We study nondifferentiability points for a class of continuous functions f:RN→Rf:\mathbb R^N\to\mathbb R whose epigraph satisfies a kind of external sphere condition with uniform radius (called φ\varphi-convexity or proximal smoothness). The functions belonging to this class are not necessarily Lipschitz. However, they enjoy some properties analogous to semiconvex functions; in particular they are twice LN\mathcal L^{N}-a.e. differentiable (see the authors in Calc. Var. 25 (2006) 1–31). In partial analogy with the study of singularities of semiconcave functions (see P. Cannarsa, C. Sinestrari, "Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control", Birkhäuser, Boston (2004)), under suitable conditions we give estimates from below of the nondifferentiability set, which consists of points where the subdifferential is not a singleton, as well as (differently from semiconvex functions) of points where it is empty. Furthermore, we show that if a function in this class is an a.e. solution of a Hamilton-Jacobi equation, then under suitable assumptions it is actually a viscosity solution. Methods of nonsmooth analysis and geometric measure theory are used, including a representation of Clarke's generalized gradient as the closed convex hull of limits of Fréchet derivatives.

Contact details are reproduced from the original publication and may be historical.

Giovanni Colombo

Dip. di Matematica Pura e Applicata, Università di Padova, Via Trieste 63, 35121 Padova, Italy

colombo@math.unipd.it

Antonio Marigonda

Dipartimento di Matematica Pura e Applicata, Università di Padova, via Belzoni 7, 35131 Padova, Italy

amarigo@math.unipd.it
  1. G. Alberti, L. Ambrosio, P. Cannarsa: On the singularities of convex functions, Manuscr. Math. 76 (1992) 421–435.https://doi.org/10.1007/BF02567770Google Scholar
  2. J. P. Aubin, H. Frankowska: Set-Valued Analysis, Birkhäuser, Boston (1990).Google Scholar
  3. M. Bardi, I. Capuzzo-Dolcetta: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhäuser, Boston (1997).https://doi.org/10.1007/978-0-8176-4755-1Google Scholar
  4. F. Bernard, L. Thibault: Uniform prox-regularity of functions and epigraphs in Hilbert spaces, Nonlinear Anal., Theory Methods Appl. 60A (2005) 185–207.https://doi.org/10.1016/j.na.2004.04.015Google Scholar
  5. A. Bressan, B. Piccoli: Introduction to the mathematical theory of control, Notes from the course delivered at Penn State (fall 2005), available at: http://www.math.psu.edu/bressan/PSPDF/control1.ps.Google Scholar
  6. A. Canino: On p-convex sets and geodesics, J. Differ. Equations 75 (1988) 118–157.https://doi.org/10.1016/0022-0396(88)90132-5Google Scholar
  7. P. Cannarsa, C. Sinestrari: Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control, Birkhäuser, Boston (2004).https://doi.org/10.1007/b138356Google Scholar
  8. F. H. Clarke: Optimization and Nonsmooth Analysis, Second Edition, SIAM, Philadelphia (1990).https://doi.org/10.1137/1.9781611971309Google Scholar
  9. F. H. Clarke, Yu. S. Ledyaev, R. J. Stern, P. R. Wolenski: Nonsmooth Analysis and Control Theory, Springer, New York (1998).Google Scholar
  10. F. H. Clarke, R. J. Stern, P. R. Wolenski: Proximal smoothness and the lower-C 2 property, J. Convex Analysis 2 (1995) 117–144.https://doi.org/10.68381/jca02008Google Scholar
  11. G. Colombo, A. Marigonda: Differentiability properties for a class of non-convex functions, Calc. Var. Partial Differ. Equ. 25 (2006) 1–31.https://doi.org/10.1007/s00526-005-0352-7Google Scholar
  12. G. Colombo, A. Marigonda, P. R. Wolenski: Some new regularity properties for the minimal time function, SIAM J. Control Optimization 44 (2006) 2285–2299.https://doi.org/10.1137/050630076Google Scholar
  13. G. Colombo, V. V. Goncharov: Variational inequalities and regularity properties of closed sets in Hilbert spaces, J. Convex Analysis 8 (2001) 197–221.https://doi.org/10.68381/jca08009Google Scholar
  14. L. C. Evans, R. F. Gariepy: Measure Theory and Fine Properties of Functions, Studies in Advanced Mathematics, CRC Press, Boca Raton (1992).Google Scholar
  15. H. Federer: Curvature measures, Trans. Amer. Math. Soc. 93 (1959) 418–491.https://doi.org/10.1090/S0002-9947-1959-0110078-1Google Scholar
  16. H. Federer: Geometric Measure Theory, Springer, Berlin (1969).Google Scholar
  17. T. H. Hildebrandt, L. M. Graves: Implicit functions and their differentials in general analysis, Trans. Amer. Math. Soc. 29 (1927) 127–153.https://doi.org/10.1090/S0002-9947-1927-1501380-6Google Scholar
  18. S. N. Kružkov: Generalized solutions of Hamilton-Jacobi equations of eikonal type. I. Statement of the problems; existence, uniqueness and stability theorems; certain properties of the solution, Mat. Sb. (N. S.) 98 (1975) 450–493, 496 (in Russian).Google Scholar
  19. R. A. Poliquin, R. T. Rockafellar: Prox-regular functions in variational analysis, Trans. Amer. Math. Soc. 348 (1996) 1805–1838.https://doi.org/10.1090/S0002-9947-96-01544-9Google Scholar
  20. R. A. Poliquin, R. T. Rockafellar, L. Thibault: Local differentiability of distance functions, Trans. Amer. Math. Soc. 352 (2000) 5231–5249.https://doi.org/10.1090/S0002-9947-00-02550-2Google Scholar
  21. R. T. Rockafellar: Convex Analysis, Princeton Univesity Press, Princeton (1972).Google Scholar
  22. R. T. Rockafellar: Clarke’s tangent cones and the boundaries of closed sets in Rn, Nonlinear Anal., Theory Methods Appl. 3 (1979) 145–154.https://doi.org/10.1016/0362-546X(79)90044-0Google Scholar
  23. R. T. Rockafellar, R. J.-B. Wets: Variational Analysis, Springer, Berlin (1998).https://doi.org/10.1007/978-3-642-02431-3Google Scholar

G. Colombo, A. Marigonda. “Singularities for a Class of Non-Convex Sets and Functions, and Viscosity Solutions of some Hamilton-Jacobi Equations.” Journal of Convex Analysis 15 (2008), No. 1, 105–129. https://doi.org/10.68381/jca15008