Sobolev Spaces & Weak Solutions

the weak formulation

A PDE in its usual 'strong' form, like minus Laplacian u = f, demands that u have two honest derivatives at every point. The weak formulation is a clever rephrasing that asks for much less — it never differentiates u twice. The trick is to test the equation against arbitrary smooth probe functions and integrate by parts, shoving derivatives off u and onto the probe. What comes out is an equivalent statement that a far rougher u can satisfy.

Walk it through for minus Laplacian u = f on a domain U with u = 0 on the boundary. Multiply both sides by a test function v (smooth, vanishing on the boundary) and integrate over U: integral of (minus Laplacian u) v = integral of f v. Now integrate by parts on the left (Green's identity): integral of (minus Laplacian u) v = integral of grad u . grad v minus a boundary term, and the boundary term dies because v = 0 on the boundary. So the equation becomes: find u in H^1_0 such that integral of grad u . grad v = integral of f v, for every test function v in H^1_0. Notice what happened — u now appears with only ONE derivative, perfectly matched against v's one derivative, so u need only be in H^1, not C^2. This is the weak (or variational) formulation; the left side is a bilinear form a(u, v) and the right side a linear functional, so it reads a(u, v) = L(v) for all v.

Why is this not cheating? Because the two formulations are equivalent for smooth solutions (integration by parts is reversible), so a classical solution is always a weak solution — and the weak form simply admits more candidates. The payoff is enormous: the weak form lives entirely in the Hilbert space H^1_0, where the Lax-Milgram theorem guarantees a unique solution under mild conditions, and where the Galerkin method approximates it by finite-dimensional subspaces (the doorway to finite elements). Boundary conditions split into two kinds here: Dirichlet conditions are 'essential', built into the space H^1_0, while Neumann conditions are 'natural', emerging on their own from the boundary term you keep. The weak formulation is, in short, the move that converts a PDE into a problem in functional analysis.

For minus u'' = f on (0, 1) with u(0) = u(1) = 0, multiply by v and integrate by parts once: integral from 0 to 1 of u' v' dx = integral from 0 to 1 of f v dx, the boundary term [u' v] vanishing since v(0) = v(1) = 0. The weak problem is: find u in H^1_0(0, 1) with integral of u' v' = integral of f v for all v in H^1_0. A solution u need only have one square-integrable derivative — for instance the response to a point load f = delta is the continuous tent function, which is in H^1 but not in C^2.

Integrating by parts once turns a second-order PDE into a balance of single derivatives.

Equivalence runs only one way for free: a classical solution is always a weak solution, but a weak solution is a classical one only after regularity theory upgrades it — and on a domain with a re-entrant corner, the weak solution may genuinely be non-smooth there and have NO classical counterpart. Also, the choice of test space encodes the boundary conditions, so the SAME PDE has different weak formulations for Dirichlet vs. Neumann data.

Also called
variational formulationvariational formweak form變分形式弱形式表述