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On a smooth closed manifold $M$, we introduce a novel theory of maximal slope curves for any pair $(\phi,H)$ with $\phi$ a semiconcave function and $H$ a Hamiltonian. By using the notion of maximal slope curve from gradient flow theory, the intrinsic singular characteristics constructed in [Cannarsa, P.; Cheng, W., \textit{Generalized characteristics and Lax-Oleinik operators: global theory}. Calc. Var. Partial Differential Equations 56 (2017), no. 5, 56:12], the smooth approximation method developed in [Cannarsa, P.; Yu, Y. \textit{Singular dynamics for semiconcave functions}. J. Eur. Math. Soc. 11 (2009), no. 5, 999--1024], and the broken characteristics studied in [Khanin, K.; Sobolevski, A., \textit{On dynamics of Lagrangian trajectories for Hamilton-Jacobi equations}. Arch. Ration. Mech. Anal. 219 (2016), no. 2, 861--885], we prove the existence and stability of such maximal slope curves and discuss certain new weak KAM features. We also prove that maximal slope curves for any pair $(\phi,H)$ are exactly broken characteristics which have right derivatives everywhere. Applying this theory, we establish a global variational construction of strict singular characteristics and broken characteristics. Moreover, we prove a result on the global propagation of cut points along generalized characteristics, as well as a result on the propagation of singular points along strict singular characteristics, for weak KAM solutions. We also obtain the continuity equation along strict singular characteristics which clarifies the mass transport nature in the problem of propagation of singularities.

In this paper, we study an optimal exit time problem with general running and terminal costs and a target $\mathcal{S}\subset\mathbb{R}^d$ having an inner ball property for a nonlinear control system that satisfies mild controllability assumptions. In particular, Petrov's condition at the boundary of $\mathcal{S}$ is not required and the value function $V$ may fail to be locally Lipschitz. In such a weakened set-up, we first establish a representation formula for proximal (horizontal) supergradients of $V$ by using transported proximal normal vectors. This allows us to obtain an external sphere condition for the hypograph of $V$ which yields several regularity properties. In particular, $V$ is almost everywhere twice differentiable and the Hausdorff dimension of its singularities is not greater than $d-1/2$. Furthermore, besides optimality conditions for trajectories of the optimal control problem, we extend the analysis to propagation of singularities and differentiability properties of the value function. An upper bound for the Hausdorff measure of the singular set is also studied, which implies that $V$ is a function of special bounded variation., Comment: 50 pages

This work focuses on the rate of convergence for singular perturbation problems for first-order Hamilton-Jacobi equations. As an application we derive the rate of convergence for singularly perturbed two-players zero-sum deterministic differential games (i.e., leading to Hamilton-Jacobi-Isaacs equations) and, subsequently, in case of singularly perturbed mean field games of acceleration. Namely, we show that in both the models the rate of convergence is $\varepsilon$.

We consider an inverse problem of reconstructing a degeneracy point in the diffusion coefficient in a one-dimensional parabolic equation by measuring the normal derivative on one side of the domain boundary. We analyze the sensitivity of the inverse problem to the initial data. We give sufficient conditions on the initial data for uniqueness and stability for the one-point measurement and show some examples of positive and negative results. On the other hand, we present more general uniqueness results, also for the identification of an initial data by measurements distributed over time. The proofs are based on an explicit form of the solution by means of Bessel functions of the first type. Finally, the theoretical results are supported by numerical experiments.

In the context of weak KAM theory, we discuss the commutators $\{T^-_t\circ T^+_t\}_{t\geqslant0}$ and $\{T^+_t\circ T^-_t\}_{t\geqslant0}$ of Lax-Oleinik operators. We characterize the relation $T^-_t\circ T^+_t=Id$ for both small time and arbitrary time $t$. We show this relation characterizes controllability for evolutionary Hamilton-Jacobi equation. Based on our previous work on the cut locus of viscosity solution, we refine our analysis of the cut time function $\tau$ in terms of commutators $T^+_t\circ T^-_t-T^+_t\circ T^-_t$ and clarify the structure of the super/sub-level set of the cut time function $\tau$.

A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the discount factor $\lambda$ tends to zero. In the literature, this problem has been addressed under various controllability or ergodicity conditions ensuring that the rescaled value function converges uniformly to a constant limit. In this case the limit can be characterized as the unique constant such that a suitable Hamilton-Jacobi equation has at least one continuous viscosity solution. In this paper, we study this problem without such conditions, so that the aforementioned limit needs not be constant. Our main result characterizes the uniform limit (when it exists) as the maximal subsolution of a system of Hamilton-Jacobi equations. Moreover, when such a subsolution is a viscosity solution, we obtain the convergence of optimal values as well as a rate of convergence. This mirrors the analysis of the discrete time case, where we characterize the uniform limit as the supremum over a set of sub-invariant half-lines of the dynamic programming operator. The emerging structure in both discrete and continuous time models shows that the supremum over sub-invariato half-lines with respect to the Lax-Oleinik semigroup/dynamic programming operator, captures the behavior of the limit cost as discount vanishes.

The problem of proving the existence of continuous viscosity solutions to non-coercive stationary Hamilton-Jacobi equations, and thus describing the asymptotic behavior of solutions to the corresponding evolutive equations, has been open since the solution of the analogous question for the Tonelli case, which was given by [LPV87]. In this work, we completely solve this problem by providing a systematic extension of the celebrated weak KAM and Aubry-Mather theories to the case of control systems with nonholonomic constraints. In this framework, we consider an optimal control problem with a state equation of nonholonomic type, where admissible trajectories are solutions of a nonlinear state equation that is linear in the control variables. This equation is associated with a family of smooth vector fields that satisfy the Hormander condition, which implies the controllability of the system. In this case, the Hamiltonian function of the control problem is not coercive, so results for Tonelli Hamiltonians cannot be applied. To overcome these obstacles, we develop an intrinsic approach based on the metric properties of the geometry induced on the state space by the sub-Riemannian structure. Consequently, unlike the classical Tonelli theory, the proof of the main results follows a more rigid roadmap that begins with the construction of Man\'e's critical constant. This strategy, when applied to the Tonelli setting, allows for weaker regularity assumptions on the data. Nevertheless, we recover all the main results of the Aubry-Mather theory in weak form, such as horizontal differentiability on the Aubry set and a continuous Mather graph property., Comment: arXiv admin note: text overlap with arXiv:2204.12544

For solution $u(x,t)$ to degenearte parabolic equations in a bounded domain $\Omega$ with homogenous boundary condition, we consider backward problems in time: determine $u(\cdot,t_0)$ in $\Omega$ by $u(\cdot,T)$, where $t$ is the time variable and $0\le t_0 < T$. Our main results are conditional stability under boundedness assumptions on $u(\cdot,0)$. The proof is based on a weighted $L^2$-estimate of $u$ whose weight depends only on $t$, which is an inequality of Carleman's type. Moreover our method is applied to semilinear degenerate parabolic equations.

We consider the evolution of a free quantum particle on the Grushin cylinder, under different type of quantizations. In particular we are interested to understand if the particle can cross the singular set, i.e., the set where the structure is not Riemannian. We consider intrinsic and extrinsic quantizations, where the latter are obtained by embedding the Grushin structure isometrically in ${\bf R}^3$ (with singularities). As a byproduct we provide formulas to embed the Grushin cylinder in ${\bf R^3}$ that could be useful for other purposes. Such formulas are not global, but permit to study the embedding arbitrarily close to the singular set. We extend these results to the case of $\alpha $-Grushin cylinders., Comment: 16 pages, 8 figures

We study the exact controllability of the evolution equation \begin{equation*} u'(t)+Au(t)+p(t)Bu(t)=0 \end{equation*} where $A$ is a nonnegative self-adjoint operator on a Hilbert space $X$ and $B$ is an unbounded linear operator on $X$, which is dominated by the square root of $A$. The control action is bilinear and only of scalar-input form, meaning that the control is the scalar function $p$, which is assumed to depend only on time. Furthermore, we only consider square-integrable controls. Our main result is the local exact controllability of the above equation to the ground state solution, that is, the evolution through time, of the first eigenfunction of $A$, as initial data. The analogous problem (in a more general form) was addressed in our previous paper [Exact controllablity to eigensolutions for evolution equations of parabolic type via bilinear control, Alabau-Boussouira F., Cannarsa P. and Urbani C., Nonlinear Diff. Eq. Appl. (2022)] for a bounded operator $B$. The current extension to unbounded operators allows for many more applications, including the Fokker-Planck equation in one space dimension, and a larger class of control actions., Comment: 39 pages

We study a two-layer energy balance model, that allows for vertical exchanges between a surface layer and the atmosphere. The evolution equations of the surface temperature and the atmospheric temperature are coupled by the emission of infrared radiation by one level, that emission being captured by the other layer, and the effect of all non radiative vertical exchanges of energy. Therefore, an essential parameter is the absorptivity of the atmosphere, denoted $\epsilon_a$. The value of $\epsilon_a$ depends critically on greenhouse gases: increasing concentrations of $CO_2$ and $CH_4$ lead to a more opaque atmosphere with higher values of $\epsilon_a$. First we prove that global existence of solutions of the system holds if and only if $\epsilon_a \in (0, 2)$, and blow up in finite time occurs if $\epsilon_a > 2$. (Note that the physical range of values for $\epsilon_a$ is $(0, 1]$.) Next, we explain the long time dynamics for $\epsilon_a \in (0, 2)$, and we prove that all solutions converge to some equilibrium point. Finally, motivated by the physical context, we study the dependence of the equilibrium points with respect to the involved parameters, and we prove in particular that the surface temperature increases with respect to $\epsilon_a$. This is the key mathematical manifestation of the greenhouse effect., Comment: 56 pages, 17 figues

We consider a nonlinear parabolic equation with a nonlocal term, which preserves the $L^2$-norm of the solution. We study the local and global well posedness on a bounded domain, as well as the whole Euclidean space, in $H^1$. Then we study the asymptotic behavior of solutions. In general, we obtain weak convergence in H^1 to a stationary state. For a ball, we prove strong asymptotic convergence to the ground state when the initial condition is positive.

In Euclidean space of dimension 2 or 3, we study a minimum time problem associated with a system of real-analytic vector fields satisfying H\"ormander's bracket generating condition, where the target is a nonempty closed set. We show that, in dimension 2, the minimum time function is locally Lipschitz continuous while, in dimension 3, it is Lipschitz continuous in the complement of a set of measure zero. In particular, in both cases, the minimum time function is a.e. differentiable on the complement of the target. In dimension 3, in general, there is no hope to have the same regularity result as in dimension 2. Indeed, examples are known where the minimum time function fails to be locally Lipschitz continuous., Comment: 18 pages, no figures

In the paper [P. Cannarsa, C. Mendico, Asymptotic analysis for Hamilton-Jacobi- Bellman equations on Euclidean space, (2021) Arxiv], we proved the existence of the limit as the time horizon goes to infinity of the averaged value function of an optimal control problem. For the classical Tonelli case such a limit is called the critical constant of the problem. In the special case of sub-Riemannian control systems, we also proved the existence of a critical solution, that is, a continuous solution to the Hamilton-Jacobi equation associated with such a constant, which also coincides with its Lax-Oleinik evolution. Here, we focus our attention on the sub- Riemannian case providing a variational representation formula for the critical constant which uses an adapted notion of closed measures. Having such a formula at our disposal, we define and study the Aubry set. First, we investigate dynamical and topological properties of such a set w.r.t. a suitable class of minimizing trajectories of the Lagrangian action. Then, we show that critical solutions to the Hamilton-Jacobi equation are horizontally differentiable and satisfy the equation in classical sense on the Aubry set.

We consider the linear degenerate wave equation, on the interval $(0, 1)$ $$ w_{tt} - (x^\alpha w_x)_x = p(t) \mu (x) w, $$ with bilinear control $p$ and Neumann boundary conditions. We study the controllability of this nonlinear control system, locally around a constant reference trajectory, the ground state. We prove that, generically with respect to $\mu$, any target close to the ground state in the $H^3\times H^2$ topology (suitably adapted to the underlying degenerate operator) is reachable in time $T > \frac{4}{2-\alpha}$, with controls in $L^2((0, T ),\mathbb R)$. Under some classical and generic assumption on $\mu$, we prove that there exists a threshold value for time, $T_0= \frac{4}{2-\alpha}$, such that the reachable set is: - a neighborhood of the ground state if $T>T_0$, - contained in a $C^1$-submanifold of infinite codimension if $T

Partial differential equation on networks have been widely investigated in the last decades in view of their application to quantum mechanics (Schr\"odinger type equations) or to the analysis of flexible structures (wave type equations). Nevertheless, very few results are available for diffusive models despite an increasing demand arising from life sciences such as neurobiology. This paper analyzes the controllability properties of the heat equation on a compact network under the action of a single input bilinear control. By adapting a recent method due to [F.~Alabau-Boussouira, P.~Cannarsa and C.~Urbani, {\em Exact controllability to eigensolutions for evolution equations of parabolic type via bilinear control}, arXiv:1811.08806], an exact controllability result to the eigensolutions of the uncontrolled problem is obtained in this work. A crucial step has been the construction of a suitable biorthogonal family under a non-uniform gap condition of the eigenvalues of the Laplacian on a graph. Application to star graphs and tadpole graphs are included., Comment: 20 pages, 4 fugures

We say that a control system is locally controllable if the attainable set from any state $x$ contains an open neighborhood of $x$, while it is controllable if the attainable set from any state is the entire state manifold. We show in this note that a control system satisfying local controllability is controllable. Our self-contained proof is alternative to the combination of two previous results by Kevin Grasse., Comment: 9 pages, 4 figures, 2 tables; this updated version includes new citations to previous literature

We consider the inverse problem of identification of degenerate diffusion coefficient of the form $x^\alpha a(x)$ in a one dimensional parabolic equation by some extra data. We first prove by energy methods the uniqueness and Lipschitz stability results for the identification of a constant coefficient $a$ and the power $\alpha$ by knowing an interior data at some time. On the other hand, we obtain the uniqueness result for the identification of a general diffusion coefficients $a(x)$ and also the power $\alpha$ form a boundary data on one side of the space interval. The proof is based on global Carleman estimates for a hyperbolic problem and an inversion of the integral transform similar to the Laplace transform. Finally, the theoretical results are satisfactory verified by numerically experiments.

In a separable Hilbert space $X$, we study the controlled evolution equation \begin{equation*} u'(t)+Au(t)+p(t)Bu(t)=0, \end{equation*} where $A\geq-\sigma I$ ($\sigma\geq0$) is a self-adjoint linear operator, $B$ is a bounded linear operator on $X$, and $p\in L^2_{loc}(0,+\infty)$ is a bilinear control. We give sufficient conditions in order for the above nonlinear control system to be locally controllable to the $j$th eigensolution for any $j\geq1$. We also derive semi-global controllability results in large time and discuss applications to parabolic equations in low space dimension. Our method is constructive and all the constants involved in the main results can be explicitly computed., Comment: 29 pages, 2 figures

We show that a bilinear control system is approximately controllable if and only if it is controllable in $\mathbb{R}^{n}\setminus\{0\}$. We approach this problem by looking at the foliation made by the orbits of the system, and by showing that there does not exist a codimension-one foliation in $\mathbb{R}^{n}\setminus\{0\}$ with dense leaves that are everywhere transversal to the radial direction. The proposed geometric approach allows to extend the results to homogeneous systems that are angularly controllable., Comment: 9 pages, 2 figures

We investigate observability and Lipschitz stability for the Heisenberg heat equation on the rectangular domain $$\Omega = (-1,1)\times\mathbb{T}\times\mathbb{T}$$ taking as observation regions slices of the form $\omega=(a,b) \times \mathbb{T} \times \mathbb{T}$ or tubes $\omega = (a,b) \times \omega_y \times \mathbb{T}$, with $-10$ but both observability and Lipschitz stability hold true after a positive minimal time, which depends on the distance between $\omega$ and the boundary of $\Omega$: $$T_{\min} \geqslant \frac{1}{8} \min\{(1+a)^2,(1-b)^2\}.$$ Our proof follows a mixed strategy which combines the approach by Lebeau and Robbiano, which relies on Fourier decomposition, with Carleman inequalities for the heat equations that are solved by the Fourier modes. We extend the analysis to the unbounded domain $(-1,1)\times\mathbb{T}\times\mathbb{R}$.

We study the Riemannian distance function from a fixed point (a point-wise target) of Euclidean space in the presence of a compact obstacle bounded by a smooth hypersurface. First, we show that such a function is locally semiconcave with a fractional modulus of order one half and that, near the obstacle, this regularity is optimal. Then, in the Euclidean setting, we prove that the singularities of the distance function propagate, in the sense that each singular point belongs to a nontrivial singular continuum. Finally, we investigate the lack of differentiability of the distance function when a convex obstacle is present., Comment: 31 pages, 4 figures, original article

This is a survey paper on the quantitative analysis of the propagation of singularities for the viscosity solutions to Hamilton-Jacobi equations in the past decades. We also review further applications of the theory to various fields such as Riemannian geometry, Hamiltonian dynamical systems and partial differential equations.

The long-time average behavior of the value function in the calculus of variations is known to be connected to the existence of the limit of the corresponding Abel means. Still in the Tonelli case, such a limit is in turn related to the existence of solutions of the critical Hamilton-Jacobi equation. The goal of this paper is to address similar issues when set on the whole Euclidean space and the Hamiltonian fails to be Tonelli. We first study the convergence of the time-averaged value function as the time horizon goes to infinity, proving the existence of the critical constant for a general control system. Then, we show that the ergodic equation admits solutions for systems associated with a family of vector fields which satisfies the Lie Algebra rank condition. Finally, we construct a critical solution of the HJB equation on the whole space which coincides with its Lax-Oleinik evolution., Comment: 30 pages

Consider a locally Lipschitz function $u$ on the closure of a possibly unbounded open subset $\Omega$ of $\mathbb{R}^n$ with $C^{1,1}$ boundary. Suppose $u$ is semiconcave on $\overline \Omega$ with a fractional semiconcavity modulus. Is it possible to extend $u$ in a neighborhood of any boundary point retaining the same semiconcavity modulus? We show that this is indeed the case and we give two applications of this extension property. First, we derive an approximation result for semiconcave functions on closed domains. Then, we use the above extension property to study the propagation of singularities of semiconcave functions at boundary points., Comment: 15 pages, no figures

Given a surface $S$ in a 3D contact sub-Riemannian manifold $M$, we investigate the metric structure induced on $S$ by $M$, in the sense of length spaces. First, we define a coefficient $\widehat K$ at characteristic points that determines locally the characteristic foliation of $S$. Next, we identify some global conditions for the induced distance to be finite. In particular, we prove that the induced distance is finite for surfaces with the topology of a sphere embedded in a tight coorientable distribution, with isolated characteristic points., Comment: 24 pages, 15 figures

The singular set of a viscosity solution to a Hamilton-Jacobi equation is known to propagate, from any noncritical singular point, along singular characteristics which are curves satisfying certain differential inclusions. In the literature, different notions of singular characteristics were introduced. However, a general uniqueness criterion for singular characteristics, not restricted to mechanical systems or problems in one space dimension, is missing at the moment. In this paper, we prove that, for a Tonelli Hamiltonian on $\mathbb{R}^2$, two different notions of singular characteristics coincide up to a bi-Lipschitz reparameterization. As a significant consequence, we obtain a uniqueness result for the class of singular characteristics that was introduced by Khanin and Sobolevski in the paper [On dynamics of Lagrangian trajectories for Hamilton-Jacobi equations. Arch. Ration. Mech. Anal., 219(2):861-885, 2016]., Comment: original research paper, 20 pages, 1 figure

We are concerned with stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds. Employing the Riemannian approximations to the sub-Riemannian manifold which make use of the Reeb vector field, we obtain a second order partial differential operator on the surface arising as the limit of Laplace-Beltrami operators. The stochastic process associated with the limiting operator moves along the characteristic foliation induced on the surface by the contact distribution. We show that for this stochastic process elliptic characteristic points are inaccessible, while hyperbolic characteristic points are accessible from the separatrices. We illustrate the results with examples and we identify canonical surfaces in the Heisenberg group, and in ${\rm SU}(2)$ and ${\rm SL}(2,\mathbb{R})$ equipped with the standard sub-Riemannian contact structures as model cases for this setting. Our techniques further allow us to derive an expression for an intrinsic Gaussian curvature of a surface in a general three-dimensional contact sub-Riemannian manifold., Comment: 25 pages, 2 figures

We study the asymptotic behavior of solutions to the constrained MFG system as the time horizon $T$ goes to infinity. For this purpose, we analyze first Hamilton-Jacobi equations with state constraints from the viewpoint of weak KAM theory, constructing a Mather measure for the associated variational problem. Using these results, we show that a solution to the constrained ergodic mean field games system exists and the ergodic constant is unique. Finally, we prove that any solution of the first-order constrained MFG problem on $[0,T]$ converges to the solution of the ergodic system as $T \to +\infty$.

If $U:[0,+\infty[\times M$ is a uniformly continuous viscosity solution of the evolution Hamilton-Jacobi equation $$\partial_tU+ H(x,\partial_xU)=0,$$ where $M$ is a not necessarily compact manifold, and $H$ is a Tonelli Hamiltonian, we prove the set $\Sigma(U)$, of points where $U$ is not differentiable, is locally contractible. Moreover, we study the homotopy type of $\Sigma(U)$. We also give an application to the singularities of a distance function to a closed subset of a complete Riemannian manifold.

The aim of this paper is to prove the superexponential stabilizability to the ground state solution of a degenerate parabolic equation of the form \begin{equation*} u_t(t,x)+(x^{\alpha}u_x(t,x))_x+p(t)x^{2-\alpha}u(t,x)=0,\qquad t\geq0,x\in(0,1) \end{equation*} via bilinear control $p\in L_{loc}^2(0,+\infty)$. More precisely, we provide a control function $p$ that steers the solution of the equation, $u$, to the ground state solution in small time with doubly-exponential rate of convergence.\\ The parameter $\alpha$ describes the degeneracy magnitude. In particular, for $\alpha\in[0,1)$ the problem is called weakly degenerate, while for $\alpha\in[1,2)$ strong degeneracy occurs. We are able to prove the aforementioned stabilization property for $\alpha\in [0,3/2)$. The proof relies on the application of an abstract result on rapid stabilizability of parabolic evolution equations by the action of bilinear control. A crucial role is also played by Bessel's functions.

We prove rapid stabilizability to the ground state solution for a class of abstract parabolic equations of the form \begin{equation*} u'(t)+Au(t)+p(t)Bu(t)=0,\qquad t\geq0 \end{equation*} where the operator $-A$ is a self-adjoint accretive operator on a Hilbert space and $p(\cdot)$ is the control function. The proof is based on a linearization argument. We prove that the linearized system is exacly controllable and we apply the moment method to build a control $p(\cdot)$ that steers the solution to the ground state in finite time. Finally, we use such a control to bring the solution of the nonlinear equation arbitrarily close to the ground state solution with doubly exponential rate of convergence. We give several applications of our result to different kinds of parabolic equations., Comment: arXiv admin note: text overlap with arXiv:1811.08806

We develop an elementary method to give a Lipschitz estimate for the minimizers in the problem of Herglotz' variational principle proposed in \cite{CCWY2018} in the time-dependent case. We deduce Erdmann's condition and the Euler-Lagrange equation separately under different sets of assumptions, by using a generalized du Bois-Reymond lemma. As an application, we obtain a representation formula for the viscosity solution of the Cauchy problem for the Hamilton-Jacobi equation \begin{align*} D_tu(t,x)+H(t,x,D_xu(t,x),u(t,x))=0 \end{align*} and study the related Lax-Oleinik evolution.

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability measures on the space of admissible trajectories, and mild solutions as solutions associated with such equilibria. Moreover, we prove the existence and uniqueness of mild solutions and we study their regularity: we prove H\"older regularity of Mean Field Games equilibria and fractional semiconcavity for the value function of the underlying optimal control problem. Finally, we address the PDEs system associated with the Mean Field Games problem and we prove that the class of mild solutions coincides with a suitable class of weak solutions.

We study the generation of singularities from the initial datum for a solution of the Cauchy problem for a class of Hamilton-Jacobi equations of evolution. For such equations, we give conditions for the existence of singular generalized characteristics starting at the initial time from a given point of the domain, depending on the properties of the proximal subdifferential of the initial datum in a neighbourhood of that point., Comment: 18 pages

We consider the transport equation $\ppp_tu(x,t) + (H(x)\cdot \nabla u(x,t)) + p(x)u(x,t) = 0$ in $\OOO \times (0,T)$ where $\OOO \subset \R^n$ is a bounded domain, and discuss two inverse problems which consist of determining a vector-valued function $H(x)$ or a real-valued function $p(x)$ by initial values and data on a subboundary of $\OOO$. Our results are conditional stability of H\"older type in a subdomain $D$ provided that the outward normal component of $H(x)$ is positive on $\ppp D \cap \ppp\OOO$. The proofs are based on a Carleman estimate where the weight function depends on $H$.

Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the so-called Mean Field Game system with state constraints. For this, we show a global semiconvavity property of the value function associated with optimal control problems with state constraints.

In a separable Hilbert space $X$, we study the linear evolution equation \begin{equation*} u'(t)+Au(t)+p(t)Bu(t)=0, \end{equation*} where $A$ is an accretive self-adjoint linear operator, $B$ is a bounded linear operator on $X$, and $p\in L^2_{loc}(0,+\infty)$ is a bilinear control. We give sufficient conditions in order for the above control system to be locally controllable to the ground state solution, that is, the solution of the free equation ($p\equiv0$) starting from the ground state of $A$. We also derive global controllability results in large time and discuss applications to parabolic equations in low space dimension.

The aim of this paper is to study the long time behavior of solutions to deterministic mean field games systems on Euclidean space. This problem was addressed on the torus ${\mathbb T}^n$ in [P. Cardaliaguet, {\it Long time average of first order mean field games and weak KAM theory}, Dyn. Games Appl. 3 (2013), 473-488], where solutions are shown to converge to the solution of a certain ergodic mean field games system on ${\mathbb T}^n$. By adapting the approach in [A. Fathi, E. Maderna, {\it Weak KAM theorem on non compact manifolds}, NoDEA Nonlinear Differential Equations Appl. 14 (2007), 1-27], we identify structural conditions on the Lagrangian, under which the corresponding ergodic system can be solved in $\mathbb{R}^{n}$. Then we show that time dependent solutions converge to the solution of such a stationary system on all compact subsets of the whole space.

We consider the transport equation $\ppp_t u(x,t) + H(t)\cdot \nabla u(x,t) = 0$ in $\OOO\times(0,T),$ where $T>0$ and $\OOO\subset \R^d $ is a bounded domain with smooth boundary $\ppp\OOO$. First, we prove a Carleman estimate for solutions of finite energy with piecewise continuous weight functions. Then, under a further condition which guarantees that the orbits of $H$ intersect $\ppp\OOO$, we prove an energy estimate which in turn yields an observability inequality. Our results are motivated by applications to inverse problems., Comment: 18 pages, 3 figures

For $\alpha\in (0,2)$ we study the null controllability of the parabolic operator $$Pu= u_t - (\vert x \vert ^\alpha u_x)_x\qquad (1

We derive necessary optimality conditions for minimizers of regular functionals in the calculus of variations under smooth state constraints. In the literature, this classical problem is widely investigated. The novelty of our result lies in the fact that the presence of state constraints enters the Euler-Lagrange equations as a local feedback, which allows to derive the $C^{1,1}$-smoothness of solutions. As an application, we discuss a constrained Mean Field Games problem, for which our optimality conditions allow to construct Lipschitz relaxed solutions, thus improving the existence result in [Cannarsa, P., Capuani, R., \textsl{Existence and uniqueness for Mean Field Games with state constraints}, arXiv:1711.01063].

In this paper, we study two Energy Balance Models with Memory arising in climatology, which consist in a 1D degenerate nonlinear parabolic equation involving a memory term, and possibly a set-valued reaction term (of Sellers type and of Budyko type, in the usual terminology). We provide existence and regularity results, and obtain uniqueness and stability estimates that are useful for the determination of the insolation function in Sellers' model with memory.

This is a survey paper for the recent results on and beyond propagation of singularities of viscosity solutions. We also collect some open problems in this topic.

For mechanical Hamiltonian systems on the torus, we study the dynamical properties of the generalized characteristics semiflows associated with certain Hamilton-Jacobi equations, and build the relation between the $\omega$-limit set of this semiflow and the projected Aubry set.

We develop an approach for the analysis of fundamental solutions to Hamilton-Jacobi equations of contact type based on a generalized variational principle proposed by Gustav Herglotz. We also give a quantitative Lipschitz estimate on the associated minimizers.

We study the nonhomogeneous Dirichlet problem for first order Hamilton-Jacobi equations associated with Tonelli Hamiltonians on a bounded domain $\Omega$ of $\R^n$ assuming the energy level to be supercritical. First, we show that the viscosity (weak KAM) solution of such a problem is Lipschitz continuous and locally semiconcave in $\Omega$. Then, we analyse the singular set of a solution showing that singularities propagate along suitable curves, the so-called generalized characteristics, and that such curves stay singular unless they reach the boundary of $\Omega$. Moreover, we prove that the latter is never the case for mechanical systems and that singular generalized characteristics converge to a critical point of the solution in finite or infinite time. Finally, under stronger assumptions for the domain and Dirichlet data, we are able to conclude that solutions are globally semiconcave and semiconvex near the boundary.

On a bounded domain $\Omega$ in euclidean space $\mathbb{R}^n$, we study the homogeneous Dirichlet problem for the eikonal equation associated with a system of smooth vector fields, which satisfies H\"ormander's bracket generating condition. We prove that the solution is smooth in the complement of a closed set of Lebesgue measure zero.

We consider the typical one-dimensional strongly degenerate parabolic operator $Pu= u_t - (x^\alpha u_x)_x$ with $0

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of initial conditions, the uniqueness of the solution to the associated minimization problem is no longer guaranteed. We attack the problem by interpreting equilibria as measures in a space of arcs. In such a relaxed environment the existence of solutions follows by set-valued fixed point arguments. Then, we give a uniqueness result for such equilibria under a classical monotonicity assumption.