Singularities for a class of non-convex sets and functions, and viscosity solutions of some Hamilton-Jacobi equations

We study nondifferentiability points for a class of continuous functions $f:\mathbb R^N\to\mathbb R$ whose epigraph satisfies a kind of external sphere condition with uniform radius (called $\varphi$-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 $\mathcal L^{N}$-a.e. differentiable (see \cite{CM}). In partial analogy with the study of singularities of semiconcave functions (see \cite{CS}), 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 Fr\'echet derivatives.