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Babuška–Lax–Milgram theorem

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881: 556: 724: 696: 1219: 286: 1283: 1022: 1109: 437: 395: 172: 876:{\displaystyle \int _{\Omega }\nabla u_{f}(x)\cdot \nabla v(x)\,\mathrm {d} x=\int _{\Omega }f(x)v(x)\,\mathrm {d} x{\mbox{ for all }}v\in H_{0}^{1}(\Omega ).} 291:
The achievement of Lax and Milgram in their 1954 result was to specify sufficient conditions for this weak formulation to have a unique solution that depends
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In 1971, Babuška provided the following generalization of Lax and Milgram's earlier result, which begins by dispensing with the requirement that
1145: 219: 1469: 1387: 1230: 945: 1294: 1041: 551:{\displaystyle {\begin{cases}-\Delta u(x)=f(x),&x\in \Omega ;\\u(x)=0,&x\in \partial \Omega ;\end{cases}}} 71:, one does not attempt to solve a given partial differential equation directly, but by using the structure of the 1438: 68: 1464: 1448: 333: 112: 1443: 1403: 446: 145: 25: 37: 181:, this equation is only required to hold when "tested" against all other possible elements of 1316: 97: 1411: 1355: 1419: 1371: 8: 292: 64: 1392: 1359: 1363: 1343: 324: 1415: 1399: 1367: 1333: 1325: 416: 178: 691:{\displaystyle B(u,v)=\int _{\Omega }\nabla u(x)\cdot \nabla v(x)\,\mathrm {d} x.} 1407: 1351: 1383: 52: 1338: 1307: 44: 1458: 1347: 599: 312: 76: 41: 33: 29: 86: 72: 420: 83: 17: 1423: 1329: 1214:{\displaystyle B(u_{f},v)=\langle f,v\rangle {\mbox{ for all }}v\in V.} 1379: 48: 577: 424: 281:{\displaystyle B(u,v)=\langle f,v\rangle {\mbox{ for all }}v\in V.} 185:. This "testing" is accomplished by means of a bilinear function 1311: 1224:
Moreover, the solution depends continuously on the given data:
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Contributions to the theory of partial differential equations
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can be "inverted" to show the existence and uniqueness of a
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Hence, the weak formulation of the Poisson equation, given
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be a continuous bilinear functional. Suppose also that
1193: 834: 260: 1233: 1148: 1044: 948: 727: 611: 440: 336: 222: 148: 1391: 1278:{\displaystyle \|u_{f}\|\leq {\frac {1}{c}}\|f\|.} 1277: 1213: 1103: 1017:{\displaystyle \sup _{\|v\|=1}|B(u,v)|\geq c\|u\|} 1016: 875: 690: 550: 389: 280: 166: 1456: 1046: 950: 1398:, Annals of Mathematics Studies, vol. 33, 111:is the space of possible solutions; given some 201:which encodes the differential operator Λ; a 1306: 1269: 1263: 1247: 1234: 1189: 1177: 1104:{\displaystyle \sup _{\|u\|=1}|B(u,v)|>0} 1056: 1050: 1011: 1005: 960: 954: 378: 371: 256: 244: 886: 1378: 1337: 824: 778: 676: 1312:"Error-bounds for finite element method" 565:could be taken to be the Sobolev space 390:{\displaystyle |B(u,u)|\geq c\|u\|^{2}} 28:, which gives conditions under which a 1457: 927:is weakly coercive: for some constant 1436: 576:(Ω); the former is a subspace of the 107:respectively. In many applications, 415:For example, in the solution of the 907:be two real Hilbert spaces and let 13: 864: 826: 795: 780: 763: 738: 733: 678: 661: 643: 638: 535: 532: 493: 452: 149: 24:is a generalization of the famous 14: 1481: 1430: 1122:, there exists a unique solution 40:. The result is named after the 1470:Partial differential equations 1171: 1152: 1091: 1087: 1075: 1068: 995: 991: 979: 972: 867: 861: 821: 815: 809: 803: 775: 769: 757: 751: 673: 667: 655: 649: 627: 615: 594:associated to −Δ is the 512: 506: 479: 473: 464: 458: 361: 357: 345: 338: 238: 226: 75:of possible solutions, e.g. a 69:partial differential equations 1: 1439:"Babuška–Lax–Milgram theorem" 1300: 131:, the objective is to find a 113:partial differential operator 58: 205:to the problem is to find a 167:{\displaystyle \Lambda u=f.} 82:. Abstractly, consider two 7: 1444:Encyclopedia of Mathematics 1288: 1027:and, for all 0 ≠  22:Babuška–Lax–Milgram theorem 10: 1486: 1404:Princeton University Press 931: > 0 and all 404: > 0 and all 1295:Lions–Lax–Milgram theorem 295:upon the specified datum 67:approach to the study of 899:be the same space. Let 887:Statement of the theorem 319:is continuous, and that 123:and a specified element 590:(Ω); the bilinear form 1279: 1215: 1105: 1018: 877: 692: 552: 391: 282: 168: 98:continuous dual spaces 38:boundary value problem 1437:Roşca, Ioan (2001) , 1388:"Parabolic equations" 1317:Numerische Mathematik 1280: 1216: 1106: 1019: 878: 693: 553: 427:domain Ω ⊂  392: 283: 169: 1465:Theorems in analysis 1406:, pp. 167–190, 1231: 1146: 1139:to the weak problem 1042: 946: 725: 609: 602:of the derivatives: 438: 334: 220: 146: 1195: for all  860: 836: for all  303:: it suffices that 262: for all  65:functional-analytic 26:Lax–Milgram theorem 1384:Milgram, Arthur N. 1339:10338.dmlcz/103498 1330:10.1007/BF02165003 1275: 1211: 1197: 1101: 1066: 1014: 970: 915: ×  873: 846: 838: 688: 548: 543: 400:for some constant 387: 278: 264: 193: ×  164: 1261: 1196: 1045: 949: 837: 263: 1477: 1451: 1426: 1400:Princeton, N. J. 1397: 1375: 1341: 1284: 1282: 1281: 1276: 1262: 1254: 1246: 1245: 1220: 1218: 1217: 1212: 1198: 1194: 1164: 1163: 1110: 1108: 1107: 1102: 1094: 1071: 1065: 1023: 1021: 1020: 1015: 998: 975: 969: 882: 880: 879: 874: 859: 854: 839: 835: 829: 799: 798: 783: 750: 749: 737: 736: 709:(Ω), is to find 697: 695: 694: 689: 681: 642: 641: 557: 555: 554: 549: 547: 546: 417:Poisson equation 396: 394: 393: 388: 386: 385: 364: 341: 287: 285: 284: 279: 265: 261: 179:weak formulation 177:However, in the 173: 171: 170: 165: 1485: 1484: 1480: 1479: 1478: 1476: 1475: 1474: 1455: 1454: 1433: 1303: 1291: 1253: 1241: 1237: 1232: 1229: 1228: 1192: 1159: 1155: 1147: 1144: 1143: 1134: 1090: 1067: 1049: 1043: 1040: 1039: 994: 971: 953: 947: 944: 943: 889: 855: 850: 833: 825: 794: 790: 779: 745: 741: 732: 728: 726: 723: 722: 717: 677: 637: 633: 610: 607: 606: 571: 542: 541: 524: 500: 499: 485: 442: 441: 439: 436: 435: 381: 377: 360: 337: 335: 332: 331: 259: 221: 218: 217: 147: 144: 143: 63:In the modern, 61: 12: 11: 5: 1483: 1473: 1472: 1467: 1453: 1452: 1432: 1431:External links 1429: 1428: 1427: 1376: 1324:(4): 322–333. 1302: 1299: 1298: 1297: 1290: 1287: 1286: 1285: 1274: 1271: 1268: 1265: 1260: 1257: 1252: 1249: 1244: 1240: 1236: 1222: 1221: 1210: 1207: 1204: 1201: 1191: 1188: 1185: 1182: 1179: 1176: 1173: 1170: 1167: 1162: 1158: 1154: 1151: 1130: 1114:Then, for all 1112: 1111: 1100: 1097: 1093: 1089: 1086: 1083: 1080: 1077: 1074: 1070: 1064: 1061: 1058: 1055: 1052: 1048: 1025: 1024: 1013: 1010: 1007: 1004: 1001: 997: 993: 990: 987: 984: 981: 978: 974: 968: 965: 962: 959: 956: 952: 888: 885: 884: 883: 872: 869: 866: 863: 858: 853: 849: 845: 842: 832: 828: 823: 820: 817: 814: 811: 808: 805: 802: 797: 793: 789: 786: 782: 777: 774: 771: 768: 765: 762: 759: 756: 753: 748: 744: 740: 735: 731: 713: 699: 698: 687: 684: 680: 675: 672: 669: 666: 663: 660: 657: 654: 651: 648: 645: 640: 636: 632: 629: 626: 623: 620: 617: 614: 572:(Ω) with dual 569: 559: 558: 545: 540: 537: 534: 531: 528: 525: 523: 520: 517: 514: 511: 508: 505: 502: 501: 498: 495: 492: 489: 486: 484: 481: 478: 475: 472: 469: 466: 463: 460: 457: 454: 451: 448: 447: 445: 398: 397: 384: 380: 376: 373: 370: 367: 363: 359: 356: 353: 350: 347: 344: 340: 289: 288: 277: 274: 271: 268: 258: 255: 252: 249: 246: 243: 240: 237: 234: 231: 228: 225: 175: 174: 163: 160: 157: 154: 151: 115:Λ :  60: 57: 53:Arthur Milgram 42:mathematicians 9: 6: 4: 3: 2: 1482: 1471: 1468: 1466: 1463: 1462: 1460: 1450: 1446: 1445: 1440: 1435: 1434: 1425: 1421: 1417: 1413: 1409: 1405: 1401: 1396: 1395: 1389: 1385: 1381: 1380:Lax, Peter D. 1377: 1373: 1369: 1365: 1361: 1357: 1353: 1349: 1345: 1340: 1335: 1331: 1327: 1323: 1319: 1318: 1313: 1310:(1970–1971). 1309: 1305: 1304: 1296: 1293: 1292: 1272: 1266: 1258: 1255: 1250: 1242: 1238: 1227: 1226: 1225: 1208: 1205: 1202: 1199: 1186: 1183: 1180: 1174: 1168: 1165: 1160: 1156: 1149: 1142: 1141: 1140: 1138: 1135: ∈  1133: 1129: 1126: =  1125: 1121: 1118: ∈  1117: 1098: 1095: 1084: 1081: 1078: 1072: 1062: 1059: 1053: 1038: 1037: 1036: 1034: 1031: ∈  1030: 1008: 1002: 999: 988: 985: 982: 976: 966: 963: 957: 942: 941: 940: 938: 935: ∈  934: 930: 926: 922: 919: →  918: 914: 911: :  910: 906: 902: 898: 894: 870: 856: 851: 847: 843: 840: 830: 818: 812: 806: 800: 791: 787: 784: 772: 766: 760: 754: 746: 742: 729: 721: 720: 719: 716: 712: 708: 705: ∈  704: 685: 682: 670: 664: 658: 652: 646: 634: 630: 624: 621: 618: 612: 605: 604: 603: 601: 600:inner product 597: 593: 589: 586: =  585: 582: 580: 575: 568: 564: 538: 529: 526: 521: 518: 515: 509: 503: 496: 490: 487: 482: 476: 470: 467: 461: 455: 449: 443: 434: 433: 432: 430: 426: 422: 418: 413: 411: 408: ∈  407: 403: 382: 374: 368: 365: 354: 351: 348: 342: 330: 329: 328: 326: 322: 318: 314: 313:Hilbert space 310: 307: =  306: 302: 299: ∈  298: 294: 275: 272: 269: 266: 253: 250: 247: 241: 235: 232: 229: 223: 216: 215: 214: 212: 209: ∈  208: 204: 203:weak solution 200: 197: →  196: 192: 189: :  188: 184: 180: 161: 158: 155: 152: 142: 141: 140: 138: 135: ∈  134: 130: 127: ∈  126: 122: 119: →  118: 114: 110: 106: 102: 99: 95: 91: 88: 87:normed spaces 85: 81: 78: 77:Sobolev space 74: 70: 66: 56: 54: 50: 46: 43: 39: 35: 34:weak solution 31: 30:bilinear form 27: 23: 19: 1442: 1422:– via 1393: 1321: 1315: 1308:Babuška, Ivo 1223: 1136: 1131: 1127: 1123: 1119: 1115: 1113: 1032: 1028: 1026: 936: 932: 928: 924: 920: 916: 912: 908: 904: 900: 896: 892: 890: 714: 710: 706: 702: 700: 595: 591: 587: 583: 578: 573: 566: 562: 560: 428: 414: 409: 405: 401: 399: 323:is strongly 320: 316: 308: 304: 300: 296: 293:continuously 290: 210: 206: 202: 198: 194: 190: 186: 182: 176: 136: 132: 128: 124: 120: 116: 108: 104: 100: 93: 89: 79: 73:vector space 62: 21: 15: 96:with their 45:Ivo Babuška 36:to a given 18:mathematics 1459:Categories 1424:De Gruyter 1420:0058.08703 1372:0214.42001 1301:References 718:such that 561:the space 213:such that 139:such that 59:Background 1449:EMS Press 1364:122191183 1348:0029-599X 1270:‖ 1264:‖ 1251:≤ 1248:‖ 1235:‖ 1203:∈ 1190:⟩ 1178:⟨ 1057:‖ 1051:‖ 1012:‖ 1006:‖ 1000:≥ 961:‖ 955:‖ 865:Ω 844:∈ 796:Ω 792:∫ 764:∇ 761:⋅ 739:∇ 734:Ω 730:∫ 662:∇ 659:⋅ 644:∇ 639:Ω 635:∫ 536:Ω 533:∂ 530:∈ 494:Ω 491:∈ 453:Δ 450:− 379:‖ 372:‖ 366:≥ 270:∈ 257:⟩ 245:⟨ 150:Λ 49:Peter Lax 1386:(1954), 1289:See also 325:coercive 1412:0067317 1356:0288971 421:bounded 327:, i.e. 315:, that 1418:  1410:  1370:  1362:  1354:  1346:  20:, the 1360:S2CID 581:space 419:on a 311:is a 1344:ISSN 1096:> 903:and 895:and 598:(Ω) 425:open 103:and 92:and 84:real 51:and 1416:Zbl 1368:Zbl 1334:hdl 1326:doi 1047:sup 1035:, 951:sup 16:In 1461:: 1447:, 1441:, 1414:, 1408:MR 1402:: 1390:, 1382:; 1366:. 1358:. 1352:MR 1350:. 1342:. 1332:. 1322:16 1320:. 1314:. 939:, 431:, 423:, 412:. 55:. 47:, 1374:. 1336:: 1328:: 1273:. 1267:f 1259:c 1256:1 1243:f 1239:u 1209:. 1206:V 1200:v 1187:v 1184:, 1181:f 1175:= 1172:) 1169:v 1166:, 1161:f 1157:u 1153:( 1150:B 1137:U 1132:f 1128:u 1124:u 1120:V 1116:f 1099:0 1092:| 1088:) 1085:v 1082:, 1079:u 1076:( 1073:B 1069:| 1063:1 1060:= 1054:u 1033:V 1029:v 1009:u 1003:c 996:| 992:) 989:v 986:, 983:u 980:( 977:B 973:| 967:1 964:= 958:v 937:U 933:u 929:c 925:B 921:R 917:V 913:U 909:B 905:V 901:U 897:V 893:U 871:. 868:) 862:( 857:1 852:0 848:H 841:v 831:x 827:d 822:) 819:x 816:( 813:v 810:) 807:x 804:( 801:f 788:= 785:x 781:d 776:) 773:x 770:( 767:v 758:) 755:x 752:( 747:f 743:u 715:f 711:u 707:L 703:f 686:. 683:x 679:d 674:) 671:x 668:( 665:v 656:) 653:x 650:( 647:u 631:= 628:) 625:v 622:, 619:u 616:( 613:B 596:L 592:B 588:L 584:V 579:L 574:H 570:0 567:H 563:U 539:; 527:x 522:, 519:0 516:= 513:) 510:x 507:( 504:u 497:; 488:x 483:, 480:) 477:x 474:( 471:f 468:= 465:) 462:x 459:( 456:u 444:{ 429:R 410:U 406:u 402:c 383:2 375:u 369:c 362:| 358:) 355:u 352:, 349:u 346:( 343:B 339:| 321:B 317:B 309:V 305:U 301:V 297:f 276:. 273:V 267:v 254:v 251:, 248:f 242:= 239:) 236:v 233:, 230:u 227:( 224:B 211:U 207:u 199:R 195:V 191:U 187:B 183:V 162:. 159:f 156:= 153:u 137:U 133:u 129:V 125:f 121:V 117:U 109:U 105:V 101:U 94:V 90:U 80:W

Index

mathematics
Lax–Milgram theorem
bilinear form
weak solution
boundary value problem
mathematicians
Ivo Babuška
Peter Lax
Arthur Milgram
functional-analytic
partial differential equations
vector space
Sobolev space
real
normed spaces
continuous dual spaces
partial differential operator
weak formulation
continuously
Hilbert space
coercive
Poisson equation
bounded
open
L space
inner product
Lions–Lax–Milgram theorem
Babuška, Ivo
"Error-bounds for finite element method"
Numerische Mathematik

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