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Compactly supported chart mollification in uniform and first Sobolev norms

Statement

Work in ZFC. Let n≥1, let V⊂Rn be open, and let f:V→R be Lipschitz and compactly supported in V: the Euclidean closure K={x∈V:f(x)≠0}‾Rn is compact and contained in V. Its extension by zero f~:Rn→R is globally Lipschitz and belongs to W1,1(Rn;R). Write f also for this zero extension whenever its argument ranges over Rn; all Lp and Sobolev spaces in this item are real. Fix a nonnegative ρ∈Cc∞(Rn) with ∫Rnρ=1 and supp⁡ρ⊆B‾1(0), and for η>0 set ρη(x)=η−nρ(x/η). The functions fη=ρη∗f are smooth, supported in a fixed compact subset of V for all sufficiently small η, and converge to f both uniformly and in W1,1(Rn). Such nonnegative unit-mass kernels exist in every dimension n≥1.

Facts & Assumptions

[F1]

Real-valued locally Lipschitz functions are differentiable almost everywhere; their measurable partial derivatives are weak derivatives and satisfy ∣Dh∣≤L almost everywhere on every L-Lipschitz open region. Lipschitz graph area and calculus under Countable Choice

[F2]

Convolution commutes with weak derivatives, including on all of Euclidean space for the zero extension. Interior mollification commutes with weak derivatives

[F3]

Translations are continuous in Lp for 1≤p<∞; use p=1 for the function and its weak first derivatives. ‖τ_h f - f‖ₚ → 0 in Lᵖ(ℝⁿ) as h → 0, for 1 ≤ p < ∞

[F4]

Convolution with a compactly supported smooth mollifier is smooth and differentiates under the integral. Convolution with a mollifier is smooth, and derivatives pass under the integral sign

[F5]

Work in ZFC, carrying the analytic suppliers' countable-choice assumptions. The Axiom of Choice

[F6]

Membership in the real space W1,1(Rn;R) means that the function and each weak first derivative belong to L1, and ∥u∥W1,1=∥u∥1+∑i=1n∥Diu∥1. Integer-order Sobolev spaces and their norms

[F7]

The mollifier family is generated by the fixed kernel ρ via ρη(x)=η−nρ(x/η). Its mass is one, and the stated unit-ball support gives supp⁡ρη⊆B‾η(0). The mollifier family generated by a unit-mass smooth bump

[F8]

For every n≥1, a nonnegative smooth bump equals one on B‾1/2(0) and has support in B1(0). A smooth bump between concentric Euclidean balls

[F9]

In the Euclidean metrics, Lipschitz means that some L≥0 satisfies ∣f(x)−f(y)∣≤L∣x−y∣ for every pair in the domain. Lipschitz map, α-Hölder map for rational 0 < α ≤ 1, and contraction

[F10]

For measurable functions, (a∗b)(x)=∫a(x−y)b(y) dy whenever the integrand is measurable and integrable. Convolution of two functions on ℝⁿ

[F11]

On sigma-finite measure spaces, if F(x,z) is product-measurable and ∫∥F(⋅,z)∥1 dz<∞, then H(x)=∫∣F(x,z)∣ dz belongs to L1 and ∥H∥1≤∫∥F(⋅,z)∥1 dz. This is the p=1 case of Minkowski's integral inequality. Minkowski's integral inequality

[F12]

For an integrable real or complex function u, ∣∫u∣≤∫∣u∣. The modulus of an integral is bounded by the integral of the modulus

[F13]

Lebesgue measure is translation invariant, and an invertible linear map scales it by the absolute determinant. The corresponding integral substitutions follow first for indicator functions, then simple functions and their increasing limits; apply this also to positive and negative parts of integrable functions. In particular, y=x−ηz has volume factor ηn, and translations preserve L1 norms. A linear map T of ℝⁿ sends Lebesgue measurable sets to Lebesgue measurable sets, with λₙ(T[E])=|det T| λₙ(E) when T is invertible and T[E] Lebesgue null when it is not Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation

[F14]

A map from Rd to Rm is Borel measurable when it is measurable between their Borel sigma-algebras; use m=1 for real-valued functions. Borel measurable and Lebesgue measurable functions on ℝⁿ

[F15]

For a measure space, the real L1 quotient norm is well defined and satisfies ∥u+v∥1≤∥u∥1+∥v∥1 and ∥au∥1=∣a∣∥u∥1. The Lᵖ norm descends to the quotient and makes Lᵖ a normed space for 1 ≤ p ≤ ∞

[F16]

For a real-valued function h on Rn, supp⁡h is the Euclidean closure of its nonzero set; compact support means that this closure is compact. Applied to the zero extension of f:V→R, its nonzero set is {x∈V:f(x)≠0}, so its support is exactly the set K specified in the Statement. The support of a function on ℝⁿ and its compactly supported Riemann integral

[F17]

The space Cc(Rn) consists of real-valued continuous functions on Rn with compact support, and Cc∞(Rn) is its subspace of smooth functions. The spaces C_c(ℝⁿ) and C_c^∞(ℝⁿ)

Proof

Given: The hypotheses in the Statement.

Goal: Establish the stated construction or identity.

1.1givenF1F5F6F7F8F9F10F16F17constructalgebra

By [F8], choose a bump b equal to one on B‾1/2(0) with support in B1(0). Its integral is positive and finite, so b/∫b is an admissible kernel, proving the existence assertion with the real smooth-function convention of [F17]; the rest of the proof applies to any fixed kernel in the Statement. By [F16], the set K in the Statement is supp⁡f~. If K is empty, all asserted functions are zero. Otherwise compactness gives η0>0 such that K+B‾η0(0) is compact and contained in V; when V=Rn, take any η0>0. The zero extension f~ is globally Lipschitz: for x∈V and y∉V, approach the first exit point of the segment from x to y from within V. The function is zero near that exit point because K stays away from the complement, so the Lipschitz inequality gives ∣f(x)∣≤L∣x−y∣. Pairs in V satisfy the original bound and pairs outside have zero difference. By [F1], f~ has bounded weak derivatives, zero almost everywhere off K, so the function and these derivatives are integrable and [F6] gives f~∈W1,1(Rn). The support of ρη∗f~ lies in K+B‾η(0), hence in the fixed compact subset above for 0<η≤η0.

2.1F1F5F6F7F9F10F11F12F13F14F15step 1.1constructalgebra

By [F7], [F10] and the substitution in [F13], fη(x)−f(x)=∫ρ(z)(f(x−ηz)−f(x)) dz. The integrand is integrable since f is bounded and ρ has compact support. Thus [F9] and [F12] give ∥fη−f∥∞≤Lη∫∣z∣ρ(z) dz, proving uniform convergence. For the Sobolev estimate take g=f or a representative of one of its weak first derivatives. For a derivative, choose the following Borel representative in the sense of [F14]: take the limit of the continuous difference quotients m(f(x+ei/m)−f(x)) where the sequence converges and put zero elsewhere, where ei is the ith coordinate vector. The convergence set is Borel by the countable Cauchy criterion, and the resulting function is Borel measurable. It agrees almost everywhere with Dif by [F1]. The function f itself is continuous. Consequently Fη(x,z)=ρ(z)(g(x−ηz)−g(x)) is product-measurable for the Borel sigma-algebras: the product Borel sigma-algebra is the Euclidean Borel sigma-algebra because open rectangles from countable bases generate the product topology; compose the Borel functions with the continuous affine maps and take their difference and product. Each Euclidean Borel Lebesgue measure space is sigma-finite, being covered by bounded cubes. By [F13] and the L1 norm triangle inequality and homogeneity from [F15], ∫∥Fη(⋅,z)∥1 dz≤2∥g∥1∫ρ(z) dz=2∥g∥1<∞. All hypotheses of [F11] are therefore satisfied.

3.1F2F3F4F5F6F7F10F11F12F13step 1.1step 2.1algebra∎

Applying [F11] gives Hη(x)=∫∣Fη(x,z)∣ dz∈L1. Hence Fη(x,⋅) is integrable for almost every x, and the convolution substitution [F10], [F13], its unit mass [F7] and [F12] imply ∣(ρη∗g)(x)−g(x)∣≤Hη(x) almost everywhere. It follows that ∥ρη∗g−g∥1≤∫ρ(z)∥g(⋅−ηz)−g∥1 dz. Given ε>0, [F3] supplies δ>0 such that ∣h∣<δ implies ∥g(⋅−h)−g∥1<ε. If 0<η<δ, every z in the unit-ball support of ρ satisfies this bound with h=ηz, so the last integral is at most ε∫ρ=ε. This proves convergence for f and each weak first derivative. Apply [F2] with Ω=Rn, k=1, p=1 and the kernel specified in the Statement; its hypotheses hold by step 1.1, so commutation of convolution with weak derivatives and [F6] prove the W1,1 convergence. The smoothness supplier [F4] applies because f is locally integrable and the fixed kernel is smooth, compactly supported and of mass one. Together with the support conclusion in step 1.1 and the uniform convergence in step 2.1, this proves every assertion.

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