> [!definition]
>
> Let $\phi \in L^1(\real^d)$ be an [[Integrable Function|integrable function]], then $\phi$ is a **mollifier** if $\int \phi = 1$. For any $t > 0$, denote
> $
> \phi_t(x) = \frac{1}{t^d}\phi\paren{\frac{x}{t}}
> $
Let $F$ is an input, and $\phi$ be a mollifier. If $\phi$ has certain properties, then $\phi_t * F$ may inherit some of them, with $\phi_t * F \to F$ as $t \to 0$ in some sense. The following table describes the interactions:
| Input Type | Mollifier Type | Mollified Function Type | Convergence |
| ----------------------------------------------------- | ------------------------ | ----------------------- | ------------------------------------------- |
| [[Probability\|Probability Measure]] | Non-negative | $L^1$ | [[Weak Convergence of Measures\|Weak]] |
| Probability Measure | Non-negative, $UC$ | $UC$ | Weak |
| [[Locally Integrable\|Locally Integrable Function]] | Bounded, Bounded Support | $\loci$ | [[Almost Everywhere]] (on [[Lebesgue Set]]) |
| $L^p$ Function | All | $L^p$ | $L^p$ |
| [[Continuity\|Continuous Function]] | Bounded Support | $C$ | [[Pointwise Convergence\|Pointwise]] |
| [[Uniform Continuity\|Uniformly Continuous Function]] | Bounded Support | $UC$ | [[Uniform Convergence\|Uniform]] |
| Bounded Continuous Function | All | $BC$ | Pointwise |
| Bounded Uniformly Continuous Function | All | $BC \cap UC$ | Uniform |
| [[Space of Test Functions\|Test Function]] | $\cd$ | $\cd$ | $\cd$ |
| [[Distribution]] | $\cd$ | $C^\infty$ | $\cd'$ |
| [[Sobolev Space\|Sobolev Function]] | $C_c^\infty$ | $C^\infty$ | $W^{k, p}_{\text{loc}}$ |
| $W^{k, p}$, compactly supported | $C_c^\infty$ | $C_c^\infty$ | $W^{k, p}$ |
Here, multiple versions of the convolution are at play:
- Against functions: the standard [[Convolution of Functions|convolution of functions]].
- Against measures: view $\phi(x) dx$ as a measure, use [[Convolution of Measures|convolution of measures]], and extract the resulting density function.
- Against distributions: [[Convolution of Distribution|convolution of distributions]].
> [!theorem]
>
> Let $\mu$ be a probability measure on $\real^d$ and $\phi \in L^1$ be a mollifier.
> 1. $\phi_t \to \delta_0$ weakly.
> 2. $\phi_t * \mu \to \mu$ weakly.
> 3. If $\phi \in UC$, then $\phi_t * \mu$ is continuous.
>
> *Proof*. Suppose that $\phi \in UC$, then $\phi_t \in UC$ for all $t > 0$, and it's sufficient to show continuity for $\phi$. In this case,
> $
> \abs{\phi * \mu(x) - \phi * \mu(y)} \le \int \abs{f(x - z) - f(y - z)}d\mu(z) \to 0
> $
> as $\abs{x - y} \to 0$, independent of $x$ and $y$ by uniform continuity.
> [!theorem]
>
> Let $f \in L^p$ ($p \in [1, \infty)$), and $\phi \in L^1$ with $\int \phi = 1$, then $\phi_t * f \to f$ in $L^p$ as $t \to 0$.
>
> *Proof*. Over a change of variables with $y = tz$,
> $
> \begin{align*}
> \phi_t * f(x) - f(x) &= \int [f(x - y) - f(x)]\phi_t(y)dy \\
> &= t^d\int [f(x - tz) - f(x)]\frac{\phi(z)}{t^d}dz \\
> &= \int [f(x - tz) - f(x)]\phi(z)dz \\
> &= \int [\tau_{tz}f(x) - f(x)]\phi(z)dz
> \end{align*}
> $
> By [[Minkowski's Inequality]],
> $
> \begin{align*}
> \norm{\phi_t * f - f}_p &= \braks{\int \paren{\int [\tau_{tz}f(x) - f(x)]\phi(z)dz}^p dx}^{1/p} \\
> &\le \int \norm{\tau_{tz}f - f}_p \abs{\phi(z)}dz
> \end{align*}
> $
> Since $\norm{\tau_{tz}f - f}_p \le 2\norm{f}_p$, $2\norm{f}_p \abs{\phi}$ dominates the function for all $z$. By the dominated convergence theorem, the norm converges to $0$ as $t \to 0$.
> [!theorem]
>
> Let $f$ be a continuous function and $\phi \in L^1$ be a mollifier.
> 1. If $f$ is bounded or $\phi$ has bounded support, then $\phi_t * f \to f$ pointwise
> 2. Suppose that $f$ is uniformly continuous. If $f$ is bounded or $\phi$ has bounded support, then $\phi_t * f \to f$ uniformly.
>
> *Proof*. For any $x, y \in \real^d$,
> $
> \begin{align*}
> \abs{\phi_t * f(x) - f(x)} &= \int \phi_t(z)f(x - z) - \phi_t(z)f(x)dz \\
> &\le \int \abs{\phi_t(z)} \cdot \abs{f(x - z) - f(x)}dz \\
> &= \int \abs{\phi(z)} \cdot \abs{f(x - tz) - f(x)}dz
> \end{align*}
> $
> Suppose that $\phi$ has bounded (compact) support, then by continuity, $\abs{\phi_t * f(x) - f(x)} \to 0$ as $t \to 0$. If $f$ is also uniformly continuous, then this convergence does not depend on $x$.
>
> Suppose that $f$ is bounded and let $\eps > 0$, then there exists $R \ge 0$ such that $\int_{B(0, R)^c} \abs{\phi} < \eps/(2\norm{f}_u)$. So
> $
> \begin{align*}
> \int \abs{\phi(z)} \cdot \abs{f(x - tz) - f(x)}dz &\le \int_{{B(0, R)}} \abs{\phi(z)} \cdot \abs{f(x - tz) - f(x)}dz \\
> &+ 2\norm{f}_u\cdot \int_{B(0, R)^c} \abs{\phi} \\
> &= \int_{{B(0, R)}}\abs{\phi_t(z)}\abs{f(x - z) - f(x)}dz + \eps
> \end{align*}
> $
> By the same argument, $\abs{\phi_t * f(x) - f(x)} \to 0$ as $t \to 0$. If $f$ is uniformly continuous, then this convergence does not depend on $x$.
> [!theorem]
>
> Let $\psi \in \cd$ be a [[Space of Test Functions|test function]], then $\phi_t * \psi \to \psi$ in $\cd$ as $t \to 0$.
>
> *Proof*. Suppose that $\supp{\phi} \subset \ol{B(0, R)}$, then
> $
> \supp{\phi_t * \psi} \subset \supp{\psi} + \ol{B(0, tR)}
> $
> so for sufficiently small $t$, $\phi_t * \psi$ are supported on a common compact set. From here, by the continuous result, $\phi_t * \psi \to \psi$ uniformly as $t \to 0$. Since $\partial^\alpha(\phi_t * \psi) = \phi_t * (\partial^\alpha \psi)$, the uniform convergence holds on all derivatives, so $\phi_t * \psi \to \psi$ in $\cd$.
> [!theorem]
>
> Let $F \in \cd'$ be a distribution, then $\phi_t * F \to F$ in $\cd'$ as $t \to 0$.
>
> *Proof*. Let $\psi \in \cd$, then
> $
> \angles{\phi_t * F, \psi} = \anglesn{F, \psi * \td{\psi_t}} \to \angles{F, \psi}
> $
> so $\phi_t * F \to F$ in $\cd'$.