I would like to find a twice continuously differentiable approximation of
$$f(x)= \begin{cases} 0 & x\leq 0 \\ x & x>0. \\ \end{cases}$$
Are there any approximations which are not defined piece-wise? Ideally, I'd like an approximation that will allow me to control the error given some norm.

Try $$ f(x) = \frac{\ln(1+e^{Kx})}{K} $$ for some largeish value of $K$.