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Piermarco Cannarsa

Publications and source records attributed to Piermarco Cannarsa.

At least 19 recordsLinked to original sources

On the cut locus of Hamilton--Jacobi equations I: structure and propagation via the touching approach

For a semiconcave function with linear modulus, we introduce the cut locus through a touching approach and prove that it coincides with the variational cut locus defined via the Lax--Oleinik semigroup, independently of the Hamiltonian. Cut points are characterized by the emptiness of the proximal subdifferential of $ϕ$, which we use as the analytic criterion behind the touching definition. We introduce the degree of regularity $R_ϕ$, which measures the $C^{1,1}$ deviation of $ϕ$, and prove the quantitative relation $R_ϕ(x)\sim 1/τ_{ϕ,H}(x)$ with the cut time function, valid pointwise up to explicit truncation constants. From this relation we derive a separation estimate for calibrated curves, showing that no conjugate points occur before the cut locus. This estimate supplies the tools for the propagation results. Cut points propagate globally along generalized characteristics for the evolutionary Hamilton--Jacobi equation, and Alexandrov points propagate forward along calibrated curves, with the second derivative satisfying a matrix Riccati equation. We also show that the cut locus is a Lebesgue null set and give a streamlined proof of Alexandrov's theorem. Finally, we give necessary and sufficient conditions for the cut locus of a weak KAM solution to be closed, in terms of the cut time function, the $C^{1,1}$ support, and the degree of regularity.

math.AP

Long-time behavior of generalized gradient flows of solutions to Hamilton-Jacobi equations

We study the long-time behavior of the generalized gradient flow associated with solutions of the critical Hamilton-Jacobi equation for mechanical Hamiltonians on the flat torus. For any semiconcave function, we show that its critical set -- points whose superdifferential contains the zero vector -- acts as an approximate attractor for the flow. When the function is a solution of the critical equation, the critical set decomposes into regular and singular parts, and we establish a dichotomy describing which part trajectories approach as $t \to \infty$. Our analysis uses limiting occupational measures, a class of invariant measures capturing the asymptotic distribution of the flow. An essential ingredient is a complete proof of the global invariance of the singular set, a result previously announced by Albano (2016) but not fully established.

math.AP

Obstacles and Singularities of Riemannian Distance Functions

We study the distance function from a point target in the complement of a compact obstacle endowed with a smooth Riemannian metric. We prove that the obstacle necessarily generates singularities of the distance function: every sufficiently high level set contains a singular point. We also show that every singular point outside the obstacle belongs to a nontrivial Lipschitz arc of singularities, thereby extending to the constrained setting classical propagation results for Hamilton--Jacobi equations. Finally, we provide examples showing that these results are essentially sharp, including a nonconvex obstacle for which the distance function is differentiable at every boundary point.

math.AP

Uniform stabilization for relatively bounded perturbations of generators of semigroup

In this paper, we study the robustness of exponential stability for semigroups generated by linear operators under perturbations. Extending a classical result of Gibson's Stability Theorem, we show that if the generator of an analytic exponentially stable semigroup is perturbed by a class of relatively bounded operators satisfying certain assumptions, then exponential stability is preserved, provided the perturbed semigroup is strongly stable. We also show that, for a restricted class of perturbations, the analyticity requirement can be relaxed to Gevrey regularity. Moreover, we present applications to uniformly parabolic equations, degenerate/singular parabolic equations, coupled hyperbolic plate systems, and generalized coupled systems of Kirchhoff-Love plates and a membrane-like electric network.

math.AP

Reconstruction of degeneracy region and power for parabolic equations and systems

We address the inverse problem of recovering a degeneracy point within the diffusion coefficient of a one-dimensional complex parabolic equation by observing the normal derivative at one point of the boundary. The strongly degenerate case is analyzed. In particular, we derive sufficient conditions on the initial data that guarantee the stability and uniqueness of the solution obtained from a one-point measurement. Moreover, we present more general uniqueness theorems, which also cover the identification of the initial data, the coefficient of the zero order term and the degeneracy power, using measurements taken over time. Our method is based on a careful analysis of the spectral problem and relies on an explicit form of the solution in terms of Bessel functions. Our investigation also covers the case of real 1-D degenerate parabolic systems of equations coupled with a specific structure. Theoretical results are also supported by numerical simulations.

math.AP

Comparison principles and long time behavior for a diffusive Energy Balance Model with vertical resolution

We study a two-layer one-dimensional energy balance model, which allows for vertical energy exchanges between a surface layer and the atmosphere, as well as meridional energy transport across latitudes via a diffusion law. The evolution equations of the surface temperature and the atmospheric temperature are coupled by exchange of infrared radiation as well as other non-radiative energy exchanges. The energy enters the system as solar radiation, which is partially absorbed and partially reflected by the two layers. The system is then composed of two degenerate parabolic equations coupled by nonlinear terms, the growth of these terms being crucial for the choice of the functional setting. An essential parameter is the absorptivity of the atmosphere, denoted $\varepsilon _a$, whose value depends critically on greenhouse gases. We prove that blow up in finite time occurs if $\varepsilon _a >2$, while global existence of solutions and the existence of a global attractor hold when $\varepsilon _a \in (0,2)$. Proofs are based on comparison principles that derive from the cooperative structure of the problem, and that provide invariant rectangles for smooth initial conditions, and on regularity properties.

math.AP

Global propagation of singularities for magnetic mechanical systems

We prove that singularities propagate globally for viscosity solutions of Hamilton-Jacobi equations related to magnetic mechanical systems on closed Riemannian manifolds. Our main result shows that for any weak KAM solution $u$, the singular set $\text{Sing}\,(u)$ remains invariant under the generalized gradient flow dynamics. The proof combines three key elements: (1) reduction from magnetic to Riemannian systems, (2) analysis of reparameterized flows, and (3) regularization techniques. Compared to previous analytic approaches, our geometric method provides clearer insights into the underlying Riemannian structure. We also establish necessary conditions for singularity existence, particularly when the Euler characteristic is nonzero and the magnetic form is non-exact. This approach does not extend directly to Finsler metrics due to structural differences.

math.AP

Singularities and their propagation in optimal transport

In this paper, we investigate the singularities of potential energy functionals \(ϕ(\cdot)\) associated with semiconcave functions \(ϕ\) in the Borel probability measure space and their propagation properties. Our study covers two cases: when \(ϕ\) is a semiconcave function and when \(u\) is a weak KAM solution of the Hamilton-Jacobi equation \(H(x, Du(x)) = c[0]\) on a smooth closed manifold. By applying previous work on Hamilton-Jacobi equations in the Wasserstein space, we prove that the singularities of \(u(\cdot)\) will propagate globally when \(u\) is a weak KAM solution, and the dynamical cost function \(C^t\) is the associated fundamental solution. We also demonstrate the existence of solutions evolving along the cut locus, governed by an irregular Lagrangian semiflow on the cut locus of \(u\).

math.AP

Aubry-Mather theory for optimal control systems with nonholonomic constraints

In this work, we extend Aubry-Mather theory to the case of control systems with nonholonomic constraints. In this framework, we consider an optimal control problem where admissible trajectories are solutions of a control-affine equation. Such an 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 fails to be 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.

math.OC

Rate of convergence for first-order singular perturbation problems: Hamilton-Jacobi-Isaacs equations and mean field games of acceleration

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 $\varepsilon$.

math.AP

Variational construction of singular characteristics and propagation of singularities

On a smooth closed manifold $M$, we introduce a novel theory of maximal slope curves for any pair $(ϕ,H)$ with $ϕ$ 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 $(ϕ,H)$ 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.

math.AP

On the structure of the value function of optimal exit time problems

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.

math.OC

Existence and asymptotic behavior for $L^2$-norm preserving nonlinear heat equations

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.

math.AP

Analysis of the vanishing discount limit for optimal control problems in continuous and discrete time

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 $λ$ 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.

math.OC

Reconstruction of degenerate conductivity region for parabolic equations

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.

math.AP

Topological and control theoretic properties of Hamilton-Jacobi equations via Lax-Oleinik commutators

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 $τ$ 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 $τ$.

math.AP

Analysis of a two-layer energy balance model: long time behaviour and greenhouse effect

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 $ε_a$. The value of $ε_a$ depends critically on greenhouse gases: increasing concentrations of $CO_2$ and $CH_4$ lead to a more opaque atmosphere with higher values of $ε_a$. First we prove that global existence of solutions of the system holds if and only if $ε_a \in (0, 2)$, and blow up in finite time occurs if $ε_a > 2$. (Note that the physical range of values for $ε_a$ is $(0, 1]$.) Next, we explain the long time dynamics for $ε_a \in (0, 2)$, 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 $ε_a$. This is the key mathematical manifestation of the greenhouse effect.

math.AP

Stability for backward problems in time for degenerate parabolic equations

For solution $u(x,t)$ to degenearte parabolic equations in a bounded domain $Ω$ with homogenous boundary condition, we consider backward problems in time: determine $u(\cdot,t_0)$ in $Ω$ 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.

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