F2]

Riesz representation under Countable Choice: every bounded linear functional G has a unique w with G(v)=(v,w) for all v, and ∥G∥=∥w∥ (Riesz representation for Hilbert spaces, The Axiom of Countable Choice (ACω)).

[F3]

Contractions on complete spaces: a map T of a nonempty complete metric space with ∥T(u)−T(v)∥≤q∥u−v∥, 0≤q<1, has exactly one fixed point; and for H≠{0} and 0<ρ<2α/M2 the map u↦u−ρ(Au−w) is a strict contraction with constant qρ=(1−2ρα+ρ2M2)1/2<1 (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, α-Hölder map for rational 0<α≤1, and contraction, Coercivity makes a small form step a strict contraction, Hilbert space).

[F4]

Conjugation: G(v):=F(v)‾ is linear when F is conjugate-linear, ∣G(v)∣=∣F(v)∣, and G bounded with the same norm; Re⁡z≤∣z∣ and ∣z∣=∣z‾∣ (Real and imaginary parts, complex conjugation, and modulus).

[F5]

Linearity of a in the first argument and the estimate for the unique solution follow from a(u,v)=(Au,v); the degenerate space H={0} has the unique solution u=0 and ∥F∥=0 (Bounded, coercive and symmetric sesquilinear forms, Hilbert space).

Proof

1.1F1algebra

Assume first H≠{0}. Then the given bound and coercivity constant satisfy α≤M and M>0: choosing u≠0 and normalising, α≤Re⁡a(u,u)≤∣a(u,u)∣≤M∥u∥2, so M≥α>0; hence ρ:=α/M2 satisfies 0<ρ<2α/M2.

1.2F1algebra

Uniqueness: if u satisfies a(u,v)=0 for every v, then testing v=u gives α∥u∥2≤Re⁡a(u,u)=0, so u=0. If u1,u2 are two solutions of a(u,⋅)=F, then first-slot linearity gives a(u1−u2,v)=0 for all v, so u1=u2.

2.1F2F4step 1.1

The conjugate functional: G(v):=F(v)‾ is a bounded linear functional with ∥G∥=∥F∥, so by Riesz representation there is a unique w∈H with G(v)=(v,w) for all v, that is F(v)=(w,v) for all v, and ∥w∥=∥F∥.

3.1F1F3step 2.1

Existence: fix ρ as in step 1.1 and define T(u):=u−ρ(Au−w). By [F3] the map T is a strict contraction of the complete space H with constant qρ<1, so by the Banach fixed-point theorem it has a fixed point u∈H; then u=u−ρ(Au−w) gives Au=w, and hence a(u,v)=(Au,v)=(w,v)=F(v) for every v∈H.

4.1F1F4step 3.1algebra

Estimate: for the solution u of step 3.1, α∥u∥2≤Re⁡a(u,u)=Re⁡F(u)≤∣F(u)∣≤∥F∥ ∥u∥; if u≠0 divide by ∥u∥ to get α∥u∥≤∥F∥, and if u=0 the inequality holds trivially.

5.1F5given∎

Degenerate space: if H={0}, then the only element is 0, the only functional is 0 and it is the value at the unique solution u=0 with α∥u∥=0=∥F∥; uniqueness is immediate. The real bilinear case is the same argument with conjugation read as the identity, and a need not be symmetric.

Depends on

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Sources