Dynamic routing

In my application, each user can choose a url, for example,
mydomain.com/user. Other than catching all requests that aren’t routed
properly and therefore picking up the request to the user’s url and then
giving the data on a page that is technically supposed to be shown on
errors like this, but is really the user’s page, what are the possible
ways to achieve these dynamic urls? Unfortunately, user.mydomain.com is
not an option such as many popular apps do. Thanks.

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