How does convergence for a sequence and a family of functions change when considering $n$ taken from $\mathbb{R}$ instead of the $\mathbb{N}$? for example, consider mollifiers which are defined as follows:
If $f:U \rightarrow \mathbb{R}$ is locally integrable, define its mollification $$f^{\epsilon} := \eta_{\epsilon}*f \text{ in } U_{\epsilon}$$
That is, $f^{\epsilon}(x) = \int_{U} \eta_{\epsilon}(x-y)f(y)dy = \int_{B(0,\epsilon)}\eta_{\epsilon}(y)f(x-y)dy$
for $x \in U_{\epsilon}$
are defined it is given that it has properties such as $f^{\epsilon} \rightarrow f \text{ a.e as } \epsilon \rightarrow 0$ and $f^{\epsilon} \rightarrow f$ uniformly on compact sets if $f$ is continuous on the domain. Are these definitions of point-wise convergence and uniform convergence the same as for the countable family of functions usually given as $(f_{n})_{n}$ with $n$ taken from the natural numbers? What about sequences $(x_{n})_{n}$ taken over $\mathbb{R}$ instead of $\mathbb{N}$?
By the way these definitions and properties of mollifiers are from the book 'partial differential equations' by Lawrence C.Evans.
To define convergence, we specify traps and tails. The definition always* says the same thing: convergence happens if every trap catches [i.e., contains] some tail. Traps and tails can be indexed by however you want to index them; some examples are given below.
Traps (for convergence to $f$):
Tails
To directly address your question:
The traps are the same, the tails are different (see above).
(*) A notable exception to the above is convergence almost everywhere, which does not fit into any topology. You are unlikely to see "$f^\epsilon \to f$ almost everywhere as $\epsilon\to 0$"; although this convergence could be defined for uncountable families, it is not natural for them.