Applied Mathematics and Optimization, Vol.52, No.1, 23-37, 2005
Geometry of optimal paths around focal singular surfaces in differential games
We investigate a special type of singularity in non-smooth solutions of first-order partial differential equations, with emphasis on Isaacs' equation. This type, called focal manifold, is characterized by the incoming trajectory fields on the two sides and a discontinuous gradient. We provide a complete set of constructive equations under various hypotheses on the singularity, culminating with the case where no a priori hypothesis on its geometry is known, and where the extremal trajectory fields need not be collinear. We show two examples of differential games exhibiting non-collinear fields of extremal trajectories on the focal manifold, one with a transversal approach and one with a tangential approach.