Math 2.0

Operator theory Equations involving nonlinear operators Problem

Variational inequality

Builds on Hilbert spaceConvex setMonotone operatorCoercive bilinear form

Problem

Let HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\ip{\cdot}{\cdot}. Let K⊆HK \subseteq H be a nonempty closed convex set, and let F ⁣:K→HF \colon K \to H be a map. Find u∈Ku \in K such that ⟨F(u),v−u⟩≥0for all v∈K.\ip{F(u)}{v - u} \ge 0 \quad \text{for all } v \in K.

Remarks

If K=HK = H, then taking v=u±wv = u \pm w shows that the inequality holds exactly when F(u)=0F(u) = 0, so the problem contains the equation F(u)=0F(u) = 0. If F=∇fF = \nabla f for a convex differentiable function ff, then uu solves the problem exactly when uu minimizes ff on KK. Stampacchia's theorem treats the linear case. Let aa be a bounded coercive bilinear form on HH and let ℓ\ell be a continuous linear functional on HH. Then there is exactly one u∈Ku \in K with a(u,v−u)≥ℓ(v−u)a(u, v - u) \ge \ell(v - u) for all v∈Kv \in K. When aa is symmetric, this uu minimizes 12a(v,v)−ℓ(v)\tfrac12 a(v, v) - \ell(v) over KK. For H=ℝnH = \R^n, KK compact and FF continuous, a solution always exists, by the Hartman–Stampacchia theorem, whose proof uses the Brouwer fixed point theorem. For a continuous monotone FF the solution set is closed and convex, and a strictly monotone FF has at most one solution.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Coercive bilinear form concept
  2. Convex set concept
  3. Hilbert space concept
  4. Monotone operator concept
  5. Variational inequality problem

Further reading

  1. Web https://en.wikipedia.org/wiki/Variational_inequality
About this page
Tag6QS7X5GVMY
URIm2://6QS7X5GVMY
Kindproblem
WritingW0 stub
MSC47J20, 49J40
StatusThis copy of the site has no build data. Run m2 status 6QS7X5GVMY.
AboutConvex set
UsesHilbert space, Convex set, Monotone operator, Coercive bilinear form
Same as
Changed2 November 2026

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