Global semiconcavity of solutions to first-order Hamilton-Jacobi equations with state constraints

Abstract

We focus on the global semiconcavity of solutions to first-order Hamilton-Jacobi equations with state constraints, especially for the Hamiltonian H(x, β) := |β| p − f (x) with p ∈ (1, 2]. We first show that the solution is locally semiconcave, and the semiconcavity constant at each point depends on the first time a corresponding minimizing curve emanating from this point hits the boundary. Then, with appropriate conditions on Df , we prove that for any such minimizing curve, the time it takes to hit the boundary of the domain is +∞, and as a consequence, the solution is globally semiconcave. Moreover, the condition on Df is essentially optimal with examples in one-dimensional space. The proofs employ the Euler-Lagrange equations and techniques in weak KAM theory.