Long time average of first order mean field games and weak KAM theory

We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of this later system and the uniqueness of the ergodic constant rely on weak KAM theory

A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable

We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally H\"older continuous with H\"older exponent depending only on the growth of the Hamiltonian. The proof relies on a reverse H\"older inequality

Regularity Results for Eikonal-Type Equations with Nonsmooth Coefficients

Solutions of the Hamilton-Jacobi equation $H(x,-Du(x))=1$, with $H(\cdot,p)$ H\"older continuous and $H(x,\cdot)$ convex and positively homogeneous of degree 1, are shown to be locally semiconcave with a power-like modulus. An essential step of the proof is the ${\mathcal C}^{1,\alpha}$-regularity of the extremal trajectories associated with the multifunction generated by $D_pH$

H\"older regularity for viscosity solutions of fully nonlinear, local or nonlocal, Hamilton-Jacobi equations with super-quadratic growth in the gradient

Viscosity solutions of fully nonlinear, local or non local, Hamilton-Jacobi equations with a super-quadratic growth in the gradient variable are proved to be H\"older continuous, with a modulus depending only on the growth of the Hamiltonian. The proof involves some representation formula for nonlocal Hamilton-Jacobi equations in terms of controlled jump processes and a weak reverse inequality