bang (one's) head against a brick wall
To attempt, continuously and fruitlessly, to accomplish some task or achieve some goal that is or seems ultimately hopeless. I feel like I've been banging my head against a brick wall trying to understand this math equation. Some people are never going to agree with you on this, so it's no use banging your head against a brick wall trying to convince everyone.
bang (or knock) your head against a brick wall
doggedly attempt the impossible and have your efforts repeatedly and painfully rebuffed. 1995 Jayne Miller Voxpop You're banging your head against a brick wall for years and still getting nowhere. It's soul-destroying.