Regularity and global structure for Hamilton–Jacobi equations with convex Hamiltonian

Abstract

We consider the multidimensional Hamilton–Jacobi (HJ) equation [Formula: see text] with [Formula: see text] being a constant and for bounded [Formula: see text] initial data. When [Formula: see text], this is the typical case of interest with a uniformly convex Hamiltonian. When [Formula: see text], this is the famous Eikonal equation from geometric optics, the Hamiltonian being Lipschitz continuous with homogeneity [Formula: see text]. We intend to fill the gap in between these two cases. When [Formula: see text], the Hamiltonian [Formula: see text] is not uniformly convex and is only [Formula: see text] in any neighborhood of [Formula: see text], which causes new difficulties. In particular, points on characteristics emanating from points with vanishing gradient of the initial data could be “bad” points, so the singular set is more complicated than what is observed in the case [Formula: see text]. We establish here the regularity of solutions and the global structure of the singular set from a topological standpoint: the solution inherits the regularity of the initial data in the complement of the singular set and there is a one-to-one correspondence between the connected components of the singular set and the path-connected components of the set [Formula: see text].