I use php sessions (not cookies, except for session id cookie) for all user data, and when a user goes to their profile user.mydomain.com they are immediately \"logged out\"
change the session name at the top of the core functions file like
session_name('mysession');
then use the following code into the php page
session_set_cookie_params(0,"/",".example.com",FALSE,FALSE);
setcookie(session_name(), session_id(),0,"/","example.com");
session_start();
finally change the default session name of the subdomain and remove the default cookie in subdomain's core functions file like:
/*default session name*/
session_name("mysession");
/*remove the PHPSESSID and default session name from subdomain's cookie*/
setcookie( "mysession", "",1,"/" );
setcookie( "PHPSESSID", "",1,"/" );
if you continue with using your cookie name as PHPSESSID ,just remove all the functions with
"mysession" string like session_name('mysession'), setcookie( "mysession", "",1,"/" );
then check your browser's existing cookies, just remove all the cookies of domain and subdomain, and repeat the process.