368 7. THE REDUCED DISTANCE
where a > 0 is chosen so that JB(l) rJdx = 1. This function is C^00 with
support contained in B (1) C ~n and all derivatives vanishing for lxl ~ 1
including lxl = 1. Let f: B (r)----+ ~be a continuous function. For EE (0, r)
define the mollified function
f 15 : B ( r - E) ----+ ~
by
(7.142) fz(Y)~.!_ { f(y+z)rJ(~)dz.
c;n }B(z) E
It is a standard fact that f 15 is C^00 •
We now prove a lemma about convex functions.
LEMMA 7.119 (Mollifiers and derivatives). Let f : B (r) ----+ ~ be a con-
tinuous function. Let a~i and ay~;Yj denote the standard partial derivatives
on~n.
(i) If f has first derivative DJ (x) at x EB (r), then
lim (
8
8
!~ (x))n =DJ (x).
£-+0+ Y i=l
(ii) If f has second derivative D^2 f (x) at x EB (r), then
lim (
8
(^8) :£z. (x))n = D (^2) f (x).
c-+0+ y yJ i,J-.. _ 1
(iii) If f is a convex function on B (r), then f 15 is a convex function on
B(r-s).
(iv) If f E Lfoc' where p E [1, oo), then fz converges to f in Lfoc·
PROOF. (i) D.efine j by
f ( x + y) ~ f ( x) + D f ( x) · y + j (y).
Then J (y) has first derivative D j ( 0) = 0. It suffices to prove that the
mollified function fz (y) satisfies limz-+O+ ~t~ (0) = 0 for each i. Note that
fc(y) - =---;:^1 1 f (z) - 'TJ (z-y) - dz
E B(y,z) c
and
aj~ (0) = _.!.._ r j (z) ( a'r/.) (~) dz.
8yi en } B(z) 8zi E E