I'm wondering if there is an analytical form for a $C^\infty$ approximation with a compact support of a Heaviside step function $f(x) = I_{x \geq 0}$. In attempting to construct one, I'm taking a bump function $$g(x) = \exp\left(\frac{1}{x^2-1}\right)I_{|x| \leq 1}$$ and trying to compute the convolution $$g*f(t) = \int_\mathbb{R}f(x)g(t-x)dx = \int_{-1}^t \exp\left(\frac{1}{x^2-1}\right)dx$$
Does someone know how to take this integral, or at least construct its analytical or finite series approximation?
