34

Lectures 10, 11
Mollier and Regularisations
A function
h
(x)which is dened for x R
N
, h > 0 and satises the following three
conditions is called a mollier.
(1)
h
(x) C

(R
N
), h > 0, that is
h
(x) is innitely dierentiable for each h > 0 .
(2)
h
(x) = 0, for |x| h and
h
(x) > 0 for |x| < h
(3)

R
N

h
(x)dx = 1. (6.5)
The classical example of a mollier is the function:

h
(x) =

C
h
exp

h
2
h
2
|x|
2

, |x| < h
0, |x| h.
Here
C
h
=

|x|<h
exp

h
2
h
2
|x|
2

dx

1
.
Let us show that the function is innitely dierentiable.
It is enough to prove that the function

h
(r) =

h
2
h
2
r
2
, r < h,
0, r > h
is innitely dierentiable for r = h. It is clear that
h
is continuous at r = h. In fact

h
(h + 0) =
h
(h) = 0 and

h
(h 0) = lim
rh0
e

h
2
h
2
r
2
= 0.
Let us show that
h
is dierentiable at r = h.
lim
rh+0

h
(r)
h
(h)
r h
= lim
rh+0
0 0
r h
= 0.
By using the LHospitals rule we get
lim
rh0

h
(r)
h
(h)
r h
= lim
rh+0
e

h
2
h
2
r
2
r h
= lim
rh+0
r + h
h
2

h
2
r
2
h
2

h
2
h
2
r
2

= 0.
By using the LHospitals rule we can easily show that
lim
rh

h
(r) = 0.
35
Similarly we can show that
h
has higher order derivatives at r = h
Assume that u is integrable over the region G. Let us extend this function outside of
G by zero and consider the function:
u
h
(x) =

|xy|<h

h
(x y)u(y)dy. (6.6)
The function u
h
(x) dened by (6.6) is called a regularization of the function u(x).
Taking into account the properties of
h
(x) we can see that the following equalities are
true:
u
h
(x) =

|xy|<h

h
(x y)u(y)dy =

h
(x y)u(y)dy =

G{|xy|<h}

h
(x y)u(y)dy =

R
N

h
(x y)u(y)dy.
Properties of regularizations
(1) A regularization is innitely dierentiable function.
Really we can dierentiate in (6.6) under the integral with respect to x :
D

u
h
(x) =

G
D

h
(x y)u(y)dy. (6.7)
(2) If dist {x; G} h then u
h
(x) = 0.
(3) If u L
p
(G), 1 p + then the following inequality holds true:
u
h

L
p
(G)
u
L
p
(G)
. (6.8)
It follows from (6.6) that
|u
h
(x)|

|xy|<h

h
(x y) |u(y)| dy. (6.9)
We obtain directly from (6.9) that for x G
|u
h
(x)|

|xy|<h

h
(x y) sup
yG
|u(y)| dy = u
,G

|xy|<h

h
(x y)dy = u
,G
.
From this inequality we get
u
h

,G
u
,G
.
36
That is (6.8) holds for p = .
Integrating (6.9) over G and using Fubinis theorem we obtain the following in-
equality:

G
|u
h
(x)| dx =

h
(x y)|u(y)|dy

dx =

h
(x y)dx

|u(y)|dy u
L
1
(G)
,
that is
u
h

1,G
u
1,G
.
Suppose that p (1, ). Then by using the Holder inequality in (6.9) we can get:
|u
h
(x)|

1/p

h
(x y)
1/p
h
(x y) |u(y)| dy

h
(x y)dy

1/p

G

h
(x y) |u(y)|
p
dy

1/p
.
Due to (6.5) the last inequality implies:

G
|u
h
(x)|
p
dx

h
(x y)dx |u(y)|
p

dy
By using in the last inequality (6.5) once again we obtain that (6.8) holds for each
p [1, ).
(4) Suppose that u C(G). Then the regularization u
h
(x) of u(x) is converging uni-
formly to u(x) on each strict subdomain G

of G as h 0.
Let G

, G

be strict subdomains of G and G

. Let h
0
= dist

; G

be the distance between G

and G

. Since

|xy|<h

h
(x y)dy = 1 (6.10)
for h < h
0
, we have
u
h
(x) u(x) =

|xy|<h

h
(x y) u(y)dy u(x) =

|xy|<h

h
(x y) [u(y) u(x)] dy (6.11)
37
Due to the property (2) of the regularization and that x G

, in the last integral

y G

. The function u is uniformly continuous on the closed domain G

. Thus
for h suciently small there exists (h) > 0 (lim
h0
(h) = 0) such that
|u
h
(x) u(x)| < (h).
From (6.11) and the last inequality we get:
|u
h
(x) u(x)| < (h)

|xy|<h

h
(x y)dx = (h).
Hence u
h
uniformly converges to u as h 0 , that is for every G

G we have
lim
h0
u
h
u
C(G

)
= 0 (6.12)
(5) If u L
p
(G), p [1, ), then
lim
h0
u
h
u
L
p
(G)
= 0. (6.13)
Proof. We know that the set of all polynomials is dense in L
p
(G) (Problem ??).
Let > 0 be an arbitrary number. Then there exists a polynomial (x) such that
u
L
p
(G)
<

3
. (6.14)
Let G
1
R
N
be a region for which the region G is a strict subregion: G G
1
.
According to the property (4) of the regularizations

C(G)
0, as h 0.
Hence

L
p
(G)
0, as h 0.
Then

L
p
(G)
<

3
(6.15)
for suciently small values of h. Thus for h small enough we have
u
h
u
L
p
(G)
= u
h

h
+
h
+ u
L
p
(G)

(u )
h

L
p
(G)
+
h

L
p
(G)
+ u
L
p
(G)

2u
L
p
(G)
+
h

L
p
(G)
< 2

3
+

3
= .

Some properties of L
p
(G)
Theorem 6.18. The class of functions C

0
(G) is dense in the space L
p
(G), p [1, ).
38
Proof. It is well known that the Lebesgue integral is continuous with respect to the domain
of integration. Thus for each > 0 there exists a > 0 such that if the measure of the set
G

= {x G : dist {x, G} < } is less than , then

|u(x)|
p
dx

1/p
<

2
.
It is clear that the function
v(x) =

u(x), x G\ G

0, x G

belongs to L
p
(G) and
u v
L
p
(G)
= u
L
p
(G

)
<

2
. (6.16)
For h <

2
we have v
h
C

0
(G). Due to the property (6.13) for suciently small h we
have
v v
h

L
p
(G)
<

2
. (6.17)
Then taking into account the inequalities (6.16) and (6.17) we can see that for suciently
small h the following inequality holds true:
u v
h

L
p
= u v + v v
h

L
p
u v
L
p
+v v
h

Lp


2
+

2
= .

Theorem 6.1. Assume that u L

1,loc
(G) and for each C

0
(G)

G
u(x)(x)dx = 0. (6.18)
Then u = 0 a.e. in G.
Proof. First let us prove that the identity (6.18) is satised for each function L

(G)
having compact support in G.
Assume that L

(G) . Clearly L
1
(G). Since C

0
(G) is dense in L
1
(G), there
exists a sequence

m
C

0
(G), m = 1, 2, ...,
such that

m
in L
1
(G).
Then there exist a subsequence {
m
k
} which converges to almost everywhere in G, and
there exists a constant M such that
|u(x)
m
k
(x)| M|u(x)|, a.e. in G.
Thus due tot he Lebesgues dominated convergence theorem we can pass to the limit in
as k in the equality

G
u(x)
m
k
(x)dx = 0,
39
and obtain that for each L

(G)

G
u(x)(x)dx = 0.
Taking in the last equality
= sign[u(x)]
we get

G
|u(x)|dx = 0.
Hence u 0 in G.
7. Weak Derivatives.
Let us recall one of the important formulas of mathematical analysis.
If the domain G has a smooth boundary G and u(x) has the continuous partial derivative
u
x
i
in G, then

G
u
x
i
(x)dx =

G
u(x)
i
(x)ds. (7.1)
This equality is called the Gauss formula. Here the vector (x) = (
1
(x),
2
(x), ...,
N
(x))
is the unit outward normal vector to G at the point x. Assume that u and are arbitrary
functions from C
1
(G). Integrating the equality
[u(x)(x)]
x
i
= u
x
i
(x)(x) + u(x)
x
i
(x)
over G and using (7.1) we can get integration by parts formula :

G
u(x)
x
i
(x)dx =

G
(x)u
x
i
(x)dx +

G
u(x)(x)
i
(x)ds. (7.2)
If one of the functions u and (say ) is zero on the boundary of the domain, then (7.2)
takes the form:

G
u(x)
x
i
(x)dx =

G
(x)u
x
i
(x)dx. (7.3)
It turns out that the derivative u
x
i
of u is determined by the equality (7.3). We can show
that if for a continuous function u(x) there exists a continuous function v
i
(x) such that

G
u(x)
x
i
(x)dx =

G
(x)v
i
(x)dx, (7.4)
for each C
1
0
(G), then u has in G the partial derivative u
x
i
and
u
x
i
= v
i
on G.
Thus by using the identity (7.4) we can give an equivalent denition of the derivative
of u(x) on the region G.
If instead of continuity of u and v
i
it is required that they are integrable, then we enlarge
40
the class of functions for which the notion of derivative can be introduced.
If u C

(G), C

0
(G) then (7.3) implies:

G
u(x)D

(x)dx = (1)

G
(x)D

u(x)dx (7.5)
Denition 7.1. Assume that = (
1
, ...,
n
) is a given multiindex, u and v are locally
integrable functions over G. Assume that h C

0
(G) the following integral identity is
satised

G
u(x)D

(x)dx = (1)
||

G
v(x)(x)dx. (7.6)
Then the function v is called a D

u weak derivative of u on the region G.

We will use the standard notations of derivatives for weak derivatives.
Properties of weak derivatives
(1) A weak derivative is unique.
In fact, if v
1
= D

u and v
2
= D

u are D

type weak derivatives of the function u

in a region G then (7.6) implies that for each C

0
(G)

G
(v
1
(x) v
2
(x))(x)dx = 0.
Then due the Theorem 6.1 we have
v
1
(x) = v
2
(x),
a
x G.
(2) If the functions u
1
, u
2
L
1
loc
(G) have weak derivatives D

u
1
and D

u
1
in a region
G then the function C
1
u
1
+C
2
u
2
has a weak derivative D

(C
1
u
1
+C
2
u
2
) inG and
D

(C
1
u
1
+ C
2
u
2
) = C
1
D

u
1
+ C
2
D

u
2
.
(3) If the function u L
1
loc
(G) has a weak derivatives D

u in a region G and G
1
is a
subregion of G then u has a weak derivative D

u in G
1
.
It follows from the denition that the weak derivative of a function depends on the do-
main where the function is dened. If u has in G classical derivative D

u then in G the
function u has the weak derivative D

u. But there exists a function, which is even not

continuous at any point of the domain and has a weak derivative.
Example 7.2. Let us consider the Dirichlet function in the domain G = (0, 1):
D(x) =

0, x (0, 1), x is irrational

1, x (0, 1), x is rational.
For each C

0
(G) we have
1

0
D(x)
d
k
(x)
dx
k
dx = 0 = (1)
k
1

0
0 (x)dx, k = 1, 2...
41
That is the function D(x) has a weak derivative
d
k
dx
k
D(x) for each k = 1, 2, ... , and all of
these derivatives are equal to zero.
Example 7.3. The function u(x) = |x| is continuous on the interval (1, 1), and is not
dierentiable on (1, 1) in the classical sense. But this function has the rst order weak
derivative on (1, 1).
Really, taking into account that (1) = (1) = 0 for each C

0
(1, 1) , and using
integration by parts we obtain:
1

1
|x|
d(x)
dx
dx =
1

1
(x)
d(x)
dx
dx +
1

0
x
d(x)
dx
dx =
=
0

1
(x)dx 0(0) + 1(1)
1

0
(x)dx + 1(1) 0(0) =
=
0

1
(x)dx
1

0
(x)dx =
1

1
sign(x)(x)dx
That is
1

1
|x|
d(x)
dx
dx =
1

1
sign(x)(x)dx.
Therefore
the function u(x) = |x| has the rst order weak derivative on (1.1) and
d
dx
|x| = sign(x).
Example 7.4. The function
u(x) = |x|

, (0, 1), x R
2
has the rst order weak derivative in each ball B
R
:= B(, R) with center = (0, 0) and
radius R.
In fact, for each C

0
(B
R
)we have

B
R
|x|

x
j
(x)dx =

B
R

|x|

x
j
(x)dx =

B
R
x
j
|x|
2+
(x)dx.
Thus
u
x
j
(x) =
x
j
|x|
2+
.
42
Problem 7.1. Show that the function
g(x) =

0, x (1, 0),
1, x [0, 1)
has not a weak derivative on (1, 1).