What Is Lax-Milgram Lemma ?

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What is Lax-Milgram Lemma ?

● The Finite Element Method is now widely used solving problems of engineering and
mathematical models. Typical problem areas of interest include the traditional fields of
structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic
potential.
● The Lax–Milgram theorem is one of the key ingredients used to build the Finite
Element Method
● It is used to prove existence and uniqueness of weak solutions to partial differential
equations, in particular, elliptic boundary value problems
● It is valid for coercive linear operators set on Hilbert spaces (i.e. complete inner
product spaces over the field of real or complex numbers)

Where is Lax-Milgram used ?

The Lax–Milgram theorem is one of the key ingredients used to build the Finite Element
Method. It is a way to establish existence and uniqueness of the solution to the weak
formulation and its discrete approximation; it is valid for coercive linear operators set on
Hilbert spaces (i.e. complete inner product spaces over the field of real or complex
numbers). A corollary known as the Céa’s lemma provides a quantification of the error
between the computed approximation and the unknown solution. In particular, the
Lax–Milgram theorem is sufficient to prove existence and uniqueness of the solution to
the (weak formulation of the) standard Poisson problem defined as follows. Knowing a
function f defined over a regular and bounded domain Ω of R d with d = 1, 2, or 3, with
its boundary denoted by ∂Ω,
Definition of Lax-Milgram

Hilbert space

Dual Spaces

In mathematics, any vector space ​V​ has a corresponding dual vector space (or just dual
space for short) consisting of all linear functionals on ​V​, together with the vector space
structure of pointwise addition and scalar multiplication by constants.
Dual vector spaces find application in many branches of mathematics that use vector
spaces, such as in tensor analysis with finite-dimensional vector spaces. When applied
to vector spaces of functions (which are typically infinite-dimensional), dual spaces are
used to describe measures, distributions, and Hilbert spaces. Consequently, the dual
space is an important concept in functional analysis.

Bounded Bilinear Form


Fixed Point Theorem

Riesz–Fréchet theorem
Proof of Lax-Milgram
Applications of Lax-milgram Lemma

● This lemma is widely used to get weak solutions to Partial Differential Equations(PDEs)
● In mathematics, a weak solution to an ordinary or partial differential equation is a
function for which the derivatives may not all exist but which is nonetheless deemed to
satisfy the equation in some precisely defined sense
Example 1: Differential Equation

Given the differential equation below we can prove that it’s solution exists and is unique,
using the Lax-Milgram lemma.

We assume a non-Hilbert space H for the sake of this example and bilinear form as shown
below.

Starting with given equation we can prove the required as follows:


Example 2: Poisson’s Equation

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