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Mollifiers 📂Partial Differential Equations

Mollifiers

Definition1

Let’s define the function ηC(Rn)\eta \in C^{\infty}(\mathbb{R}^{n}) as follows.

η(x):={Cexp(1x21)x<10x1 \begin{equation} \eta (x) := \begin{cases} C \exp \left( \dfrac{1}{|x|^2-1} \right) & |x|<1 \\ 0 & |x| \ge 1\end{cases} \label{1} \end{equation}

Such η\eta is called a mollifier. In particular, when C>0C>0 is a constant satisfying Rnηdx=1\displaystyle \int_{\mathbb{R}^{n}} \eta dx=1, η\eta is called a standard mollifier.

Let’s define ηϵ\eta_{\epsilon} for ϵ>0\epsilon>0 as follows.

ηϵ(x):=1ϵnη(xϵ) \eta_\epsilon (x) := \dfrac{1}{\epsilon^n}\eta\left( \dfrac{x}{\epsilon} \right)

If η\eta is a standard mollifier, then Rnηϵdx=1\int_{\mathbb{R^n}} \eta_{\epsilon} dx=1 is satisfied. This can be easily verified through a change of variables.

Description

A mollifier serves to smooth out functions that are not smooth through convolution. The word mollify means ’to soothe’, which expresses that η\eta approximates a function that is not differentiable to be differentiable, hence the term mollify.

Meanwhile, one may consider that the form of a mollifier does not necessarily have to be like (def)\eqref{def}.

Generalization

If φC(Rn)\varphi \in C^{\infty}(\mathbb{R}^{n}) satisfies the following three conditions, φ\varphi is called a mollifier.

  • Has a compact support.
  • Rnφdx=1\displaystyle \int_{\mathbb{R^n}} \varphi dx =1
  • limϵ0φϵ=limϵ01ϵnφ(xϵ)=δ(x)\lim \limits_{\epsilon \rightarrow 0}\varphi_\epsilon = \lim \limits_{\epsilon \rightarrow 0} \dfrac{1}{\epsilon^n}\varphi \left( \dfrac{x}{\epsilon} \right) =\delta (x) Here, δ(x)\delta (x) is the Dirac delta function.

The following condition is called a positive mollifier.

  • φ(x)0,xRn\varphi (x) \ge 0, \quad \forall x \in \mathbb{R^n}

The following condition is called a symmetric mollifier.

  • For μC\mu \in C^{\infty}, φ(x)=μ(x)\varphi (x)=\mu (|x|)

Meanwhile, it can be proved that η\eta defined by (1)\eqref{1} is actually a smooth function as follows.

Proof

First, let’s define ff and gg as follows.

f(s):={Cexp(1s1)s<10s1g(x):=x2=x12+x22++xn2,xRn \begin{align*} f(s) &:= \begin{cases} C \exp\left( \dfrac{1}{s-1} \right) & s<1 \\ 0 & s \ge 1 \end{cases} \\g(x) &:= |x|^2={x_{1}}^2+{x_{2}}^2+\cdots+{x_{n}}^2 , \quad x\in \mathbb{R}^{n} \end{align*}

Then, it aims to show fCf\in C^\infty and gCg\in C^\infty, ultimately proving η=fgC\eta=f \circ g \in C^\infty.


  • Part 1. fCf \in C^\infty

    First, by calculating the derivatives of ff at (,1)(-\infty, 1), one finds as follows.

    f(s)= Ce1s11(s1)2f(s)= Ce1s11(s1)4+Ce1s12(s1)3f(s)= Ce1s11(s1)6+Ce1s12(s1)5+Ce1s16(s1)4 \begin{align*} f^{\prime}(s) =&\ Ce ^{ \frac{1}{s-1}} \frac{-1}{(s-1)^2} \\ f^{\prime \prime}(s) =&\ Ce ^{ \frac{1}{s-1}} \frac{-1}{(s-1)^4} + Ce ^{ \frac{1}{s-1}} \frac{2}{(s-1)^3} \\ f^{\prime \prime \prime}(s) =&\ Ce ^{ \frac{1}{s-1}} \frac{-1}{(s-1)^6} +Ce ^{ \frac{1}{s-1}} \frac{2}{(s-1)^5}+Ce ^{ \frac{1}{s-1}} \frac{-6}{(s-1)^4} \end{align*}

    Henceforth, it aims to prove via induction that for all k1k \ge 1, there exists a constant a0(k), a1(k), , a2k(k)a^{(k)}_{0},\ a^{(k)}_{1},\ \cdots,\ a^{(k)}_{2k} satisfying the formula below.

    f(k)(s)={e1s1(a0(k)+a1(k)s1++a2k(k)(s1)2k)s<10s1 f^{(k)}(s) = \begin{cases} e^{\frac{1}{s-1}} \left( a^{(k)}_{0} + \frac{a^{(k)}_{1}}{s-1}+\cdots+\frac{a^{(k)}_{2k}}{(s-1)^{2k}} \right) & s<1 \\ 0 & s \ge 1 \end{cases}

    • Part 1-1. k=1k=1

      f(s)={e1s1C(s1)2s<10s>1 f^{\prime}(s) = \begin{cases} e^{\frac{1}{s-1} }\frac{-C}{(s-1)^2} & s<1 \\ 0 & s >1\end{cases}

      Therefore, a0(1)=a1(1)=0a^{(1)}_{0} =a^{(1)}_{1}=0, a2(1)=Ca^{(1)}_2=-C is established. And the following holds.

      limh0+f(1+h)f(1)h=limh0+Ce1hh=limh0+C1he1h=0 \lim \limits_{h \rightarrow 0^+} \dfrac{ f(1+h)-f(1) }{h}=\lim \limits_{h \rightarrow 0^+} \dfrac{Ce^{ \frac{1}{h} } }{h}=\lim \limits_{h \rightarrow 0^+} \dfrac{C\frac{1}{h}}{e^{-\frac{1}{h} } }=0

      limh0f(1+h)f(1)h=limh0Ce1hh=limh0C1he1h=0 \lim \limits_{h \rightarrow 0^-} \dfrac{f(1+h)-f(1) }{h} = \lim \limits_{h \rightarrow 0^-} \dfrac{Ce^{ \frac{1}{h} } }{h}=\lim \limits_{h \rightarrow 0^-} \dfrac{C\frac{1}{h}}{e^{-\frac{1}{h} } }=0

      The limit 00 can be easily attained using L’Hôpital’s rule. Thus results in f(1)=0f^{\prime}(1)=0. Hence, it is valid when k=1k=1.

    • Part 1-2. Assuming it holds for an arbitrary kk, it also holds for k+1k+1.

      Assume it holds for any given kk. Then, there exists a constant a0(k), a1(k), , a2k(k)a^{(k)}_{0},\ a^{(k)}_{1},\ \cdots,\ a^{(k)}_{2k} which satisfies the following.

      f(k)(s)={e1s1(a0(k)+a1(k)s1++a2k(k)(s1)2k)s<10s1 f^{(k)}(s) = \begin{cases} e^{\frac{1}{s-1}} \left( a^{(k)}_{0} + \frac{a^{(k)}_{1}}{s-1}+\cdots+\frac{a^{(k)}_{2k}}{(s-1)^{2k}} \right) & s<1 \\ 0 & s \ge 1 \end{cases}

      When calculating f(k+1)(s)f^{(k+1)}(s) at (,1)(-\infty, 1), one finds as follows.

      f(k+1)(s)= e1s11(s1)2(a0(k)+a1(k)s1++a2k(k)(s1)2k)+e1s1(a1(k)(s1)2++2ka2k(k)(s1)2k+1)= e1s1(a0(k+1)+a1(k+1)s1++a2k+2(k+1)(s1)2k+2) \begin{align*} f^{(k+1)}(s) =&\ e^{\frac{1}{s-1}} \dfrac{-1}{(s-1)^2}\left( a^{(k)}_{0} + \frac{a^{(k)}_{1}}{s-1}+\cdots+\frac{a^{(k)}_{2k}}{(s-1)^{2k}} \right) + e^{\frac{1}{s-1}}\left( \frac{-a^{(k)}_{1}}{(s-1)^2}+\cdots+\frac{-2k a^{(k)}_{2k}}{(s-1)^{2k+1}} \right) \\ =&\ e^{\frac{1}{s-1}} \left( a^{(k+1)}_{0} + \frac{a^{(k+1)}_{1}}{s-1}+\cdots+\frac{a^{(k+1)}_{2k+2}}{(s-1)^{2k+2}} \right) \end{align*}

      Here, each a0(k+1), , a2k+2(k+1)a^{(k+1)}_{0},\ \cdots,\ a^{(k+1)}_{2k+2} is determined by a0(k), , a2k(k)a^{(k)}_{0},\ \cdots,\ a^{(k)}_{2k}. Also, (1,)(1, \infty) yields f(k+1)(s)=0f^{(k+1)}(s)=0. And since the below formula is satisfied, it implies f(k+1)=0f^{(k+1)}=0.

      limh0+f(1+h)f(1)h= limh0+e1s1(a0(k)+a1(k)h++a2k(k)(h)2k)h= limh0+(a0(k)h+a1(k)h2++a2k(k)(h2k+1)2k)e1h=0 \begin{align*} \lim \limits_{h \rightarrow 0^+} \dfrac{ f(1+h)-f(1)}{h}=&\ \lim \limits_{h \rightarrow 0^+} \dfrac{e^{\frac{1}{s-1}} \left( a^{(k)}_{0} + \frac{a^{(k)}_{1}}{h}+\cdots+\frac{a^{(k)}_{2k}}{(h)^{2k}} \right) }{h} \\ =&\ \lim \limits_{h \rightarrow 0^+} \dfrac{ \left( \frac{a^{(k)}_{0}}{h} + \frac{a^{(k)}_{1}}{h^2}+\cdots+\frac{a^{(k)}_{2k}}{(h^{2k+1})^{2k}} \right) }{e^{-\frac{1}{h}} } =0 \end{align*}

      limh0f(1+h)f(1)h= limh0e1s1(a0(k)+a1(k)h++a2k(k)(h)2k)h= limh0(a0(k)h+a1(k)h2++a2k(k)(h2k+1)2k)e1h=0 \begin{align*} \lim \limits_{h \rightarrow 0^-} \dfrac{ f(1+h)-f(1)}{h}=&\ \lim \limits_{h \rightarrow 0^-} \dfrac{e^{\frac{1}{s-1}} \left( a^{(k)}_{0} + \frac{a^{(k)}_{1}}{h}+\cdots+\frac{a^{(k)}_{2k}}{(h)^{2k}} \right) }{h} \\ =&\ \lim \limits_{h \rightarrow 0^-} \dfrac{ \left( \frac{a^{(k)}_{0}}{h} + \frac{a^{(k)}_{1}}{h^2}+\cdots+\frac{a^{(k)}_{2k}}{(h^{2k+1})^{2k}} \right) }{e^{-\frac{1}{h}} }=0 \end{align*}

      Repeated application of L’Hôpital’s rule ultimately yields 00. Thus, by mathematical induction, fC(R)f \in C^\infty(\mathbb{R}) is proven.

  • Part 2. gC(Rn)g \in C^\infty( \mathbb{R^n})

    This is trivial by the definition of gg.

Therefore, by Part 1., Part 2., the following holds.

η=fgC(Rn) \eta = f \circ g \in C^\infty ( \mathbb{R^n} )


  1. Lawrence C. Evans, Partial Differential Equations (2nd Edition, 2010), p713-714 ↩︎