Weak formulation

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Weak formulations are important tools for the analysis of mathematical equations that permit the transfer of concepts of linear algebra to solve problems in other fields such as partial differential equations. In a weak formulation, equations or conditions are no longer required to hold absolutely (and this is not even well defined) and has instead weak solutions only with respect to certain "test vectors" or "test functions". In a strong formulation, the solution space is constructed such that these equations or conditions are already fulfilled.

The Lax–Milgram theorem, named after Peter Lax and Arthur Milgram who proved it in 1954, provides weak formulations for certain systems on Hilbert spaces.

General concept[edit]

Let be a Banach space, let be the dual space of , let ,[clarification needed] and let . A vector is a solution of the equation

if and only if for all ,

Here, is called a test vector (in general) or a test function (if is a function space).

To bring this into the generic form of a weak formulation, find such that

by defining the bilinear form

Example 1: linear system of equations[edit]

Now, let and be a linear mapping. Then, the weak formulation of the equation

involves finding such that for all the following equation holds:

where denotes an inner product.

Since is a linear mapping, it is sufficient to test with basis vectors, and we get

Actually, expanding , we obtain the matrix form of the equation

where and .

The bilinear form associated to this weak formulation is

Example 2: Poisson's equation[edit]

To solve Poisson's equation

on a domain with on its boundary, and to specify the solution space later, one can use the -scalar product

to derive the weak formulation. Then, testing with differentiable functions yields

The left side of this equation can be made more symmetric by integration by parts using Green's identity and assuming that on :

This is what is usually called the weak formulation of Poisson's equation. Functions in the solution space must be zero on the boundary, and have square-integrable derivatives. The appropriate space to satisfy these requirements is the Sobolev space of functions with weak derivatives in and with zero boundary conditions, so .

The generic form is obtained by assigning


The Lax–Milgram theorem[edit]

This is a formulation of the Lax–Milgram theorem which relies on properties of the symmetric part of the bilinear form. It is not the most general form.

Let be a Hilbert space and a bilinear form on , which is

  1. bounded: and
  2. coercive:

Then, for any , there is a unique solution to the equation

and it holds

Application to example 1[edit]

Here, application of the Lax–Milgram theorem is a stronger result than is needed.

  • Boundedness: all bilinear forms on are bounded. In particular, we have
  • Coercivity: this actually means that the real parts of the eigenvalues of are not smaller than . Since this implies in particular that no eigenvalue is zero, the system is solvable.

Additionally, this yields the estimate

where is the minimal real part of an eigenvalue of .

Application to example 2[edit]

Here, choose with the norm

where the norm on the right is the -norm on (this provides a true norm on by the Poincaré inequality). But, we see that and by the Cauchy–Schwarz inequality, .

Therefore, for any , there is a unique solution of Poisson's equation and we have the estimate

See also[edit]


  • Lax, Peter D.; Milgram, Arthur N. (1954), "Parabolic equations", Contributions to the theory of partial differential equations, Annals of Mathematics Studies, vol. 33, Princeton, N. J.: Princeton University Press, pp. 167–190, doi:10.1515/9781400882182-010, ISBN 9781400882182, MR 0067317, Zbl 0058.08703

External links[edit]