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Mollification 📂Partial Differential Equations

Mollification

Definition 1

fLLoc1(Ω)f \in {L^1_{\mathrm{Loc}}( \Omega)} and ϵ>0\epsilon>0 with respect to ff, the ϵ\epsilon-mollification is defined as follows.

fϵ(x):=ηϵf(x)=Rnηϵ(xy)f(y)dy,xΩ>ϵ f^{\epsilon}(x) := \eta_{\epsilon} * f (x) =\int_{\mathbb{R}^{n}} \eta_{\epsilon}(x-y)f(y)dy, \quad x\in \Omega_{>\epsilon}

Properties

  • (i) fϵC(Ω>ϵ)f^{\epsilon} \in C^\infty( \Omega_{>\epsilon})
  • (ii) Almost everywhere, fϵf as ϵ0f^{\epsilon} \to f \text{ as } \epsilon \to 0

Proof

Let a fixed point xΩ>ϵx \in \Omega_{>\epsilon} be given. And since Ω>ϵ\Omega_{>\epsilon} is an open set, there exists a very small h>0h>0 that satisfies x+heiΩ>ϵx+he_{i} \in \Omega_{>\epsilon}. Then, for some open set VΩV \Subset \Omega, the following holds.

fϵ(x+hei)fϵ(x)h=Ωηϵ(x+heiy)ηϵ(xy)hf(y)dy=Ω1ϵn1h[η(x+heiyϵ)η(xyh)]f(y)dy=1ϵnV1h[η(x+heiyϵ)η(xyh)]f(y)dy \begin{align*} \dfrac{ f^{\epsilon} (x+he_{i})- f^{\epsilon}(x) }{ h} &= \int_\Omega \dfrac{\eta_\epsilon (x+he_{i}-y) - \eta_\epsilon (x-y) }{h} f(y) dy \\ &= \int_\Omega \dfrac{1}{\epsilon^n}\dfrac{1}{h}\left[ \eta \left( \frac{x+he_{i}-y}{\epsilon} \right) - \eta \left( \frac{x-y}{h} \right) \right] f(y) dy \\ &= \dfrac{1}{\epsilon^n}\int_{V} \dfrac{1}{h}\left[ \eta \left( \frac{x+he_{i}-y}{\epsilon} \right) - \eta \left( \frac{x-y}{h} \right) \right] f(y) dy \end{align*}

And for yVy \in V, the following holds.

1h[η(x+heiyϵ)η(xyh)]1ϵηxi(xyϵ) uniformly as h0 \dfrac{1}{h}\left[ \eta \left( \dfrac{x+he_{i}-y}{\epsilon} \right) - \eta \left( \dfrac{x-y}{h} \right) \right] \to \dfrac{1}{\epsilon}\eta _{x_{i}}\left( \frac{x-y}{\epsilon} \right) \text{ uniformly as } h \to 0

Therefore, fxiϵ(x)f^{\epsilon}_{x_{i}}(x) exists and its value is as follows.

fxiϵ(x)=1ϵnVηxi(xyϵ)f(y)dy=Ω(ηϵ)xi(xy)f(y)dy \begin{align*} f^{\epsilon}_{x_{i}}(x) &= \dfrac{1}{\epsilon^n}\int _{V} \eta_{x_{i}}\left( \frac{x-y}{\epsilon} \right) f(y)dy \\ &= \int_{\Omega} (\eta_\epsilon)_{x_{i}}(x-y)f(y) dy \end{align*}

Similarly, for each multi-index α\alpha, Dαfϵ(x)D^\alpha f^{\epsilon}(x) exists and its value is as follows.

Dαfϵ(x)=ΩDαηϵ(xy)f(y)dy,xΩ>ϵ D^\alpha f^{\epsilon}(x) = \int_\Omega D^\alpha \eta_\epsilon (x-y)f(y)dy, \quad x \in \Omega_{>\epsilon}


  1. Lawrence C. Evans, Partial Differential Equations (2nd Edition, 2010), p714 ↩︎