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Chapter $3$ of Functional Analysis, Sobolev Spaces and Partial Differential Equations by Haim Brezis constructs and explains the Weak and Weak$^*$ topologies over a Banach Space $E$.

The most remarkable result of these topologies is the Banach-Alaoglu-Bourbaki, which asserts that for the weak$^*$ topology (Over $E^*$), the unit ball: $$B_{E^*}=\{f \in E^* | \ ||f|| \leq 1 \}$$ is compact. We know that in infinite dimensional Banach spaces the unit ball is not compact over the strong topology (the topology generated by $||\cdot||$).

The last part of the book introduces Sobolev Spaces and the Variational Method for solving PDEs, applying Functional Analysis (Particularly Hilbert Spaces). But it never really uses weak topologies. He does use them to show the existence of the projection in Hilbert Spaces (which by the way can be done more simply), but aside from that it is never "applied".

I can understand the importance of the Banach-Alaoglu-Bourbaki theorem, as a metric topology where the unit ball is not compact is not very suitable, and the book gives certain results (Corolary $3.23$, for example, which asserts that a lower semicontinuous convex function achieves its minimum; or Milman-Pettis Theorem) which show its usefulness in a general context.

But provided this book aims to apply the theory provided to PDEs,

I wonder if there are examples of PDEs for which Weak Topologies aid when applying, for example, the Variational Method.

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    $\begingroup$ A standard trick is to formulate your problem in such a way that your solution candidates are in some bounded region in a space to which Banach-Alaoglu applies, then introduce some kind of approximating sequence and use Banach-Alaoglu to extract a weak-star convergent subsequence. (The approximation scheme depends on the problem; for example, you could introduce an artificial regularization term, solve the regularized problems, and send the regularization to zero). The hard part is usually justifying that this weak-star limit has anything to do with the problem you started with. $\endgroup$
    – Ian
    Commented May 24, 2016 at 15:20
  • $\begingroup$ I don't understand how that wikipedia link is supposed to help. Of course I am aware of the weak formulation for PDEs, but weak topologies are not even mentioned there. $\endgroup$
    – D1X
    Commented May 24, 2016 at 16:47
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    $\begingroup$ One powerful illustration of what Ian wrote is the Direct Method in Calculus of Variations. $\endgroup$ Commented May 24, 2016 at 18:35

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