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.

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.

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

Let U and V be two real Hilbert spaces and let B : U × V → R be a continuous bilinear functional.