On Lipschitz approximations in second order Sobolev spaces and the change of variables formula

The authors prove that any twice weakly differentiable function can be approximated by Lipschitz continuous functions. Namely, the following theorem holds. {Theorem.} Let $\Omega\subset\mathbb R^n$ be an open set and $f\in W^{2}_{2,\operatorname{loc}}(\Omega)$, $1\leq p < \infty$. Then there exists a sequence of closed sets $\{C_k\}_k^{\infty}$ such that for every $k=1,2,\dots$, $C_k\subset C_{k+1}\subset\Omega$, the restriction $f^*|_{C_k}$ is a Lipschitz continuous function defined $p$-quasi everywhere in $C_k$ and \[ \operatorname{cap}_p\left(\Omega\setminus \bigcup\limits_{k=1}^{\infty}C_k \right) = 0. \] Here $f^*$ is the precise representative of $f$. Note this also holds for vector-valued functions $f\in W^{2}_{2,\operatorname{loc}}(\Omega; \mathbb R^m)$. For proving the theorem the Poincaré inequality and a Chebyshev type inequality are employed. Then there are two important applications of the result. \textit{The refined Luzin type theorem}: If $f\in W^{2}_{2,\operatorname{loc}}(\Omega)$, then for each $\varepsilon>0$ there exists an open set $U_\varepsilon$ of $p$-capacity less than $\varepsilon$ such that $f^*$ is Lipschitz continuous on the set $\Omega\setminus U_\varepsilon$. \textit{The change of variables formula}: If $\varphi\in W^{2}_{2,\operatorname{loc}}(\Omega; \mathbb R^n)$, then there exists a Borel set $S\subset\Omega$, $\operatorname{cap}_p(S) = 0$, such that the mapping $\varphi:\Omega\setminus S \to \mathbb R^n$ has the Luzin $N$-property and the change of variables formula \[ \int\limits_A u\circ \varphi|J(x,\varphi)|\, dx = \int\limits_{\mathbb R^n\setminus\varphi(S)}u(y)N_\varphi(A,y)\, dy \] holds for every measurable set $A\subset\Omega$ and every nonnegative measurable function $u:\mathbb R^n\to \mathbb R$.

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