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Unique solution of a symmetric coercive variational problem on a Hilbert space
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()); in particular the hypothesis is met under the Axiom of Choice (The Axiom of Choice). Let be a real Hilbert space (Hilbert space, Complete metric space: every Cauchy sequence converges in the space), let be a symmetric bounded bilinear form (A bounded bilinear map between normed spaces) with for every and some , and let be a bounded linear functional with operator norm (The operator norm as the least bound and as the unit-sphere or unit-ball supremum). Then there is exactly one with
and it satisfies . The argument minimises the explicit functional ; no Lax-Milgram theorem, Zorn-type argument or unproved minimiser existence is invoked, and the only choice use is the selection of one point from each of the countably many nonempty sublevel sets .
Facts & Assumptions
Given: A real Hilbert space with norm , a symmetric bounded bilinear form , a constant with for every , a bounded linear functional , and the functional .
Hilbert norm and completeness. with exactly for , and the induced metric is complete: every Cauchy sequence in converges in norm to a point of (Hilbert space, Complete metric space: every Cauchy sequence converges in the space).
Parallelogram law. for all (The parallelogram law).
Bounded symmetric bilinear form. is linear in each argument, , and there is a real with for all (A bounded bilinear map between normed spaces).
Operator norm. is finite and for every (The operator norm as the least bound and as the unit-sphere or unit-ball supremum).
Infima. Every nonempty subset of bounded below has an infimum, and is characterised by: for all , and for every there is with (Greatest lower bound (infimum), Every nonempty set bounded below has an infimum, Epsilon characterisation of the infimum).
Countable choice. provides, for every family of nonempty sets, a function with domain and for all (The Axiom of Countable Choice ()).
Proof
For every one has by the coercivity hypothesis and by [F4], hence .
Expanding with bilinearity and symmetry of (the same expansion as the parallelogram identity [F2], applied to the quadratic form ) gives , hence for all .
Completing the square gives , so the image is nonempty and bounded below in , and its infimum exists by [F5].
For each the set is nonempty: otherwise would be a lower bound of larger than , contradicting [F5] (equivalently, [F5] with produces with ). Applying [F6] to the family gives a sequence in with for all ; since is a lower bound of , also , so .
Since is a lower bound of one has , so step 1.2 and the coercivity bound give ; the right-hand side tends to as , so is a Cauchy sequence in .
By completeness [F1] there is with .
The functional is continuous in the norm: for one has by [F3] and [F4], which tends to as ; hence .
Fix and consider ; expanding with bilinearity and symmetry gives for all . Since is the minimum of , for all : for division by gives , and letting gives , while for the same division gives , and letting gives . Therefore , and since was arbitrary, solves the variational equation.
Uniqueness: if both satisfy the equation, then testing the difference at gives , and coercivity gives , so and by [F1].
Estimate: testing the equation at gives , and coercivity together with [F4] gives ; if then holds, and otherwise division by gives . This proves existence, uniqueness and the estimate, and identifies the sole use of as the selection in step 3.1.
Depends on
Hilbert space
Complete metric space: every Cauchy sequence converges in the space
The parallelogram law
A bounded bilinear map between normed spaces
The operator norm as the least bound and as the unit-sphere or unit-ball supremum
The Axiom of Choice
The Axiom of Countable Choice ()
Greatest lower bound (infimum)
Every nonempty set bounded below has an infimum
Epsilon characterisation of the infimum