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We survey two approaches of finding constant width curves of least area.

We consider Meissner polyhedra in $\mathbb{R}^3$. These are constant width bodies whose boundaries consist of pieces of spheres and spindle tori. We define these shapes by taking appropriate intersections of congruent balls and show that they are dense within the space of constant width bodies in the Hausdorff topology. This density assertion was essentially proved by Sallee. However, we offer a modern viewpoint taking into consideration the recent progress in understanding ball polyhedra and in constructing constant width bodies based on these shapes.

We consider the dynamics of finite systems of point masses which move along the real line. We suppose the particles interact pairwise and undergo perfectly inelastic collisions when they collide. In particular, once particles collide, they remain stuck together thereafter. Our main result is that if the interaction potential is semi-convex, this sticky particle property can quantified and is preserved upon letting the number of particles tend to infinity. This is used to show that solutions of the pressureless Euler equations exist for given initial conditions and satisfy an entropy inequality.

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which arise in the large player limit of symmetric noncooperative games. In this setting, we will additionally show that the approximation of mean field equilibria is possible under a suitable monotonicity hypothesis.

We introduce a flow in the space of constant width bodies in three-dimensional Euclidean space that simultaneously increases the volume and decreases the circumradius of the shape as time increases. Starting from any initial constant width figure, we show that the flow exists for all positive times and converges to a closed ball as time tends to plus infinity. We also anticipate that this flow is interesting to study for negative times and that it would provide a mechanism to decrease the volume and increase the circumradius of a constant width body.

We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are well posed and in which the large time limits of their solutions $u(t)=(u_1(t),\dots, u_N(t))$ are Nash equilibria for $f_1,\dots, f_N$. To this end, we will invoke the theory of maximal monotone operators. We will also identify an application of these ideas in game theory and show how to approximate equilibria in some game theoretic problems in function spaces.

We consider a susceptible, infected, and recovered infectious disease model which incorporates a vaccination rate. In particular, we study the problem of choosing the vaccination rate in order to reduce the number of infected individuals to a given threshold as quickly as possible. This is naturally a problem of time-optimal control. We interpret the optimal time as a solution of two dynamic programming equations and give necessary and sufficient conditions for a vaccination rate to be optimal.

We study the large time behavior of solutions of the PDE $|v_t|^{p-2}v_t=��_p v$. A special property of this equation is that the Rayleigh quotient $\int_��|Dv(x,t)|^pdx /\int_��|v(x,t)|^pdx$ is nonincreasing in time along solutions. As $t$ tends to infinity, this ratio converges to the optimal constant in Poincar��'s inequality. Moreover, appropriately scaled solutions converge to a function for which equality holds in this inequality. An interesting limiting equation also arises when $p$ tends to infinity, which provides a new approach to approximating ground states of the infinity Laplacian.

We study PDE of the form $\max\{F(D^2u,x)-f(x), H(Du)\}=0$ where $F$ is uniformly elliptic and convex in its first argument, $H$ is convex, $f$ is a given function and $u$ is the unknown. These equations are derived from dynamic programming in a wide class of stochastic singular control problems. In particular, examples of these equations arise in mathematical finance models involving transaction costs, in queuing theory, and spacecraft control problems. The main aspects of this work are to identify conditions under which solutions are uniquely defined and have Lipschitz continuous gradients. We also generalize previous results known for the case where $M\mapsto F(M,x)$ is the maximum of finitely many linear functions.