Weak formulation

{{Short description|Mathematical tools}} {{More citations needed|date=April 2026}} '''Weak formulations''' are 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== Let <math>V</math> be a Banach space, let <math>V'</math> be the dual space of <math>V</math>, let <math>A\colon V \to V'</math> be a linear map, and let <math>f \in V'</math>. A vector <math>u \in V</math> is a solution of the equation

if and only if for all <math>v \in V</math>,

A particular choice of <math>v</math> is called a ''test vector'' (in general) or a ''test function'' (if <math>V</math> is a function space).

To bring this into the generic form of a weak formulation, find <math>u\in V</math> such that

<math display=block>a(u,v) = f(v) \quad \forall v \in V,</math>

by defining the bilinear form

==Example 1: linear system of equations== Now, let <math>V = \mathbb R^n</math> and <math>A:V \to V</math> be a linear mapping. Then, the weak formulation of the equation

involves finding <math>u\in V</math> such that for all <math>v \in V</math> the following equation holds:

<math display=block>\langle Au,v \rangle = \langle f,v \rangle,</math>

where <math>\langle \cdot,\cdot \rangle</math> denotes an inner product.

Since <math>A</math> is a linear mapping, it is sufficient to test with basis vectors, and we get

<math display=block>\langle Au,e_i\rangle = \langle f,e_i\rangle, \quad i=1,\ldots,n.</math>

Actually, expanding {{nowrap|<math>u = \sum_{j=1}^n u_je_j</math>,}} we obtain the matrix form of the equation

<math display=block>\mathbf{A}\mathbf{u} = \mathbf{f},</math>

where <math>a_{ij} = \langle Ae_j, e_i\rangle </math> and {{nowrap|<math>f_i = \langle f,e_i \rangle</math>.}}

The bilinear form associated to this weak formulation is

<math display=block>a(u,v) = \mathbf{v}^T\mathbf{A} \mathbf{u}.</math>

==Example 2: Poisson's equation== To solve Poisson's equation

<math display=block>-\nabla^2 u = f,</math>

on a domain <math>\Omega\subset \mathbb R^d</math> with <math>u=0</math> on its boundary, and to specify the solution space <math>V</math> later, one can use the {{nowrap|<math>L^2</math>-}}scalar product

<math display=block>\langle u,v\rangle = \int_\Omega uv\,dx</math>

to derive the weak formulation. Then, testing with differentiable functions {{nowrap|<math>v</math>}} yields

<math display=block>-\int_\Omega ( \nabla^2 u ) v \,dx = \int_\Omega fv \,dx.</math>

The left side of this equation can be made more symmetric by integration by parts using Green's identity and assuming that <math>v=0</math> on {{nowrap|<math>\partial\Omega</math>:}}

<math display=block>\int_\Omega \nabla u \cdot \nabla v \,dx = \int_\Omega f v \,dx.</math>

This is what is usually called the weak formulation of Poisson's equation. Functions in the solution space <math>V</math> must be zero on the boundary, and have square-integrable derivatives. The appropriate space to satisfy these requirements is the Sobolev space <math>H^1_0(\Omega)</math> of functions with weak derivatives in <math>L^2(\Omega)</math> and with zero boundary conditions, so {{nowrap|<math>V = H^1_0(\Omega)</math>.}}

The generic form is obtained by assigning

<math display=block>a(u,v) = \int_\Omega \nabla u \cdot \nabla v \,dx</math>

and

<math display=block>f(v) = \int_\Omega f v \,dx.</math>

==The Lax–Milgram theorem== 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 <math>V</math> be a real Hilbert space and <math>a( \cdot ,\cdot )</math> a bilinear form on {{nowrap|<math>V</math>,}} which is # bounded: <math>|a(u,v)| \le C \|u\| \|v\|\,;</math> and # coercive: <math>a(u,u) \ge c \|u\|^2\,.</math>

Then, for any bounded {{nowrap|<math>f\in V'</math>,}} there is a unique solution <math>u\in V</math> to the equation

<math display=block>a(u,v) = f(v) \quad \forall v \in V</math>

and it holds

===Application to example 1=== Here, application of the Lax–Milgram theorem is a stronger result than is needed.

*Boundedness: all bilinear forms on <math>\R^n</math> are bounded. In particular, we have <math display="block">|a(u,v)| \le \|A\|\,\|u\|\,\|v\|</math> *Coercivity: this actually means that the real parts of the eigenvalues of <math>A</math> are not smaller than <math>c</math>. Since this implies in particular that no eigenvalue is zero, the system is solvable.

Additionally, this yields the estimate <math display="block">\|u\| \le \frac1c \|f\|,</math> where <math>c</math> is the minimal real part of an eigenvalue of {{nowrap|<math>A</math>.}}

===Application to example 2=== Here, choose <math>V = H^1_0(\Omega)</math> with the norm <math display=block>\|v\|_V := \|\nabla v\|,</math>

where the norm on the right is the {{nowrap|<math>L^2</math>-}}norm on <math>\Omega</math> (this provides a true norm on <math>V</math> by the Poincaré inequality). But, we see that <math>|a(u,u)| = \|\nabla u\|^2</math> and by the Cauchy–Schwarz inequality, {{nowrap|<math>|a(u,v)| \le \|\nabla u\|\,\|\nabla v\|</math>.}}

Therefore, for any {{nowrap|<math>f \in [H^1_0(\Omega)]'</math>,}} there is a unique solution <math>u\in V</math> of Poisson's equation and we have the estimate

<math display=block>\|\nabla u\| \le \|f\|_{[H^1_0(\Omega)]'}.</math>

==References== *{{citation |last1 = Lax |first1 = Peter D. |author-link = Peter Lax |last2 = Milgram |first2 = Arthur N. |author2-link = Arthur Milgram |chapter = Parabolic equations |title = Contributions to the theory of partial differential equations |series = Annals of Mathematics Studies |volume= 33 |pages = 167–190 |publisher = Princeton University Press |place = Princeton, N. J. |year = 1954 |mr=0067317 |zbl=0058.08703 |doi=10.1515/9781400882182-010 |isbn = 9781400882182 }}

==External links== *[http://mathworld.wolfram.com/Lax-MilgramTheorem.html MathWorld page on Lax–Milgram theorem]

Category:Partial differential equations Category:Numerical differential equations Category:Theorems in functional analysis