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

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 $p \in (1, 2]$. 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 $+\infty$, 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.

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