PDE LECTURE NOTES, M ATH 237A-B 83

7. Test Functions and Partitions of Unity

7.1. Convolution and Young’s Inequalities. Letting δx denote the “delta—
function” at x, we wish to define a product (∗) on functions on Rn such that
δx ∗ δy = δx+y . Now formally any function f on Rn is of the form
Z
f= f (x)δx dx
Rn
so we should have
Z Z
f ∗g = f (x)g(y)δx ∗ δy dxdy = f (x)g(y)δx+y dxdy
Rn ×Rn Rn ×Rn
Z
= f (x − y)g(y)δx dxdy
Rn ×Rn
Z ·Z ¸
= f (x − y)g(y)dy δx dx
Rn Rn
which suggests we make the following definition.
Definition 7.1. Let f, g : Rn → C be measurable functions. We define
Z
f ∗ g(x) = f (x − y)g(y)dy
Rn
whenever the integral is defined, i.e. either f (x−·)g(·) ∈ L1 (Rn , m) or f (x−·)g(·) ≥
0. Notice that the condition that f (x − ·)g(·) ∈ L1 (Rn , m) is equivalent to writing
|f | ∗ |g| (x) < ∞.
Notation 7.2. Given a multi-index α ∈ Zn+ , let |α| = α1 + · · · + αn ,
Yn µ ¶α Yn µ ¶αj
α ∂ ∂
xα := xj j , and ∂xα = := .
j=1
∂x j=1
∂xj
P
Remark 7.3 (The Significance of Convolution). Suppose that L = |α|≤k aα ∂ α is a
constant coefficient differential operator and suppose that we can solve (uniquely)
the equation Lu = g in the form
Z
u(x) = Kg(x) := k(x, y)g(y)dy
Rn
where k(x, y) is an “integral kernel.” (This is a natural sort of assumption since, in
view of the fundamental theorem of calculus, integration is the inverse operation to
differentiation.) Since τz L = Lτz for all z ∈ Rn , (this is another way to characterize
constant coefficient differential operators) and L−1 = K we should have τz K = Kτz .
Writing out this equation then says
Z
k(x − z, y)g(y)dy = (Kg) (x − z) = τz Kg(x) = (Kτz g) (x)
Rn
Z Z
= k(x, y)g(y − z)dy = k(x, y + z)g(y)dy.
Rn Rn
Since g is arbitrary we conclude that k(x − z, y) = k(x, y + z). Taking y = 0 then
gives
k(x, z) = k(x − z, 0) =: ρ(x − z).
84 BRUCE K. DRIVER †

We thus find that Kg = ρ ∗ g. Hence we expect the convolution operation to

appear naturally when solving constant coefficient partial differential equations.
More about this point later.
The following proposition is an easy consequence of Minkowski’s inequality for
integrals.
Proposition 7.4. Suppose q ∈ [1, ∞], f ∈ L1 and g ∈ Lq , then f ∗ g(x) exists for
almost every x, f ∗ g ∈ Lq and
kf ∗ gkp ≤ kf k1 kgkp .

For z ∈ Rn and f : Rn → C, let τz f : Rn → C be defined by τz f (x) = f (x − z).

Proposition 7.5. Suppose that p ∈ [1, ∞), then τz : Lp → Lp is an isometric
isomorphism and for f ∈ Lp , z ∈ Rn → τz f ∈ Lp is continuous.
Proof. The assertion that τz : Lp → Lp is an isometric isomorphism follows
from translation invariance of Lebesgue measure and the fact that τ−z ◦ τz = id.
For the continuity assertion, observe that
kτz f − τy f kp = kτ−y (τz f − τy f )kp = kτz−y f − f kp
from which it follows that it is enough to show τz f → f in Lp as z → 0 ∈ Rn .
When f ∈ Cc (Rn ), τz f → f uniformly and since the K := ∪|z|≤1 supp(τz f ) is
compact, it follows by the dominated convergence theorem that τz f → f in Lp as
z → 0 ∈ Rn . For general g ∈ Lp and f ∈ Cc (Rn ),
kτz g − gkp ≤ kτz g − τz f kp + kτz f − f kp + kf − gkp = kτz f − f kp + 2 kf − gkp
and thus
lim sup kτz g − gkp ≤ lim sup kτz f − f kp + 2 kf − gkp = 2 kf − gkp .
z→0 z→0
n p
Because Cc (R ) is dense in L , the term kf − gkp may be made as small as we
please.
Definition 7.6. Suppose that (X, τ ) is a topological space and µ is a measure on
BX = σ(τ ). For a measurable function f : X → C we define the essential support
of f by
(7.1)
suppµ (f ) = {x ∈ U : µ({y ∈ V : f (y) 6= 0}}) > 0 for all neighborhoods V of x}.
Lemma 7.7. Suppose (X, τ ) is second countable and f : X → C is a measurable
function and µ is a measure on BX . Then X := U \ suppµ (f ) may be described
as the largest open set W such that f 1W (x) = 0 for µ — a.e. x. Equivalently put,
C := suppµ (f ) is the smallest closed subset of X such that f = f 1C a.e.
Proof. To verify that the two descriptions of suppµ (f ) are equivalent, suppose
suppµ (f ) is defined as in Eq. (7.1) and W := X \ suppµ (f ). Then
W = {x ∈ X : µ({y ∈ V : f (y) 6= 0}}) = 0 for some neighborhood V of x}
= ∪ {V ⊂o X : µ (f 1V 6= 0) = 0}
= ∪ {V ⊂o X : f 1V = 0 for µ — a.e.} .
 PDE LECTURE NOTES, M ATH 237A-B 85

So to finish the argument it suffices to show µ (f 1W 6= 0) = 0. To to this let U be

a countable base for τ and set
Uf := {V ∈ U : f 1V = 0 a.e.}.
Then
P it is easily seen that W = ∪Uf and since Uf is countable µ (f 1W 6= 0) ≤
V ∈Uf µ (f 1V 6= 0) = 0.

Lemma 7.8. Suppose f, g, h : Rn → C are measurable functions and assume that

x is a point in Rn such that |f | ∗ |g| (x) < ∞ and |f | ∗ (|g| ∗ |h|) (x) < ∞, then
(1) f ∗ g(x) = g ∗ f (x)
(2) f ∗ (g ∗ h)(x) = (f ∗ g) ∗ h(x)
(3) If z ∈ Rn and τz (|f | ∗ |g|)(x) = |f | ∗ |g| (x − z) < ∞, then
τz (f ∗ g)(x) = τz f ∗ g(x) = f ∗ τz g(x)
(4) If x ∈
/ suppm (f ) + suppm (g) then f ∗ g(x) = 0 and in particular, suppm (f ∗
g) ⊂ suppm (f ) + suppm (g) where in defining suppm (f ∗ g) we will use the
convention that “f ∗ g(x) 6= 0” when |f | ∗ |g| (x) = ∞.
Proof. For item 1.,
Z Z
|f | ∗ |g| (x) = |f | (x − y) |g| (y)dy = |f | (y) |g| (y − x)dy = |g| ∗ |f | (x)
Rn Rn
where in the second equality we made use of the fact that Lebesgue measure in-
variant under the transformation y → x − y. Similar computations prove all of the
remaining assertions of the first three items of the lemma.
Item 4. Since f ∗ g(x) = f˜ ∗ g̃(x) if f = f˜ and g = g̃ a.e. we may,
by replacing f by f 1suppm (f ) and g by g1suppm (g) if necessary, assume that
{f 6= 0} ⊂ suppm (f ) and {g 6= 0} ⊂ suppm (g). So if x ∈ / (suppm (f ) + suppm (g))
then x ∈ / ({f 6= 0} + {g 6= 0}) and for all y ∈ Rn , either x − y ∈ / {f 6= 0} or
y ∈/ {g 6= 0} . That is to say either x − y ∈ {f = 0} or y ∈ {g = 0} and hence
f (x −³y)g(y) = 0 for all y and
´ therefore f ∗ g(x) = 0. This shows that f ∗ g = 0 on
n
R \ suppm (f ) + suppm (g) and therefore
³ ´
Rn \ suppm (f ) + suppm (g) ⊂ Rn \ suppm (f ∗ g),

i.e. suppm (f ∗ g) ⊂ suppm (f ) + suppm (g).

Remark 7.9. Let A, B be closed sets of Rn , it is not necessarily true that A + B is
still closed. For example, take
A = {(x, y) : x > 0 and y ≥ 1/x} and B = {(x, y) : x < 0 and y ≥ 1/|x|} ,
then every point of A + B has a positive y - component and hence is not zero. On
the other hand, for x > 0 we have (x, 1/x) + (−x, 1/x) = (0, 2/x) ∈ A + B for all
x and hence 0 ∈ A + B showing A + B is not closed. Nevertheless if one of the
sets A or B is compact, then A + B is closed again. Indeed, if A is compact and
xn = an + bn ∈ A + B and xn → x ∈ Rn , then by passing to a subsequence if
necessary we may assume limn→∞ an = a ∈ A exists. In this case
lim bn = lim (xn − an ) = x − a ∈ B
n→∞ n→∞

exists as well, showing x = a + b ∈ A + B.

86 BRUCE K. DRIVER †

Proposition 7.10. Suppose that p, q ∈ [1, ∞] and p and q are conjugate exponents,
f ∈ Lp and g ∈ Lq , then f ∗ g ∈ BC(Rn ), kf ∗ gku ≤ kf kp kgkq and if p, q ∈ (1, ∞)
then f ∗ g ∈ C0 (Rn ).
Proof. The existence of f ∗ g(x) and the estimate |f ∗ g| (x) ≤ kf kp kgkq for all
x ∈ Rn is a simple consequence of Holders inequality and the translation invariance
of Lebesgue measure. In particular this shows kf ∗ gku ≤ kf kp kgkq . By relabeling
p and q if necessary we may assume that p ∈ [1, ∞). Since
kτz (f ∗ g) − f ∗ gku = kτz f ∗ g − f ∗ gku ≤ kτz f − f kp kgkq → 0 as z → 0
it follows that f ∗ g is uniformly continuous. Finally if p, q ∈ (1, ∞), we learn
from Lemma 7.8 and what we have just proved that fm ∗ gm ∈ Cc (Rn ) where
fm = f 1|f |≤m and gm = g1|g|≤m . Moreover,
kf ∗ g − fm ∗ gm ku ≤ kf ∗ g − fm ∗ gku + kfm ∗ g − fm ∗ gm ku
≤ kf − fm kp kgkq + kfm kp kg − gm kq
≤ kf − fm kp kgkq + kf kp kg − gm kq → 0 as m → ∞
showing f ∗ g ∈ C0 (Rn ).
Theorem 7.11 (Young’s Inequality). Let p, q, r ∈ [1, ∞] satisfy
1 1 1
(7.2) + =1+ .
p q r
If f ∈ Lp and g ∈ Lq then |f | ∗ |g| (x) < ∞ for m — a.e. x and
(7.3) kf ∗ gkr ≤ kf kp kgkq .
In particular L1 is closed under convolution. (The space (L1 , ∗) is an example of a
“Banach algebra” without unit.)
Remark 7.12. Before going to the formal proof, let us first understand Eq. (7.2)
by the following scaling argument. For λ > 0, let fλ (x) := f (λx), then after a few
simple change of variables we find
kfλ kp = λ−1/p kf k and (f ∗ g)λ = λfλ ∗ gλ .
Therefore if Eq. (7.3) holds for some p, q, r ∈ [1, ∞], we would also have
kf ∗ gkr = λ1/r k(f ∗ g)λ kr ≤ λ1/r λ kfλ kp kgλ kq = λ(1+1/r−1/p−1/q) kf kp kgkq
for all λ > 0. This is only possible if Eq. (7.2) holds.
Proof. Let α, β ∈ [0, 1] and p1 , p2 ∈ [0, ∞] satisfy p−1 −1
1 + p2 + r
−1
= 1. Then
by Hölder’s inequality,
¯Z ¯ Z
¯ ¯
|f ∗ g(x)| = ¯¯ f (x − y)g(y)dy ¯¯ ≤ |f (x − y)|
(1−α) (1−β) α β
|g(y)| |f (x − y)| |g(y)| dy
µZ ¶1/r µZ ¶1/p1 µZ ¶1/p2
(1−α)r (1−β)r αp1 βp2
≤ |f (x − y)| |g(y)| dy |f (x − y)| dy |g(y)| dy
µZ ¶1/r
(1−α)r (1−β)r α β
= |f (x − y)| |g(y)| dy kf kαp1 kgkβp2 .
 PDE LECTURE NOTES, M ATH 237A-B 87

Taking the rth power of this equation and integrating on x gives

Z µZ ¶
r (1−α)r (1−β)r α β
kf ∗ gkr ≤ |f (x − y)| |g(y)| dy dx · kf kαp1 kgkβp2
(1−α)r (1−β)r αr βr
(7.4) = kf k(1−α)r kgk(1−β)r kf kαp1 kgkβp2 .
Let us now suppose, (1 − α)r = αp1 and (1 − β)r = βp2 , in which case Eq. (7.4)
becomes,
kf ∗ gkrr ≤ kf krαp1 kgkrβp2
which is Eq. (7.3) with
(7.5) p := (1 − α)r = αp1 and q := (1 − β)r = βp2 .
So to finish the proof, it suffices to show p and q are arbitrary indices in [1, ∞]
satisfying p−1 + q −1 = 1 + r−1 .
If α, β, p1 , p2 satisfy the relations above, then
r r
α= and β =
r + p1 r + p2
and
1 1 1 r + p1 1 r + p2 1 1 2 1
+ = + = + + =1+ .
p q p1 r p2 r p1 p2 r r
Conversely, if p, q, r satisfy Eq. (7.2), then let α and β satisfy p = (1 − α)r and
q = (1 − β)r, i.e.
r−p p r−q q
α := = 1 − ≤ 1 and β = = 1 − ≤ 1.
r r r r
From Eq. (7.2), α = p(1 − 1q ) ≥ 0 and β = q(1 − p1 ) ≥ 0, so that α, β ∈ [0, 1]. We
then define p1 := p/α and p2 := q/β, then
1 1 1 1 1 1 1 1 1 1 1
+ + =β +α + = − + − + =1
p1 p2 r q p r q r p r r
as desired.
Theorem
R 7.13 (Approximate δ — functions). Let p ∈ [1, ∞], φ ∈ L1 (Rn ), a :=
Rn
f (x)dx, and for t > 0 let φt (x) = t−n φ(x/t). Then
(1) If f ∈ Lp with p < ∞ then φt ∗ f → af in Lp as t ↓ 0.
(2) If f ∈ BC(Rn ) and f is uniformly continuous then kφt ∗ f − f k∞ → 0 as
t ↓ 0.
(3) If f ∈ L∞ and f is continuous on U ⊂o Rn then φt ∗ f → af uniformly on
compact subsets of U as t ↓ 0.
See Theorem 8.15 if Folland for a statement about almost everywhere conver-
gence.
Proof. Making the change of variables y = tz implies
Z Z
φt ∗ f (x) = f (x − y)φt (y)dy = f (x − tz)φ(z)dz
Rn Rn
so that
Z
φt ∗ f (x) − af (x) = [f (x − tz) − f (x)] φ(z)dz
n
ZR
(7.6) = [τtz f (x) − f (x)] φ(z)dz.
Rn
88 BRUCE K. DRIVER †

Hence by Minkowski’s inequality for integrals, Proposition 7.5 and the dominated
convergence theorem,
Z
kφt ∗ f − af kp ≤ kτtz f − f kp |φ(z)| dz → 0 as t ↓ 0.
Rn
Item 2. is proved similarly. Indeed, form Eq. (7.6)
Z
kφt ∗ f − af k∞ ≤ kτtz f − f k∞ |φ(z)| dz
Rn
which again tends to zero by the dominated convergence theorem because
limt↓0 kτtz f − f k∞ = 0 uniformly in z by the uniform continuity of f.
Item 3. Let BR = B(0, R) be a large ball in Rn and K @@ U, then
¯Z ¯ ¯¯Z ¯
¯
¯ ¯ ¯ ¯
sup |φt ∗ f (x) − af (x)| ≤ ¯¯ [f (x − tz) − f (x)] φ(z)dz ¯¯ + ¯ [f (x − tz) − f (x)] φ(z)dz ¯
x∈K BR ¯ c
BR ¯
Z Z
≤ |φ(z)| dz · sup |f (x − tz) − f (x)| + 2 kf k∞ |φ(z)| dz
BR x∈K,z∈BR c
BR
Z
≤ kφk1 · sup |f (x − tz) − f (x)| + 2 kf k∞ |φ(z)| dz
x∈K,z∈BR |z|>R

so that using the uniform continuity of f on compact subsets of U,

Z
lim sup sup |φt ∗ f (x) − af (x)| ≤ 2 kf k∞ |φ(z)| dz → 0 as R → ∞.
t↓0 x∈K |z|>R

Remark 7.14 (Another Proof of part of Theorem 7.13). By definition of the convo-
lution and Hölder’s or Jensen’s inequality we have
Z Z µZ ¶p
p
|v ∗ φt (x)| dx ≤ (v(x − y))|φt (y)|dy dx
Rn n Rn
ZR
≤ |v(x − y)|p φt (y)dy dx = kvkpLp .
Rn ×Rn

Therefore kv ∗ φt kLp ≤ kvkLp which implies v ∗ φt ∈ Lp . If φt ∈ Cc∞ (Rn ), by

differentiating under the integral (see Theorem 7.17 below) it is easily seen that
v ∗ φt ∈ C ∞ . Finally for u ∈ Cc (Rn ) ,
kv − v ∗ φt kLp ≤ kv − ukLp + ku − u ∗ φt kLp + ku ∗ φt − v ∗ φt kLp
≤ ku − u ∗ φt kLp + 2kv − ukLp
and hence
lim sup kv − v ∗ φt kLp ≤ 2kv − ukLp
t↓0
which may be made arbitrarily small since Cc (Rn ) is dense in Lp (Rn , m) .
Exercise 7.1. Let ½
e−1/t if t > 0
f (t) =
0 if t ≤ 0.
Show f ∈ C ∞ (R, [0, 1]).
∞ n
Lemma 7.15. R There exists φ ∈ Cc (R , [0, ∞)) such that φ(0) > 0, supp(φ) ⊂
B̄(0, 1) and Rn φ(x)dx = 1.
 PDE LECTURE NOTES, M ATH 237A-B 89

Proof. Define h(t) = f (1 − t)f (t + 1) where f is as in Exercise R 7.1. Then

h ∈ Cc∞ (R, [0, 1]), supp(h) ⊂ [−1, 1] and h(0) = e−2 > 0. Define c = Rn h(|x|2 )dx.
Then φ(x) = c−1 h(|x|2 ) is the desired function.
Definition 7.16. Let X ⊂ Rn be an open set. A Radon measure on BX is a
measure µ which is finite on compact subsets of X. For a Radon measure
R µ, we let
L1loc (µ) consists of those measurable functions f : X → C such that K |f | dµ < ∞
for all compact subsets K ⊂ X.
Theorem 7.17 (Differentiation under integral sign). Let Ω ⊂ Rn and f : Rm ×Ω →
R be given. Assume:
(1) ¯x → f (x, y)¯ is differentiable for all y ∈ Ω.
¯ ∂f ¯ R
(2) ¯ ∂xi (x, y)¯ ≤ g(y) for some g such that |g(y)|dy < ∞.
R Ω
(3) |f (x, y)|dy < ∞.
∂
R R ∂f ∂f
Then ∂x i f (x, y)dy = ∂xi (x, y)dy and moreover if x → ∂xi (x, y) is contin-
Ω R ∂f Ω
uous then so is x → ∂x i (x, y)dy.

The reader asked to use Theorem 7.17 to verify the following proposition.
Proposition 7.18. Suppose that f ∈ L1loc (Rn , m) and φ ∈ Cc1 (Rn ), then f ∗ φ ∈
C 1 (Rn ) and ∂i (f ∗ φ) = f ∗ ∂i φ. Moreover if φ ∈ Cc∞ (Rn ) then f ∗ φ ∈ C ∞ (Rn ).
Corollary 7.19 (C ∞ — Uryhson’s Lemma). Given K @@ U ⊂o Rn , there exists
f ∈ Cc∞ (Rn , [0, 1]) such that supp(f ) ⊂ U and f = 1 on K.
Proof. Let φ be as in Lemma 7.15, φt (x) = t−n φ(x/t) be as in Theorem 7.13,
d be the standard metric on Rn and = d(K, U c ). Since K is compact and U c is
closed, > 0. Let Vδ = {x ∈ Rn : d(x, K) < δ} and f = φ /3 ∗ 1V /3 , then
supp(f ) ⊂ supp(φ /3 ) +V /3 ⊂ V̄2 /3 ⊂ U.
Since V̄2 /3 is closed and bounded, f ∈ Cc∞ (U ) and for x ∈ K,
Z Z
f (x) = 1d(y,K)< /3 · φ /3 (x − y)dy = φ /3 (x − y)dy = 1.
Rn Rn
The proof will be finished after the reader (easily) verifies 0 ≤ f ≤ 1.
Here is an application of this corollary whose proof is left to the reader.
Lemma 7.20 (Integration by Parts). Suppose f and g are measurable functions on
Rn such that t → f (x1 , . . . , xi−1 , t, xi+1 , . . . , xn ) and t → g(x1 , . . . , xi−1 , t, xi+1 , . . . , xn )
are continuously differentiable functions on R for each fixed x = (x1 , . . . , xn ) ∈ Rn .
∂f ∂g
Moreover assume f · g, ∂x i
· g and f · ∂x i
are in L1 (Rn , m). Then
Z Z
∂f ∂g
· gdm = − f· dm.
R n ∂x i Rn ∂x i
With this result we may give another proof of the Riemann Lebesgue Lemma.
Lemma 7.21. For f ∈ L1 (Rn , m) let
Z
fˆ(ξ) := (2π)−n/2
f (x)e−iξ·x dm(x)
Rn
° °
° °
be the Fourier transform of f. Then fˆ ∈ C0 (Rn ) and °fˆ° ≤ (2π)−n/2 kf k1 . (The
u
choice of the normalization factor, (2π)−n/2 , in fˆ is for later convenience.)
90 BRUCE K. DRIVER †

Proof. The fact that fˆ is continuous is a simple application of the dominated

convergence theorem. Moreover,
¯ ¯ Z
¯ˆ ¯
¯f (ξ)¯ ≤ |f (x)| dm(x) ≤ (2π)−n/2 kf k1

so it only remains to see that fˆ(ξ) → 0 as |ξ| → ∞.

Pn ∂2
First suppose that f ∈ Cc∞ (Rn ) and let ∆ = j=1 ∂x2j
be the Laplacian on Rn .
∂ −iξ·x 2 −iξ·x
Notice that ∂xj
e = −iξj e−iξ·x and ∆e−iξ·x = − |ξ| e . Using Lemma 7.20
repeatedly,
Z Z Z
k −iξ·x k −iξ·x 2k
∆ f (x)e dm(x) = f (x)∆x e dm(x) = − |ξ| f (x)e−iξ·x dm(x)

= −(2π)n/2 |ξ|2k fˆ(ξ)

¯ ¯
¯ ¯ −2k ° °
°∆k f ° → 0 as |ξ| → ∞ and
for any k ∈ N. Hence (2π)n/2 ¯fˆ(ξ)¯ ≤ |ξ| 1
fˆ ∈ C0 (Rn ). Suppose that f ∈ L1 (m)° and fk° ∈ Cc∞ (Rn ) is a sequence such that
° °
limk→∞ kf − fk k = 0, then limk→∞ °fˆ − fˆk ° = 0 and hence Hence fˆ ∈ C0 (Rn )
1
u
n
because C0 (R ) is complete.
Corollary 7.22. Let X ⊂ Rn be an open set and µ be a Radon measure on BX .
(1) Then Cc∞ (X) is dense in Lp (µ) for all 1 ≤ p < ∞.
(2) If h ∈ L1loc (µ) satisfies
Z
(7.7) f hdµ = 0 for all f ∈ Cc∞ (X)
X
then h(x) = 0 for µ — a.e. x.
Proof. Let f ∈ Cc (X), φ be as in Lemma 7.15, φt be as in Theorem 7.13 and
set ψt := φt ∗ (f 1X ) . Then by Proposition 7.18 ψt ∈ C ∞ (X) and by Lemma 7.8
there exists a compact set K ⊂ X such that supp(ψt ) ⊂ K for all t sufficiently
small. By Theorem 7.13, ψt → f uniformly on X as t ↓ 0
(1) The dominated convergence theorem (with dominating function being
kf k∞ 1K ), shows ψt → f in Lp (µ) as t ↓ 0. This proves Item 1. because of
the measure theoretic fact that Cc (X) is dense in Lp (µ).
(2) Keeping the same notation as above, the dominated convergence theorem
(with dominating function being kf k∞ |h| 1K ) implies
Z Z Z
0 = lim ψt hdµ = lim ψt hdµ = f hdµ.
t↓0 X X t↓0 X
Since this is true for all f ∈ Cc (X), it follows by measure theoretic argu-
ments that h = 0 a.e.

7.2. Smooth Partitions of Unity.

¡ ¢
Theorem 7.23. Let V1 , . . . , Vk ⊂0 Rn and φ ∈ Cc∞ ∪ki=1 Vi . Then there exists
Pk
φj ∈ Cc∞ (Vj ) such that φ = φj . If φ ≥ 0 one can choose φj ≥ 0.
i

Proof. The proof will be by a number of steps.

 PDE LECTURE NOTES, M ATH 237A-B 91

(1) There exists Kj @@ Vj such that supp φ ⊂ ∪Kj . Indeed, for all x ∈ supp φ
there exists an open neighborhood Nx of x such that N x ⊂ Vj for some
j and N x is compact. Now {Nx }x∈supp φ covers K := supp φ and hence
there
© exists a finite set Λ ⊂⊂
ª K such that K ⊂ ∪x∈Λ Nx .. Let Kj :=
∪ N x : x ∈ Λ and N x ⊂ Vj . Then each Kj is compact, Kj ⊂ Vj and
Sk
supp φ = K ⊂ Kj .
j=1
(2) By Corollary 7.19 there exists ψj ∈ Cc∞ (Vj , [0, 1]) such that ψj := 1 in the
neighborhood of Kj . Now define
φ1 = φψ1
φ2 = (φ − φ1 )ψ2 = φ(1 − ψ1 )ψ2
φ3 = (φ − φ1 − φ2 )ψ3 = φ{(1 − ψ1 ) − (1 − ψ1 )ψ2 }ψ3
= φ(1 − ψ1 )(1 − ψ2 )ψ3
..
.
φk = (φ − φ1 − φ2 − · · · − φk−1 )ψk = φ(1 − ψ1 )(1 − ψ2 ) . . . (1 − ψk−1 )ψk
By the above computations one finds that (a) φi ≥ 0 if φ ≥ 0 and (b)
φ − φ1 − φ2 − · · · − φk = φ(1 − ψ1 )(1 − ψ2 ) . . . (1 − ψk ) = 0.
since either φ(x) = 0 or x 6∈ supp φ = K and 1 − ψi (x) = 0 for some i.

Corollary 7.24. Let V1 , . . . , Vk ⊂0 Rn and K be a compact subset of ∪ki=1 Vi .

Pk Pk
Then there exists φi ∈ Cc∞ (Vi , [0, 1]) such i=1 φi ≤ 1 with i=1 φi = 1 on a
neighborhood of K.
Proof. By Corollary 7.19 there exists φ ∈ Cc∞ (∪ki=1 Vi , [0, 1]) such that φ = 1
on a neighborhood of K. Now let {φi }ki=1 be the functions constructed in Theorem
7.23.