Topics in nonlinear PDEs: from Mean Field Games to problems modeled on Hörmander vector fields

This thesis focuses on qualitative and quantitative aspects of some nonlinear PDEs arising in optimal control and differential games, ranging from regularity issues to maximum principles. More precisely, it is concerned with the analysis of some fully nonlinear second order degenerate PDEs over Hörmander vector fields that can be written in Hamilton-Jacobi-Bellman and Isaacs form and those arising in the recent theory of Mean Field Games, where the prototype model is described by a coupled system of PDEs involving a backward Hamilton-Jacobi and a forward Fokker-Planck equation. The thesis is divided in three parts. The first part is devoted to analyze strong maximum principles for fully nonlinear second order degenerate PDEs structured on Hörmander vector fields, having as a particular example fully nonlinear subelliptic PDEs on Carnot groups. These results are achieved by introducing a notion of subunit vector field for these nonlinear degenerate operators in the spirit of the seminal works on linear equations. As a byproduct, we then prove some new strong comparison principles for equations that can be written in Hamilton-Jacobi-Bellman form and Liouville theorems for some second order fully nonlinear degenerate PDEs. The second part of the thesis deals with time-dependent fractional Mean Field Game systems. These equations arise when the dynamics of the average player is described by a stable Lévy process to which corresponds a fractional Laplacian as diffusion operator. More precisely, we establish existence and uniqueness of solutions to such systems of PDEs with regularizing coupling among the equations for every order of the fractional Laplacian $sin(0,1)$. The existence of solutions is addressed via the vanishing viscosity method and we prove that in the subcritical regime the equations are satisfied in classical sense, while if $sleq1/2$ we find weak energy solutions. To this aim, we develop an appropriate functional setting based on parabolic Bessel potential spaces. We finally show uniqueness of solutions both under the Lasry-Lions monotonicity condition and for short time horizons. The last part focuses on the regularizing effect of evolutive Hamilton-Jacobi equations with Hamiltonian having superlinear growth in the gradient and unbounded right-hand side. In particular, the analysis is performed both for viscous Hamilton-Jacobi equations and its fractional counterpart in the subcritical regime via a duality method. The results are accomplished exploiting the regularity of solutions to Fokker-Planck-type PDEs with rough velocity fields in parabolic Sobolev and Bessel potential spaces respectively.