c Birkhäuser Verlag, Basel, 2003

NoDEA
Nonlinear differ. equ. appl. 10 (2003) 57–72
1021–9722/03/010057–16
DOI 10.1007/s00030-003-1023-4

Flow-invariant closed sets with respect to nonlinear

semigroup flows
V. BARBU
“AL. I. CUZA” University of Iasi
6600 Iasi, Romania
N. H. PAVEL
Ohio University
Department of Mathematics
Athens, Ohio 45701, USA
e-mail: npavel@math.ohiou.edu

Abstract. A general result on the flow-invariance of a closed subset with

respect to a differential equation associated with a nonlinear semigroup gen-
erator on Banach spaces is given. Applications to the flow-invariance of con-
trolled flux sets (including the Enstrophy and Helicity sets) with respect to
semilinear parabolic equations and Navier-Stokes equations are given.
Key words: Nonlinear semigroup generators, flow invariant sets, tangential
(contingent) cones, divergence, gradients, curl, Sobolev spaces, Enstrophy
and Helicity sets, Navier-Stokes equations.

1 Introduction
In the first part of this paper (Section 2) a general result on the flow invariance
of a closed subset K of a Banach space X with respect to a differential equation
is given (Theorem 2.1). Recall that K is said to be a flow invariant set with
respect to a differential equation y
= Ay, if every solution y starting in K (i.e.
y(0) = x ∈ K) remains in K as long as it exists in the future (i.e. y(t) ∈ K, for
all t ≥ 0, t in the domain of y), for all x ∈ K. In our cases here, we are using the
strong solutions, so actually we deal with the flow invariance of K ∩ D(A). Note
that the existing results on this topic are not applicable to our cases treated here.
Indeed, the general result of R.H. Martin Jr. [7] requires the right hand side A
of (2.9) to be continuous and dissipative on K. None of these key conditions (on
58 V. Barbu and N.H. Pavel NoDEA

A) are required here. In our Theorem 2.1, A is a nonlinear semigroup generator

in the sense of Crandall-Liggett formula (2.4). We present three applications of
Theorem 2.1. The first one to the invariance of a flux constraint subset K given by
(3.2) and (3.7), with respect to the semilinear parabolic equation (4.1) in L2 (Ω).
The second and third applications consist in the flow invariance of the so called
Enstrophy and Helicity sets with respect to the Navier-Stokes equations
(Theorems 4.1, 5.1, and 5.2, respectively). Note also that all three subsets above
are closed in H, but not necessarily convex. A different approach to flow-invariance
of such sets with respect to Navier-Stokes equations was given by Barbu and
Sritharan [1]. Our general framework is V
→ H
→ V
algebraically and topologi-
cally with V and H real Hilbert spaces, V —densely and compactly embedded in
H, V
—the dual of V . Section 3 is devoted to the structure of the contingent cone
H
TK (f ) to K at f ∈ K in the topology of H. Therefore, applications of Theorem
2.1 are given to the semilinear equations of the form:
y
= Cy + Dy, (1.1)
where C is a C0 -semigroup generator S0 (t) in H and D is a nonlinear perturbation
of C such that C +D = A is a generator of a nonlinear semigroup S(t) as indicated
in (2.4). Recall the general results of Pavel [6] for the flow-invariance of a closed
subset K with respect to (1.1). “If D is continuous and dissipative from K ⊂ X
into X”, or “D is only continuous on K but S0 (t) is compact for t > 0”, then K
is invariant with respect to (1.1) iff:
1
d(S0 (h)x + hDx; K) → 0, as h ↓ 0 (1.2)
h
for all x ∈ K, where d(z; K) stands for the distance from z to K. Again, even this
result which is more general than Martin’s result above is not applicable to our
cases here, simply because here D is neither continuous on K nor dissipative.

2 Flow-invariance results in reflexive

banach spaces
Let X be a Banach space of norm  ·  and let X
be the dual of X. Recall that
a (possible multivalued) operator A : D(A) ⊂ X → 2X is said to be ω-dissipative
(for some ω ∈ R), if for every λ ≥ 0 with 1 − λω > 0, and for every xj ∈ D(A),
there are yj ∈ Axj , j = 1, 2 such that:
(1 − λω)x1 − x2  ≤ x1 − λy1 − (x1 − λy2 ) (2.1)
or equivalently:
y1 − y2 , J(x1 − x2 )
≤ ωx1 − x2 2 , (2.2)


where J : X → X is the duality mapping of X. If J is multivalued, one replaces
J(x1 −x2 ) in (2.2), by some x∗ ∈ J(x1 −x2 ). Suppose in addition to the inequality
Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 59

(2.1) the following range condition holds

D(A) ⊂ R(I − λA), (2.3)
for all sufficiently small λ > 0 (precisely, for λω < 1). The fundamental result on
the generation of nonlinear semigroups SA (t) = S(t) is the following one (known as
the exponential formula of Crandall-Liggett [10]). Let A be ω-dissipative (i.e. (2.1)
holds) satisfying the range condition (2.3). Then

−n
t
lim I − A x = S(t) ∈ D(A) (2.4)
n→∞ n

for all x ∈ D(A) and t ≥ 0. Moreover S(t)x − S(t)y ≤ etω x − y, ∀t ≥ 0,

x, y ∈ D(A), S(t + s) = S(t)S(s), S(0) = I—the identity on X, limt↓0 S(t)x = x,
∀x ∈ D(A), S(t)x−S(s)x ≤ |t−s||Ax| exp(2ω0 (t+s)), t, s ≥ 0, for all x ∈ D(A),
where ω0 = max{0, ω} and |Ax| = inf{y, y ∈ Ax}. If s → S(s)x is differentiable
at s = t, then u(t) = S(t)x ∈ D(A) and it is the only (strong) solution to the
Cauchy problem
u
(t) = Au(t), u(0) = x, x ∈ D(A), t≥0 (2.5)
In our example applications here, the following hypotheses are fulfilled.
1. (H1) For every x ∈ D(A), t → S(t)x is differentiable at every t ≥ 0. So:
S(h)x − x
S(t) : D(A) → D(A); lim = Ax, ∀x ∈ D(A) (2.5)

h↓0 h
and u(t) = S(t)x is the only strong solution to the problem (2.5). Let K be
a closed subset of X. The basic hypotheses on the relationship between A
and K are given below:
2. (H2) The projection PK (y) on K exists for all y ∈ D(A). Moreover,
PK (D(A)) ⊂ D(A) ∩ K. (2.6)

This means, that for every y ∈ D(A), there is y0 = PK (y) ∈ D(A) ∩ K such that
the distance d(y; K) from y to K satisfies
d(y; K) = inf{y − z, z ∈ K} = y − y0  = d(y; K ∩ D(A)) (2.7)
for some y0 ∈ K ∩ D(A). Recall also the definition of the tangential (contingent)
cone TK (x) to K at x ∈ K in the sense of Bouligand [4, Ch. 1]
 
1
TK (x) = v ∈ X, lim d(x + hv; K) = 0
h↓0 h

= {v ∈ X; ∃r(h) ∈ X with r(h) → 0 as h ↓ 0 and x + h(v + r(h)) ∈ K} (2.8)

Note that TK (x) is a closed cone, even if K is not closed [4, p. 2]. The main result
of this section is
60 V. Barbu and N.H. Pavel NoDEA

Theorem 2.1 Suppose that A and K satisfy Hypotheses (H1) and (H2). Then a
necessary and sufficient condition for K ∩ D(A) to be a flow-invariant set with
respect to
y
= Ay, y(0) = x, x ∈ K ∩ D(A) (2.9)

is
1
lim d(x + hAx; K ∩ D(A)) = 0, ∀x ∈ K ∩ D(A). (2.10)
h↓0 h

Proof. Necessity: Suppose that the strong solution y(t) = S(t)x, of (2.9) with
x ∈ K ∩ D(A) remains in K, for all t ≥ 0. As S(t)D(A) ⊂ D(A), it follows that
actually S(t)x ∈ K ∩ D(A) so h1 d(x + hAx; K ∩ D(A)) ≤ h1 x + hAx − S(h)x =
 S(h)x−x
h − Ax → 0 as h ↓ 0, so (2.10) is a necessary condition for the flow-
invariance of K ∩ D(A) with respect to (2.9). Sufficiency: Suppose now that (2.10)
holds and prove that S(t)x ∈ K ∩ D(A) for all t > 0 and x ∈ K ∩ D(A). To this
goal, set
f (t) = d(S(t)x; K) = d(S(t)x; K ∩ D(A)). (2.11)

By hypotheses (H1) and (H2), S(t)x ∈ D(A) for t > 0 and the projection zt on
K of S(t)x exists and belongs to D(A), i.e. PK (S(t)x) = zt ∈ K ∩ D(A). This
implies f (t) = S(t)x − zt  and
 
 S(h)zt − zt 
lim  − Azt 
h↓0 h  = 0. (2.12)

We will prove that

D+ f (t) ≤ ωf (t), with f(0) = 0 (2.13)

with ω > 0 (clearly f (0) = 0). Indeed, we have

f (t + h) = d(S(t + h)x; K) ≤ S(t + h)x − z

≤ S(h)S(t)x − S(h)zt  + S(h)zt
− zt − hAzt  + zt + hAzt − z (2.14)

for all z ∈ K ∩ D(A). As (2.10) holds for all x = zt ∈ D(A) ∩ K (by hypothesis),
(2.14) yields

f (t + h) − f (t) eωh − 1 S(h)zt − zt

≤ f (t) +  − Azt 
h h h
1
+ d(zt + hAzt ; K ∩ D(A))
h
for all h > 0, which yields (2.12). But (2.13) implies f (t) ≡ 0 for t > 0, so
S(t)x ∈ K for all t ≥ 0 and x ∈ K ∩ D(A). The proof is complete.

Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 61

Remark 2.1 Under the hypotheses of Theorem 2.1, the tangential condition
(2.10) is equivalent to
1
lim d(x + hAx; K) = 0, ∀x ∈ K ∩ D(A). (2.10)

h↓0 h

Indeed, d(y; K) ≤ d(y; K ∩ D(A)), so (2.10) implies (2.10)
. Vice versa, (2.10)

also implies S(t) : K ∩ D(A) → K ∩ D(A) as, with the same proof as above,
f (t) = d(S(t)x; K) = 0. In other words, (2.10)
implies the flow-invariance of
K ∩ D(A) with respect to (2.9), so it implies (2.10). Equivalently
Ax ∈ TK (x) iff Ax ∈ TK∩D(A) (x). (2.15)
The following simple known lemma will be useful in the next section.

Lemma 2.1 Let X be a real Hilbert space of inner product ·, ·

and let φ : X → R
be a Frechét differentiable functional. Consider the closed set:
K = {f ∈ X; φ(f ) ≤ 0}. (2.16)
Then the tangent cone TK (f ) to K at f ∈ K is given by:

X, if φ(f ) < 0
TK (f ) = (2.17)
{v ∈ X; φ
(f ), v
≤ 0} = Mf , if φ(f ) = 0.
Proof. It is easy to check that TK (f ) ⊂ Mf . Vice versa, the interior Mf0 of
Mf is:
Mf0 = {v ∈ X; φ
(f ), v
< 0} ⊂ TK (f ).
This is because v ∈ Mf0 implies f + tv ∈ K for all t > 0 sufficiently small, which
is easy to check. Taking into account that the closure M̄f0 = Mf and that TK (f )
is closed, we get Mf ⊂ TK (f ), which completes the proof.

3 Flow-invariance of controlled flux sets

This section is devoted to several consequences of Theorem 2.1 to the case X =
H—a real Hilbert space of norm | · | and inner product ·, ·
, and K ⊂ V , with
K—closed in H. Moreover, we assume that
V
→ H
→ V
(3.1)
algebraically and topologically, and the embedding of V in H is dense and compact
(i.e. the bounded subsets in V are relatively compact in H). V
is the dual of
V , and H
is identified with H. Denote by PK H
(y) the projection of y on K in
V H
(the norm of) H, and by TK (x) and TK (x) the tangential cones of K at x ∈ K
in V and H, respectively. Denote by  ·, ·  and  ·  the inner product and the
norm of V , respectively. Let also A : D(A) ⊂ H → H satisfy (2.1)+(2.3). Denote
by S(t) = etA the semigroup generated by A (see (2.4)). The basic hypotheses of
this section are:
62 V. Barbu and N.H. Pavel NoDEA

(C3.1) K is a subset of V , which is closed in H. Every subset of K which is

bounded in H is bounded in V , too.
H
(C3.2) PK (D(A)) ⊂ D(A).
H
(C3.3) Ax ∈ TK (x), ∀x ∈ K ∩ D(A), i.e. Ax is tangent (in H) to K at x, in
the sense of (2.8).
We first note that under (C3.1), the projection of y on K exists, i.e. there is
y0 ∈ K, such that d(y; K) = |y − y0 |. This is because the minimizing sequence
zn ∈ K; limn→∞ |y−zn | = d(y; K) is bounded in H so by (C3.1) is also bounded in
V , so it is relatively compact in H, i.e. zn contains convergent subsequences znk
H
in H. Say znk → y0 . Then PK (y) = y0 . A direct consequence of Theorem 2.1 is

Corollary 3.1 Under Hypotheses (C3.1)–(C3.3), (H1), K ∩D(A) is a flow invari-

ant set with respect to y
= Ay (i.e., etA x ∈ K ∩ D(A), ∀x ∈ K ∩ D(A)). Hypothe-
ses (C3.1) and (C3.2) are satisfied in the case of subsets of the form

K = {f ∈ V ; f 2 ≤ ϕ(|f |2 ) + ρ} = {f ∈ V ; φ(f ) ≤ 0} (3.2)

where
φ(f ) = f 2 − ϕ(|f |2 ) − ρ, ρ≥0 (3.3)
and
ϕ ∈ C 1 (R+ ), ϕ(0) = 0, ϕ
(r) ≥ 0, ∀r ∈ R+ . (3.4)
Clearly, K is not necessarily convex. In applications to heat propagation, we will
use
V = H01 (Ω) H = L2 (Ω), V
= H −1 (Ω) (3.5)
Here Ω ⊂ Rn , is a bounded open subset with smooth boundary Γ = ∂Ω. In this
case
f  = |∇f | = | gradf |L2 (Ω) (3.6)
so K represents a constraint on the flux q = ∇f , i.e,̇
 
  
2 2
K = f ∈V; q (x) dx ≤ ϕ e (x) dx + ρ (3.7)
Ω Ω

where e(x) = f (x) is regarded as the energy of the flow f = f (x), in Ω. In order to
H
verify the tangential condition (C3.3) we need to find the tangential cone TK (f )
to K as in (3.2) at f ∈ K, in the norm of H. Precisely, this is given by:

Lemma 3.1


H, if φ(f ) < 0

H H, if φ(f ) = 0 and f ∈ ¯ D(J)
TK (f ) =
2 (3.8)

{v ∈ H; −J(f ) + ϕ (|f | )f, v
≥ 0} ≡ MfH ,

if φ(f ) = 0 and f ∈ D(J).
Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 63

Here J is the duality mapping of V (the canonical isomorphism from V into V
),

so  f, v = Jf, v
, for f ∈ D(J), and
η, v
>= J −1 η, v , for η ∈ H, and v ∈ V , where:

D(J) = {f ∈ V ; J(f ) ∈ H}. (3.9)

Clearly, in the case of V = H01 (Ω) and H = L2 (Ω), Lemma 3.1 becomes:

Corollary 3.2 Let

K = {f ∈ H01 (Ω), |∇f |2 ≤ ϕ(|f |2 ) + ρ} (3.10)

with ϕ as in (3.4) and φ(f ) = |∇f |2 − ϕ(|f |2 ) − ρ. Then

 2

L (Ω), if φ(f ) < 0
 2 ¯ H 2 (Ω)
L2 (Ω) L (Ω), if φ(f ) = 0 and f ∈
TK (f ) = 2
2 (3.11)

{v ∈ L (Ω), ∆f + ϕ (|f | )f, v
≥ 0},

if φ(f ) = 0 and f ∈ H 2 (Ω)

Proof. Indeed, in this case J(f ) = −∆f with D(∆) = H01 (Ω) ∩ H 2 (Ω). Clearly,
¯ H 2 (Ω) means f ∈
in this case, f ∈ K and f ∈ ¯ D(∆).

Remark 3.1 In the proof of Lemma 3.1 it is essential to observe that:

V H
TK (f ) ⊂ TK (f ), ∀f ∈ K. (3.12)

This is because (with the notations in (2.8)) r(h) → 0 in V implies r(h) → 0

in H, as h ↓ 0. Now, with K as in (3.2), it follows from Lemma 2.1 that:

V V, if φ(f ) < 0
TK (f ) = (3.13)
{v ∈ V ;  f, v  −ϕ
(|f |2 ) f, v
≤ 0} = MfV if φ(f ) = 0

Indeed, φ is continuous from V into R and

 φ
(f ), v = f, v  −ϕ
(|f |2 ) f, v

(3.14)

so (3.13) follows from (2.17).

Proof of Lemma 3.1: If φ(f ) < 0, then by (3.12) and (3.13) we have

V H
V = TK (f ) ⊂ TK (f ) ⊂ H. (3.15)
64 V. Barbu and N.H. Pavel NoDEA

H H
This, the density of V in H and the fact that TK (f ) is closed in H, yield TK (f ) =
H. If φ(f ) = 0 and f ∈
¯ D(J), then

Mf0 = {v ∈ V ;  f, v  −ϕ
(|f |2 ) f, v

= 0}
= {v ∈ V ;  f − ϕ
(|f |2 )J −1 (f ), v = 0} (3.16)

is dense in H. Indeed, if by contradiction, this were not the case, then the closure
M̄f0 would be strictly included in H. This implies the existence of an η ∈ H, η = 0
with η orthogonal on M̄f0 , i.e. η, v
= 0, for all v ∈ Mf0 , so  J −1 (η), v = 0,
∀v ∈ Mf0 . This and (3.16) (the orthogonal space of Mf0 is one dimensional) imply
that
f − ϕ
(|f |2 )J −1 (f ) = tJ −1 (η), for some t ∈ R
so f ∈ D(J), which is absurd. On the other hand, in view of (3.13)

Mf0 ⊂ MfV = TK
V H
(f ) ⊂ TK (f ) ⊂ H
H
which implies TK (f ) = H for φ(f ) = 0 and f ∈¯ D(J). Finally, if f ∈ D(J), than
we can replace  f, v  = J(f ), v
in (3.13) so for φ(f ) = 0 and f ∈ D(J),
V
TK (f ) = {v ∈ V ; −J(f ) + ϕ
(|f |2 )f, v
≥ 0} ⊂ TK
H
(f )

which yields MfH ⊂ TK H H

(f ). For proving the converse inclusion let v ∈ TK (f ), i.e.
there is r(t) → 0 in H as t ↓ 0 such that f + t(v + r(t)) = f + tvt ∈ K, with
vt = v + r(t) → v in H and vt ∈ V as f ∈ V . We derive (for φ(f ) = 0)  f, vt ≤
ϕ
(|f |2 ) f, vt
+α(t) with α(t) → 0 as t ↓ 0 and f, vt= J(f ), vt
which implies
J(f ), v
≤ ϕ
(|f |2 ) f, v
i.e. TK
H
(f ) ⊂ MfH and the proof is complete.

4 Flow-invariant sets for parabolic

semilinear equations
Consider the following perturbed heat equation in L2 (Ω) :

yt (t, x) = ∆y(t, x) + F (y(t, x)), in R+ × Ω

y(t, x) = 0, on R+ × ∂Ω, y(0, x) = f (x) in Ω. (4.1)

Setting y(t, x) = (y(t))(x), (F (f ))(x) = F (f (x)) the problem (4.1) can be written
in L2 (Ω) as usual

y
(t) = ∆y(t) + F (y(t)), t ∈ R+ , y(0) = f (4.2)

with D(∆) = H01 (Ω) ∩ H 2 (Ω). The hypotheses under which the set K (actually
K ∩ D(∆)) given by (3.10) is invariant with respect to the semilinear parabolic
Equation (4.2) are the following:
Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 65

H(4.1) F : R → R is of class C 1 and in addition: F
(s) ≤ −ω < ∞, −γs2 ≤

sF (s), s ∈ R for some ω ≥ 0 and γ > 0.
H(4.2) The function ϕ in the definition of K (in (3.10)) satisfies

ϕ ∈ C 1 (R+ ), ϕ
(r) ≥ 0, for r ≥ 0; ϕ(0) = 0

γrϕ
(r) ≤ (ϕ(r) + ρ)δ, r ≥ 0

where 0 < δ < λ1 + ω − supr≥0 ϕ
(r), and λ1 is the first eigenvalue of −∆.

Remark 4.1 Let us note that H(4.2) yields

λ1 + ω > δ + sup ϕ
(r) ≥ δ + ϕ
(r)

r≥0

i.e.
λ1 + ω − ϕ
(r) ≥ δ > 0. (4.3)

Remark 4.2 The condition F
(s) ≤ −ω < ∞ implies that A = ∆ + F is a

semigroup generator as indicated in (2.5)
(cf [5]).

Theorem 4.1 Suppose that Hypotheses H(4.1)–H(4.2) are fulfilled. Then the set
K ∩ D(∆) (with K given by (3.10)) is a flow-invariant set with respect to the
semilinear parabolic Equation (4.2).

Proof. Let f ∈ K ∩ D(∆). Taking into account the structure of the tangent cone
L2 (Ω)
TK (f ) (see (3.11)) and the Remark in (2.15), the only fact it remains to be
verified is the inequality (3.11) with v = ∆f + F (f ), i.e.

E(f ) = ∆f + ϕ
(|f |2 )f, ∆f + F (f )

≥ 0 (4.4)

for φ(f ) = f 2 − ϕ(|f |2 ) − ρ = 0. Indeed, we have

E(f ) = |∆f |2 + ∆f, F (f )

+ ϕ
(|f |2 )(−f 2 + f, F (f )
) (4.5)

as f, ∆f
= −|∇f |2 = −f 2 . Moreover, by Poincare inequality:
λ1 |f |2 ≤ f 2 , so

1 
f 2 ≤ |f | |∆f | ≤ √ f  |∆f |, i.e.|∆f | ≥ λ1 f . (4.6)
λ1

On the other hand, by H(4.1) and Green formula,


∆f, F (f )
= − |∇f |2 F
(f (x)) dx ≥ ωf 2 (4.7)
Ω
66 V. Barbu and N.H. Pavel NoDEA

and f, F (f )
≥ −γ|f |2 . Set also r = |f |2 . Then (4.5) and H(4.2) yield:

E(f ) ≥ (λ1 + ω − ϕ
(r))f 2 − γrϕ
(r)

= (λ1 + ω − ϕ
(r))(ϕ(r) + ρ) − γrϕ
(r))
≥ δ(ϕ(r) + ρ) − γrϕ
(r) ≥ 0

which completes the proof.

δ
Remark 4.3 A nonconvex function satisfying H(4.2) is ϕ(r) = γ ln(1+r), r ≥ 0,
γ(ω+λ1 )
with 0 < δ ≤ 1+γ . For F = 0 we have ω = γ = 0, so

E(f ) ≥ (λ1 − ϕ
(r))f 2

which is satisfied for ϕ
(r) ≤ λ1 . In this case we can take ϕ(r) = λ1 ln(1 + r),
r ≥ 0.

5 Flow invariance for Navier-Stokes equation

We will discuss the invariance of Enstrophy and Helicity sets with respect to the
Navier-Stokes system:

yt − ν∆y + (y · ∇)y = ∇p, in (0, T ) × Ω

∇ · y = divy(t, x) = 0, in (0, T ) × Ω

y(0, x) = y0 (x), in Ω; y(t, x) = 0, on (0, T ) × ∂Ω, (5.1)

where Ω is a bounded domain of Rn , with smooth boundary ∂Ω, y0 ∈ (L2 (Ω))n .
∂
∇ = ( ∂x 1
, . . . , ∂x∂n ) is the gradient operator, and η(x) = (η1 , . . . , ηn ) is the out-
ward normal to ∂Ω at x ∈ ∂Ω, ν is positive and p = p(t, x) is the pressure [1].
The basic functional spaces are

V = {y ∈ (H01 (Ω))n , div y(x) = 0 in Ω} (5.2)

H = {y ∈ (L2 (Ω))n , div y(x) = 0 in Ω, y(x) · η(x) = 0, on ∂Ω}. (5.3)

For y ∈ (H 1 (Ω))n , y = (y1 , . . . , yn ), by definition
2
∇y = (∇y1 , . . . , ∇yn ) ∈ (L2 (Ω))n ,

∆y = (∆y1 , . . . , ∆yn ). (5.4)

Denote by
 ·, · ,  · , ·, ·
, |·| (5.5)
Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 67

the inner products and norms in V and H, respectively. Finally, (y · ∇)y is the
following n-component function of (L2 (Ω))n

(y · ∇)y = (y · ∇y1 , . . . , y · ∇yn ) (5.6)

with
n
 ∂yk
y · ∇yk = yj yk,j , yk,j = , k = 1, . . . , n. (5.7)
j=1
∂xj

Recall also the formula of “integration” by parts:

  
∇f · ydx = f y · ηdσ − f div ydx, f ∈ H 1 (Ω), y ∈ (H 1 (Ω))n (5.8)
Ω ∂Ω Ω

view of (5.8), the gradient ∇p(t, x) (with respect to x) is orthogonal on H

In
( Ω ∇p(t, x) · y = 0 for all y ∈ H, with p(t) ∈ H 1 (Ω), (p(t))(x) = p(t, x)). There-
fore, multiplying formally (5.1) by w ∈ V , in the sense of the inner product of H,
we also have ∇p(t), w
= 0, so (5.1) can be represented in H as:

y
+ νAy + By = 0, ν > 0, t ∈ (0, T); y(0) = y0 , (5.9)

where
(By, w) = b(y, y, w), ∀y, w ∈ V (5.10)
with
n 
 
b(y, z, w) = yi Di zj wj dx = yi zj,i wj dx (5.11)
i,j=1 Ω Ω

and A ∈ L(V, V
), with

n 

Au, v
= ∇ui · ∇vi dx, ∀u, v ∈ V (5.12)
i=1 Ω

see [1]. In order to show that νA + B is a semigroup generator, one proceeds by

the quantization(truncation) of B, i.e.

By, if y ≤ N, y ∈ D(A)
BN (y) = N 2 (5.13)
y2 By, if y > N, y ∈ D(A)

It follows that for α = αN sufficiently large, νA + BN + αN I is m-accretive in H

(see [1]). Therefore, for y0 ∈ D(A), the Cauchy problem


yN + νAyN + BN (yN ) = 0, t ∈ (0, T ); yN (0) = y0 (5.14)

has a unique solution

yN ∈ W 1,∞ ([0, T ]; H) ∩ L∞ (0, T ; D(A)).

68 V. Barbu and N.H. Pavel NoDEA

Moreover, by standard estimates (see [9], [11], [1]) there is an interval T ∗ with
T ∗ = T ∗ (y0 ) < T if n = 3, and T ∗ = T if n = 2, such that
yN (t) ≤ N, ∀t ∈ [0, T ∗ ]
for N sufficiently large. This means that y = yN satisfies BN (yN ) = By, so y = yN
is the strong solution to (5.9). In other words it suffices to check the condition of
Theorem 2.1, with −νA − BN in place of A. In what follows we shall assume that
n = 2, 3.

5.1 Flow invariance of the enstrophy sets

Let K be so called the Enstrophy set [1].
K = {f ∈ V, |∇ × f |2 ≤ ϕ(|f |2 ) + ρ}, ρ>0 (5.15)
where ∇ × f = curlf (x). It is true (although not immediate!) that the (L2 (Ω))n
norm of curlf , satisfies
|∇ × f | = |∇f | = f . (5.16)
H
The tangent cone TK (f ) is given by (3.8) with J(f ) = Af . Clearly, K is closed
in H. Therefore, the invariance of K ∩ D(A) is equivalent to the tangency of
v = −νAf − BN f to K to K ∩ D(A), i.e. to the inequality in (3.8), i.e.
E(f ) = Af − ϕ
(|f |2 )f, νAf + BN f
≥ 0 (5.17)
2 2 2 2
with f ∈ D(A) ∩ K, f  = |∇f | , f  − ϕ(|f | ) − ρ = 0. Indeed, E(f ) can be
estimated as follows:
E(f ) = ν|Af |2 + Af , BN f
− νϕ
(|f |2 ) Af , f
(5.18)
as BN f, f
= 0 due to Bf , f
= b(f, f, f ) = 0 (as b(f, g, w) = −b(f, w, g)).
Similarly to inequalities in (4.6),
1
f 2 ≤ |Af |2 , Af , f
= f 2 (5.19)
λ1
where λ1 is the first eigenvalue of A. Finally
BN f, Af
≤ | Bf , Af
| = |b(f, f, Af )| ≤ cf |Af |2 (5.20)
2
for some c > 0. Therefore, with r = |f | , we have
ν

E(f ) ≥ (ν − cf  − ϕ (r))|Af |2 ≥ 0 (5.21)
λ1
if
ν

ν− ϕ (r) − c(ϕ(r) + ρ)1/2 ≥ 0 (5.22)
λ1
as f  = (ϕ(r) + ρ)1/2 . To conclude, we have proved the following result on the
invariance of K in (5.15).
Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 69

Theorem 5.1 Let ϕ : R+ → R+ be of class C 1 (R+ ), and


λ−1

1 ϕ (r) + cν
−1
ϕ(r) + ρ ≤ 1 (5.23)
where λ1 is the first eigenvalue of A, and c > 0 is the best constant in (5.20). Then
the subset K ∩ D(A) is flow invariant with respect to the Navier-Stokes Equa-
tion (5.9). In particular, for ϕ = 0, the positive constant ρ in the definition of
K (given as in (5.15)) is restricted to 0 < ρ ≤ ν 2 c−2 , and it implies the flow-
invariance of
Kρ = {f ∈ V ; |∇ × f |2 ≤ ρ}.

5.2 Flow invariance of helicity sets

With the same technique as in the previous subsection, let us study the invariance
of the “Helicity Set” (see [1], [8])
  2  
 
 
K = f ∈ V ;  f (x) · ∇ × f (x)dx + λ 2 2
|∇f (x)| dx ≤ ρ 2
(5.24)
Ω Ω

where ∇ × f = curl f . The helicity set has an important role in fluid mechanics
and in particular it is an invariant set of Euler’s Equation ([8]). With the previous
notations, K can be written as:
K = {f ∈ V ; φ(f ) = f, curl f
2 + λ2 f 2 − ρ2 ≤ 0} (5.25)
where λ and k are positive constants. Clearly, K is closed in H. Set ϕ(f ) =
f, curlf
. Taking into account that
y, curl v
= curl y, v
, y, v ∈ V, (5.26)
J(f ) = Af , and
φ
(f ), v
= 4ϕ(f )curl f, v
+ 2λ2  f, v  (5.27)
for v ∈ V , we derive as in the case of (3.8) (as  f, v = Af, v
for f ∈ D(A))

H, if φ(f ) < 0
H
TK (f ) = H, if φ(f ) = 0, f ∈ ¯ D(A)

{v ∈ V ; −λ2 Af − 2ϕ(f )curl f, v
≥ 0}if φ(f ) = 0, f ∈ D(A).
(5.28)
Therefore, the only fact we have to check for the invariance of K, is the last
inequality in (5.28) with v = −νAf − BN f , i.e.
E(f ) = λ2 Af + 2ϕ(f )curl f, νAf + BN f
≥ 0 (5.29)
for φ(f ) = 0 and f ∈ D(A). First let’s note that (5.25) (i.e. the definition of K)
implies
|ϕ(f )| = | f, curl f
| ≤ ρ.
70 V. Barbu and N.H. Pavel NoDEA

We also have (see (5.20))

λ2 | Af, BN (f )
| ≤ λ2 cf |Af |2 ≤ cλρ|Af |2
BN f, curl f
≤ |b(f, f, curl f )| = 0
−1/2
|2ϕ(f ) curl f, νAf
≤ 2ρν|Af |f  ≤ 2ρνλ1 |Af |2 (5.30)
1/2
due to (5.19) and |curl f | = f  ≤ λ1 |Af
|. Combining these inequalities, we
clearly get
−1/2
E(f ) ≥ (λ2 ν − λcρ − 2ρνλ1 )|Af |2 . (5.31)
Thus, if
−1/2
λ2 ν ≥ λcρ + 2ρνλ1 , (5.32)
H
we have E(f ) ≥ 0, i.e. −νAf − BN f ∈ TK (f ). Therefore we have proved:

Theorem 5.2 Suppose that (5.32) holds. Then the helicity set defined in (5.24)
is a flow invariant set with respect to the abstract Navier-Stokes equation (5.9).
More precisely, the solutions starting in K ∩ D(A) remain in K ∩ D(A) as long
as they exist in the future.
The formula b(f, f, curl f ) = 0 in (5.30) is perhaps known. It is closely
related to the fact that the helicity set (with λ = 0) is invariant for Euler’s
equation but it does not follow from this known property. As we don’t have a
reference for it, we will sketch its proof in Appendix.

Appendix
Proof of the formula
b(y, y, curl y) = 0, ∀v ∈ V. (1.1)
By the definition of b(y, z, w) in (5.11), we have
 3 
b(y, y, curl y) = yi yj,i (curl y)j (1.1)

i.j=1 Ω

∂y
where yj,i = ∂xji , and wj is the j-th component of w and dx is omitted! Replacing
the components of the curly in (1.1)
, rearranging the terms as indicating below
one observes that the six terms
yi1 yi2 ,i1 yi3 ,i1 − yi1 yi2 ,i1 yi3 ,i1 = 0 (1.2)
cancel each other, where i1 i2 i3 has the following values: 123, 231, 312 (the circular
permutations of the group 1 2 3). Thus (1.1) becomes:

b(y, y, curl y) = yi1 yi1 ,i1 (yi3 ,i2 − yi2 ,i3 )dx
Ω

+ (yi1 yi1 ,i3 yi2 ,i1 − yi3 yi2 ,i3 yi3 ,i1 )dx (1.3)
Ω
Vol. 10, 2003 Flow-invariant closed sets with respect to nonlinear semigroup flows 71

over the above three groups of circular permutations of 1 2 3. But the divergence
of y is zero, i.e. y1,1 = −y2,2 − y3,3 . Replacing y1,1 by −y2,2 − y3,3 in (1.3) and
integrating conveniently by parts (using the formula)
 
∂f ∂y
ydx = − f dx, f, g ∈ H01 (Ω)
Ω ∂xi Ω ∂xi

we see that
  
y2 y2,2 y1,3 = y2 y2,3 y1,2 = − y1 (y2 y2,32 + y2,2 y2,3 )
Ω Ω Ω

∂ 2 y2
as y2,32 = y2,23 = ∂x2 ∂x3 (dx is omitted!). Similarly (by permutations!)
 
y3 y3,3 y2,1 = y3 y3,1 y2,3 .
Ω Ω

Moreover:  
y2 y2,1 y3,2 = y2 y2,2 y3,1
Ω Ω

(and by permutation) Ω y3 y3,2 y1,3 = Ω y3 y3,3 y1,2 . After the above cancellations,
it remains:
b(y, y, curl y)

= [−y1 y3,2 (y2,2 + y3,3 ) + y1 y2,3 (y2,2 + y3,3 ) + y1 y1,3 y2,1 − y1 y3,1 y1,2 ]
Ω 
= (y1 y3,2 y1,1 − y1 y3,1 y1,2 ) + (y1 y1,3 y2,1 − y1 y2,3 y1,1 )
Ω Ω

(as y2,2 + y3,3 = −y1,1 ). Integrating by parts it follows that each of the above two
terms are zero! Precisely:
  
y1 y1,1 y3,2 = y1 y1,2 y3,1 = − y3 (y1 y1,21 + y1,1 y1,2 )
Ω Ω Ω
  
y1 y1,3 y2,1 = y1 y2,3 y1,1 = − y2 (y1 y1,31 + y1,1 y1,3 ).
Ω Ω Ω
q.e.d. Here we have used the equality of the mixed derivatives yi,jk = yi,kj , i.e,̇
we have used y ∈ (C 2 (Ω))n . However, by density arguments (1.1) follows for all
v ∈V.

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trollers for the Navier-Stokes equation, J. Math. Anal. Appl. (to appear).
[2] N.H. PAVEL, Invariant sets for a class of semilinear equations of evolutions,
Nonlinear Anal. TMA 1 (1977), 187–196.
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[3] H. BREZIS, On a characterization of flow-invariant sets, Comm. Pure Appl.

Math. 23 (1970), 261–263.

[4] D. MOTREANU, N.H. PAVEL, Tangency, flow invariance and optimization

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[7] R.H. MARTIN, Differential equations on closed subsets of a Banach space,

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