Approximate identity

An approximate identity is a family of integrable kernels $K_{\epsilon }$ whose total mass is one and whose mass concentrates near zero as $\epsilon \to 0$. Under standard hypotheses, $f\ast K_{\epsilon }$ converges to $f$ in norm and at almost every Lebesgue point.

A sequence of continuous periodic functions satisfying the displayed conditions, with normalized Haar measure $m$ and every $\delta >0$, is a summability kernel. For $f$ in a homogeneous Banach space on the circle, subtract $f\int k_{n}dm$ from its convolution with $k_n$. Translation continuity controls the resulting integral near zero, while boundedness by $2\Vert f{\Vert }_B$ and the vanishing tails control its complement. Thus $\Vert f\ast k_n-f{\Vert }_B\to 0$. The nonnegative Fejér kernel is an example with $L^1$ norm one.

Let nonnegative integrable functions $k_n$ on $[0,b]$ satisfy ${\int }_0^b{k}_n\to 1$ and ${\int }_{\delta }^b{k}_n\to 0$ for every $0<\delta <b$. If $f$ is a bounded function and continuous at zero, and the products are integrable, then ${\int }_0^{b}f(x)k_n(x)dx\to f(0)$. To prove this, subtract $f(0)\int k_n$ and split the difference integral at $\delta$. The first piece is bounded by ${\sup }_{[0,\delta ]}|f-f(0)|\int k_n$; the second by $2\Vert f{\Vert }_{\infty }{\int }_{\delta }^b{k}_n$. First use continuity to choose $\delta$, then pass to the limit in $n$. The normalization term $f(0)(\int k_n-1)$ also vanishes.

For $b=1$, the Gaussian integral shows that $k_n(x)=2n{e}^{-n^2{x}^2}/\sqrt{\pi }$ has these properties. The factor two compensates for retaining only the nonnegative half of the full normalized Gaussian profile. Replacing it by $n/\sqrt{\pi }$ would instead give limiting mass $1/2$.

For $1\le p<\infty$, an integer $k\ge 0$, and a normalized nonnegative mollifier $\rho \in C_c^{\infty }({\mathbb{R}}^n)$, put ${\rho }_{\epsilon }(x)={\epsilon }^{-n}\rho (x/\epsilon )$. If $u\in W^{k,p}({\mathbb{R}}^n)$, its mollification is smooth and converges to $u$ in the Sobolev norm. The definition of a weak derivative and Fubini's theorem give ${\partial }^{\alpha }({\rho }_{\epsilon }\ast u)={\rho }_{\epsilon }\ast {\partial }^{\alpha }u$ for every multi-index with $|\alpha |\le k$. The approximate identity theorem in the Lp space $L^p$ applied to these finitely many weak derivatives proves the claim. On a domain with boundary this direct convolution argument applies only away from the boundary unless an extension is first supplied.

For a bounded Fourier multiplier operator $T$ on $L^2$ and a bump function $\varphi$, the displayed convolution identity follows by multiplying Fourier transforms. The convergence holds in $L^2$ and almost everywhere by the approximate identity theorem, after accounting for the integral of the kernel. The limit is $T(f)$ when $\int \varphi =1$. Smoothness and compact support alone do not imply this normalization.

If $L>0$ and $f$ is bounded and continuous at zero, the positive kernel $n{e}^{-nx}$ has mass $1-e^{-nL}$ on $[0,L]$, tending to one, and mass at most $e^{-n\delta }$ outside $[0,\delta ]$. Split the integral of $f(x)-f(0)$ at $\delta$: continuity makes the near part arbitrarily small, and boundedness times the exponentially small tail controls the far part. This proves the displayed endpoint approximate identity. A shrinking cutoff $L_n=n^{-1/2}$ still captures mass $1-e^{-\sqrt{n}}$ and therefore gives the same limit.

On the torus ${\mathbb{T}}^2$ with normalized Haar measure, choose $c_N$ so that $\int K_N=1$. The kernel is a nonnegative trigonometric polynomial. Its base $2+\cos s+\cos t$ has unique maximum four at the origin. Outside any fixed neighborhood its maximum is $q<4$, while in a smaller neighborhood of positive measure it is at least some $q^{\prime }>q$. Normalization consequently bounds the exterior kernel by $C(q/q^{\prime }{)}^N$, which tends to zero. Convolution with these kernels gives uniform trigonometric polynomial approximation to every continuous function on the torus.

In the distributional sense,This kernel is not positive, but testing it against a smooth compactly supported function and using the Dirichlet integral proves convergence.

If $A_r\to 0$, then for nonzero $k$ the weighted series is absolutely convergent and its tail after $n$ is bounded by $2{\sup }_{r>n}|A_r|/(n{k}^2)$. This follows from $|\sin (rk)|\le 1$ and the reciprocal-square tail bound. For $N=\lfloor 1/|k|\rfloor$, the prefix multiplied by $|k|$ tends to zero by splitting at a fixed index where $|A_r|$ becomes small. The multiplied tail is bounded by $2{\sup }_{r>N}|A_r|/(N|k|)$, which tends to zero. Thus the whole multiplied series tends to zero as $k\to 0$. Omitting $k^{-2}$ from the unmultiplied tail bound is invalid.

The Cauchy approximate identity isIt is a probability density of total mass one, and its mass outside every fixed neighbourhood of zero tends to zero as $\epsilon \to 0$. It therefore converges to the Dirac delta function as a distribution.