Babuška-Lax-Milgram theorem

In mathematics, the Babuška-Lax-Milgram theorem is a generalization of the famous Lax-Milgram theorem, which gives conditions under which a bilinear form can be "inverted" to show the existence and uniqueness of a weak solution to a given boundary value problem. The result is named after the mathematicians Ivo Babuška, Peter Lax and Arthur Milgram.

Background

In the modern, functional-analytic approach to the study of partial differential equations, one does not attempt to solve a given partial differential equation directly, but by using the structure of the vector space of possible solutions, e.g. a Sobolev space "W"^"k","p". Abstractly, consider two real normed spaces "U" and "V" with their continuous dual spaces "U"^∗ and "V"^∗ respectively. In many applications, "U" is the space of possible solutions; given some partial differential operator Λ : "U" → "V"^∗ and a specified element "f" ∈ "V"^∗, the objective is to find a "u" ∈ "U" such that

:$Lambda\; u\; =\; f.$

However, in the weak formulation, this equation is only required to hold when "tested" against all other possible elements of "V". This "testing" is accomplished by means of a bilinear function "B" : "U" × "V" → R which encodes the differential operator Λ; a "weak solution" to the problem is to find a "u" ∈ "U" such that

:$B(u,\; v)\; =\; langle\; f,\; v\; angle\; mbox\{\; for\; all\; \}\; v\; in\; V.$

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 continuously upon the specified datum "f" ∈ "V"^∗: it suffices that "U" = "V" is a Hilbert space, that "B" is continuous, and that "B" is strongly coercive, i.e.

:$|\; B(u,\; u)\; |\; geq\; c\; |\; u\; |^\{2\}$

for some constant "c" > 0 and all "u" ∈ "U".

For example, in the solution of the Poisson equation on a bounded, open domain Ω ⊂ R^"n",

:

the space "U" could be taken to be the Sobolev space "H"₀¹(Ω) with dual "H"⁻¹(Ω); both are subspaces of the "L"^"p" space "V" = "L"²(Ω); the bilinear form "B" associated to −Δ is the "L"²(Ω) inner product of the derivatives:

:$B(u,\; v)\; =\; int\_\{Omega\}\; abla\; u(x)\; cdot\; abla\; v(x)\; ,\; mathrm\{d\}\; x.$

Hence, the weak formulation of the Poisson equation, given "f" ∈ "L"²(Ω), is to find "u"_"f" such that

:$int\_\{Omega\}\; abla\; u\_\{f\}(x)\; cdot\; abla\; v(x)\; ,\; mathrm\{d\}\; x\; =\; int\_\{Omega\}\; f(v)\; v(x)\; ,\; mathrm\{d\}\; x\; mbox\{\; for\; all\; \}\; v\; in\; H\_\{0\}^\{1\}\; (Omega).$

tatement of the theorem

In 1971, Babuška provided the following generalization of Lax and Milgram's earlier result, which begins by dispensing with the requirement that "U" and "V" be the same space. Let "U" and "V" be two real Hilbert spaces and let "B" : "U" × "V" → R be a continuous bilinear function. Suppose also that "B" is weakly coercive: for some constant "c" > 0 and all "u" ∈ "U",

:$sup\_\{|\; v\; |\; =\; 1\}\; |\; B(u,\; v)\; |\; geq\; c\; |\; u\; |$

and, for 0 ≠ "v" ∈ "V",

:$sup\_\{u\; in\; U\}\; |\; B(u,\; v)\; |\; >\; 0.$

Then, for all "f" ∈ "V"^∗, there exists a unique solution "u" = "u"_"f" ∈ "U" to the weak problem

:$B(u\_\{f\},\; v)\; =\; langle\; f,\; v\; angle\; mbox\{\; for\; all\; \}\; v\; in\; V.$

Moreover, the solution depends continuously on the given datum:

:$|\; u\_\{f\}\; |\; leq\; frac1\{c\}\; |\; f\; |.$

ee also

* Lions-Lax-Milgram theorem

References

* cite journal
last = Babuška
first = Ivo
authorlink = Ivo Babuška
title = Error-bounds for finite element method
journal = Numer. Math.
volume = 16
year = 1970/1971
pages = 322–333
issn = 0029-599X
doi = 10.1007/BF02165003 MathSciNet|id=0288971
* cite book
last = Lax
first = Peter D.
authorlink = Peter Lax
coauthors = Milgram, Arthur N.
chapter = Parabolic equations
title = Contributions to the theory of partial differential equations
series = Annals of Mathematics Studies, no. 33
pages = 167–190
publisher = Princeton University Press
address = Princeton, N. J.
year = 1954 MathSciNet|id=0067317

External links

* springer
title = Babuška–Lax–Milgram theorem
id = B/b110020
last = Roşca
first = Ioan