Expert Systems with Applications 40 (2013) 953957

Contents lists available at SciVerse ScienceDirect

Expert Systems with Applications

journal homepage: www.elsevier.com/locate/eswa

An algorithm for the solution of second order fuzzy initial value problems
. Akn a,, T. Khaniyev b, . Oru a, I.B. Trks en b,c
a

tz, Ankara, Turkey TOBB Economics and Technology University, Faculty of Arts and Sciences, Department of Mathematics, 06530 Sg tz, Ankara, Turkey TOBB Economics and Technology University, Department of Industrial Engineering, 06530 Sg c Department of Mechanical and Industrial Engineering University of Toronto, Toronto, Ontario, Canada
b

a r t i c l e

i n f o

a b s t r a c t
In this paper, we state a fuzzy initial value problem of the second order fuzzy differential equations. Here we investigate problems with fuzzy coefcients, fuzzy initial values and fuzzy forcing functions. We propose an algorithm based on alpha-cut of a fuzzy set. Finally we present some examples by using our proposed algorithm. 2012 Elsevier Ltd. All rights reserved.

Keywords: Alpha-cut operation Fuzzy number Fuzzy initial value Fuzzy initial value problem Fuzzy differential equations

1. Introduction The term fuzzy differential equation was coined in 1978 by Kandel and Byatt (1978). There are many suggestions to dene a fuzzy derivative. One of the earliest was to generalize the Hukuhara derivative of a set-valued function. This generalization was made by Puri and Ralescu (1983) and studied by Kaleva (1987). It soon appeared that the solution of fuzzy differential equation interpreted by Hukuhara derivative has a drawback: it became fuzzier as time goes. Hence, the fuzzy solution behaves quite differently from the crisp solution. To alleviate the situation, Hllermeier (1997) interpreted fuzzy differential equation as a family of differential inclusions. The main shortcoming of using differential inclusions is that we do not have a derivative of a fuzzy numbervalued function. There is another approach to solve fuzzy differential equations which is known as Zadehs extension principle (Misukoshi, Chalco-Cano, Romn-Flores, & Bassanezi, 2007; Oberguggenberger & Pittschmann, 1999), the basic idea of the extension principle is: consider fuzzy differential equation as a deterministic differential equation then solve the deterministic differential equation. After getting deterministic solution, the fuzzy solution can be obtained by applying extension principle to deterministic solution. But in Zadehs extension principle we do not have a derivative of a fuzzy number-valued function either. In Bede and Gal (2005) and Bede, Rudas, and Bencsik (2007), strongly generalized derivative concept was introduced. This concept allows us to solve the mentioned shortcomings and in Khastan, Bahrami, and Ivaz (2009) authors studied higher order fuzzy differential equations with strongly generalized derivative concept. Recently, Gasilov, Amrahov, and Fatullayev (2011) proposed a new method to solve a fuzzy
Corresponding author. Tel.: +90 3122924144.
E-mail address: omerakin@etu.edu.tr (. Akn). 0957-4174/$ - see front matter 2012 Elsevier Ltd. All rights reserved. http://dx.doi.org/10.1016/j.eswa.2012.05.052

initial value problem for the fuzzy linear system of differential equations based on properties of linear transformations. But they used fuzzy bunch of functions instead of fuzzy number valued functions. In this paper we propose a new algorithm based on analysis of crisp solution. We establish a synthesis of crisp solution of fuzzy initial value problem and the method proposed in Kaleva (1987) to solve fuzzy initial value problem. To do this rstly we remained the following basic concepts from fuzzy arithmetic and fuzzy calculus. 2. Basic concepts A fuzzy set A in a universe set X is a mapping A(x): X ? [0, 1]. We think A as assigning to each element x 2 X a degree of membership, 0 6 A(x) 6 1. Let us denote by F the class of fuzzy subsets of the real axis A(x): X ? [0, 1], satisfying the following properties:  A is convex fuzzy set, i.e. A(rk + (1 k)s) P min[A(r), A(s)], k 2 [0, 1] and r, s 2 X;  A is normal, i.e. $x0 2 X with A(x0) = 1;  A is upper semicontinuous, i.e Ax0 P limx!x Ax; 0  A0 suppA fx 2 Rjlx P 0g is compact, where A denotes the closure of A. Then F is called the space of fuzzy numbers. If A is a fuzzy set, we dene [A]a = {x 2 XjlA(x) P a} the a-level (cut) set of A, with 0 < a 6 1. For u; v 2 F and k 2 R the sum u v and the product k  u are dened by [u v]a = [u]a + [v]a, [k  u]a = k[u]a, "a 2 [0,1]. Additionally u v = v u, k  u = u  k. Also if u 2 F  a ; 8a 2 0; 1. Let then a-cut of u denoted by ua ua ; u a v  a jg D : F F ! R [ f0g; Du; v supa20;1 maxfjua v a j; ju be the Hausdorff distance between fuzzy numbers, where

954

. Akn et al. / Expert Systems with Applications 40 (2013) 953957

 a and v a v a ; v  a . The following properties are wellua ua ; u known (Gal, 2000; Wu & Gong, 2001).  Du w; v w Du; v ; 8u; v ; w 2 F  D(k  u, k  v) = jkjD(u, v), "k 2 R and u; v 2 F  Du v ; w e 6 Du; w Dv ; e; 8u; v ; w; e 2 F and F; D is a complete metric space. 3. A solution method of the fuzzy initial value problem Consider the following fuzzy initial value problem:

4. Examples Example 4.1. Consider following second order fuzzy initial value problem

~y ~; ~00 t c 1

~; y0 0

~ y0 0 1
a

4:1

~ a 1; 1 a; 1 ~ a where a-cut set of initial values are 0 a ~ a; 2 a and a-cut set of coefcient is 1 1; 2 a and a-cut ~a a 1; 3 a. Now, before solving FIVP set of forcing term is c let us solve crisp problem corresponding to (4.1), to analyze behavior of solution. The crisp problem is

8 ~y ~y ~00 t b ~0 t ~ ~t e > cy F t <a ~ yt 0 u > : 0 ~ y t 0 v

y00 t 2; 3:1

y0 0;

y0 0 1

4:2

~; ~ ~; b ~; v ~t are fuzzy ~ are fuzzy numbers and e where a c; u F t ; y functions and their a-cut sets are as follows.

~a a1 a; a2 a; a ~a u1 a; u2 a; u
a

~a b1 a; b2 a; b ~ v 1 a; v 2 a; v
a

~ ca c1 a; c2 a;

e F t f1 t ; a; f2 t ; a;
Hence we get from (3.1):

~t a y1 t; a; y2 t; a: y

and solution for (4.2) is y(t) = t2 + t. The derivatives of crisp solution ; y0 t P 0 and for any t, are y0 (t) = 2t + 1, y00 (t) = 2. So for t P 1 2 ~ t ; y ~ 0 t ; y ~00 t the a -cut set of y y00 (t) > 0. Hence in domain t P 1 2 0 00 0 00 are y1 t; a; y2 t ; a; y1 t ; a; y2 t ; a ; y1 t ; a; y2 t ; a respec~t ; y ~0 t ; y ~00 t are the a-cut set of y tively and in domain t 6 1 2 0 00 0 00 y1 t; a; y2 t ; a; y2 t ; a; y1 t ; a ; y1 t ; a; y2 t ; a respectively. we get Now if we substitute these a-cut sets in (4.2) for t P 1 2 the following.

0 00 0 a1 a; a2 a y00 1 t ; a; y2 t ; a b1 a; b2 a y1 t ; a; y2 t ; a c1 a; c2 ay1 t ; a; y2 t; a f1 t; a; f2 t ; a
As we know from interval analysis (Kaleva, 1987)

3:2

8 00 1; 2 a y00 > 1 t ; a; y2 t ; a a 1; 3 a > < y1 0; a; y2 0; a a 1; 1 a > > : 0 y1 0; a; y02 0; a a; 2 a

so the solution for (4.3) is as follows.

4:3

0 00 0 minfa1 a; a2 a y00 1 t ; a; y2 t ; a b1 a; b2 a y1 t ; a; y2 t ; a c1 a; c2 ay1 t ; a; y2 t; ag f1 t ; a

and

8 t2 a 1 t2 ta a 1 < y1 t ; a 1 2 2 : y t ; a 1 2 2
a3 2 t a2

2 at 1 a

4:4

0 00 0 maxfa1 a; a2 a y00 1 t ; a; y2 t ; a b1 a; b2 a y1 t ; a; y2 t ; a c1 a; c2 ay1 t ; a; y2 t; ag f2 t ; a

So we have a min, max problem. It is not an easy task to determine the result of min and max operation so we propose the following method. Step 1: The problem is considered as a crisp problem and solved. Step 2: Then the behavior of the crisp solution is investigated and according to domains, the following cases come out:  Let the domain where y0 (t) P 0, y00 (t) P 0 be B1.  Let the domain where y0 (t) P 0, y00 (t) 6 0 be B2.  Let the domain where y0 (t) 6 0, y00 (t) P 0 be B3.  Let the domain where y0 (t) 6 0, y00 (t) 6 0 be B4. Step 3: After getting these domains, in fuzzy initial value problem ~ t ; y ~ 0 t ; y ~00 t are as follows, a-cut (level) set for y respectively. 00  y1 t; a; y2 t ; a; y01 t ; a; y02 t; a and y00 1 t ; a; y2 t ; a in domain B1. 00  y1 t; a; y2 t ; a; y01 t ; a; y02 t; a and y00 2 t ; a; y1 t ; a in domain B2. 00  y1 t; a; y2 t ; a; y02 t ; a; y01 t; a and y00 1 t ; a; y2 t ; a in domain B3. 00  y1 t; a; y2 t ; a; y02 t ; a; y01 t; a and y00 2 t ; a; y1 t ; a in domain B4. Step 4: Substitute the obtained a-cut sets in fuzzy initial value problem (FIVP). Therefore the fuzzy differential equation can be solved by means of a-cut set operations.

Now, in this point we must ensure that y2 t; a P y2 t; 1 y1 t; 1 P y1 t; a; y02 t; a P y02 t ; 1 y01 t ; 1 P y01 t; a and 00 00 00 y00 2 t ; a P y2 t ; 1 y1 t ; 1 P y1 t ; a. The second derivatives a3 of y1 t; a; y2 t; a are y00 t ; a a 1; y00 1 2 t ; a a2 respectively and give valid fuzzy number for every t. But y00 2 t ; 1 00 y00 1 t ; 1 2 P y2 t ; a for a 2 [0, 1]. So (4.4) cant be a fuzzy solution for (4.1) according to proposed method. Similarly we can do same process for t 6 1 have found the 2. We ~t ; y ~ 0 t ; y ~00 t as y1 t; a; y2 t ; a; y02 t ; a; y01 t; a ; a-cut set of y 00 y1 t ; a; y00 2 t ; a respectively. If we substitute these a-cut sets in (4.1) for t 6 1 2 we get the following.

8 00 1; 2 ay00 1 t ; a; y2 t ; a a 1; 3 a > < y1 0; a; y2 0; a a 1; 1 a > : 0 y2 0; a; y01 0; a a; 2 a

the solution for (4.5) is as follows.

4:5

y1 t ; a 1 t2 a 1 t2 t 2 a a 1 2 2 y2 t ; a 1 2
a3 2 t a2

at 1 a

4:6

we see that y1(t,a) and y2(t, a) represent a fuzzy number when p 2t 2 P 0 i.e. y2(t, a) P y1(t, a) when t P 2 2 2 and p t 6 22 2. The rst derivatives of y1(t, a), y2(t, a) are y01 t ; a
t2 4

a3 t a respectively and y01 t; a P y02 2 a t at; y02 t; a a2

t ; a when t 6 4 hence represent a fuzzy number for t 6 4. The seca3 00 ond derivatives y00 1 t ; a a 1, y2 t ; a a2 give fuzzy number 00 00 for every t. But y2 t ; 1 y1 t; 1 2 P y00 2 t ; a for a 2 [0, 1]. So (4.6) cant be a fuzzy solution for (4.1) according to proposed method.

. Akn et al. / Expert Systems with Applications 40 (2013) 953957

955

Example 4.2. Consider following second order FIVP

~y ~y ~0 t ; ~00 t 2 1

~; y0 0

~ y0 0 1

4:7

~ a a 1; 1 a; 1 ~ a where a-cut set of initial values are 0 a ~ 1; 2 a; 2 ~ a a; 2 a and a-cut set of coefcients are 1 a 1; 3 a. The solution of the crisp problem corresponding to e2t 1. The derivatives of crisp solution are (4.7), is yt 1 2 y0 (t) = e2t, y00 (t) = 2e2t. Therefore for any t, y0 (t) > 0 and y00 (t) > 0. ~ t ; y ~0 t ; y ~00 t are y1 t ; a; y2 t ; a; y01 t ; a; Then a-cut set of y 00 0 00 y1 t ; a; y2 t ; a respectively. If we substitute these y2 t ; a; a-cut sets in (4.7) we get the following problem.

8 a a2 1 1 > > aea1t < y1 t; a a1 a1 > 1 4 4a a2 a3t > : y2 t; a ea2 a3 a3

4:9

8 00 0 00 0 > < 1; 2 a y1 t ; a; y2 t; a a 1; 3 a y1 t; a; y2 t; a y1 0; a; y2 0; a a 1; 1 a > : 0 y1 0; a; y02 0; a a; 2 a 4:8

and the solution for (4.8) is as follows.

we must ensure that y2 t ; a P y2 t ; 1 y1 t ; 1 P y1 t ; a; 00 00 y02 t ; a P y02 t ; 1 y01 t; 1 P y01 t ; a and y00 2 t ; a P y2 t ; 1 y1 t ; 1 P y00 t ; a . After necessary computations we see that y (t, a) 2 1 P y1,2(t, 1) for smaller values of t 1.97455 and y02 t ; a P y01;2 t ; 1 00 00 for t 6 2 ln 2 and y00 2 t ; a P y2 t ; 1 y1 t ; 1 for t 6 2(ln 2 ln 3). Therefore (4.9) is a fuzzy solution for (4.7) for t 6 2(ln 2 ln 3) which is the intersection of smaller values of t 1.97455, t 6 2 ln 2 and t 6 2(ln 2 ln 3). In Fig. 1 solution curves of (4.7) are given. Example 4.3. Let us consider the following FIVP. We solve the FIVP for three different pair of initial values. Which we call these pair of initial values as medium sets, low sets and high sets and then compare these sets on same graph.

20 30 [y(t)] 0 20 10 0 -1 0 t 20 15 [y''(t)] 0 10 5 t= - 2(ln2-ln3) 0 -5 -1 -0.5 0 0.5 t 1 1.5 2 y1''(t,0) crisp-y'' y2''(t,0) 1 2 y1(t,0) y2(t,0) crisp-y t=1.97455 15 [y'(t)] 0 10 5 0 -1 y1'(t,0) crisp-y' y2'(t,0) t=2ln2

0 t

Fig. 1. Fuzzy solution for a = 0 to (4.7).

20 15 [y(t)] 0 10 5 0 0 0.5 1 t 1.5 2 y1(t,0) y2(t,0) crisp-y

20 15 [y'(t)] 0 10 5 0 0 0.5 1 t 1.5 2 y1'(t,0) y2'(t,0) crisp-y'

20 15 [y''(t)] 0 10 5 0 0 0.2 0.4 0.6 0.8 1 t 1.2 1.4 1.6 1.8 2 y1''(t,0) y2''(t,0) crisp-y''

Fig. 2. Fuzzy solution for a = 0 to (4.10).

956

. Akn et al. / Expert Systems with Applications 40 (2013) 953957

Medium initial values:

Low initial values:

~y ~y ~; ~0 t 2c ~00 t 1 1

~; y0 1

~ y0 0 2
a

4:10
a

~y ~y ~; ~ 0 t 2c ~00 t 1 1

~; y0 0

~ y0 0 1

4:12

~ a; 2 a; 2 ~ where a-cut set of initial values are 1 a 1; 3 a and a-cut set of coefcients and forcing term are ~ a 1; 2 a; c ~a a; 2 a respectively. The solution of the 1 crisp problem corresponding to (4.10), is y(t) = 2et 1. The derivatives of crisp solution are y0 (t) = 2et, y00 (t) = 2et. Therefore for any t, ~ t ; y ~0 t ; y ~00 t are y0 (t) > 0 and y00 (t) > 0. Then a-cut set of y 0 00 0 00 y1 t ; a; y2 t; a; y1 t ; a; y2 t ; a ; y1 t ; a; y2 t ; a respectively. If we substitute in (4.10) we get the following problem.

~ a a 1; 1 a; 1 ~ a where a-cut set of initial values are 0 a; 2 a and a-cut set of coefcients and forcing term are ~ a 1; 2 a; c ~a a; 2 a respectively. The crisp solution for 1 (4.12) is y(t) = 3et 2t 3. The derivatives are y0 (t) = 3et 2, y00 (t) = 3et. Thus for any t P0 , y0 (t) > 0 and y00 (t) > 0. Then a-cut set ~00 t are y1 t ; a; y2 t; a; y01 t; a; y02 t ; a ; y00 ~t ; y ~ 0 t ; y of y 1 t ; a; 00 y2 t ; a respectively. If we plug a-cut sets in (4.12) we get the following solution which is given in Fig. 4.High initial values:

8 00 0 00 0 > < 1; 2 a y1 t ; a; y2 t ; a 1; 2 a y1 t ; a; y2 t ; a 2a; 2 a y1 0; a; y2 0; a a; 2 a > : 0 y1 0; a; y02 0; a a 1; 3 a 4:11

the solution for (4.11) is as follows and given in Fig. 2 for a = 0 and in Fig. 3 for a 2 [0, 1].

~y ~y ~; ~ 0 t 2c ~00 t 1 1

~; y0 2

~ y0 0 3

4:13

~ a a 1; 3 a; 3 ~ a where a-cut set of initial values are 2 a 2; 4 a and a-cut set of coefcients and forcing term are ~ a 1; 2 a; c ~a a; 2 a respectively. Similarly we get the 1 following solution for (4.13) which is given in Fig. 5.

&

y1 t ; a et 3a 1 2ta 2a 1 y2 t ; a et a 5 2t 3

&

y1 t; a et 3a 2 2ta 2a 1 y2 t; a et a 6 2t 3

1 0.8 0.6 0.4 0.2 0 30 20 10 0.5 y(t) 0 0 t

Fig. 3. Fuzzy solution for a 2 [0, 1] to (4.10).

2 1.5 1

1 0.8 0.6 0.4 0.2 0 80 60 40 20 0 y(t) 20 0 1 0.5 t 1.5 2.5 2 3

Fig. 4. Fuzzy solution for a 2 [0, 1] to (4.12).

. Akn et al. / Expert Systems with Applications 40 (2013) 953957

957

1 0.8 0.6 0.4 0.2 0 150 100 50 y(t) 0 0 0.5 1 t

Fig. 5. Fuzzy solution for a 2 [0, 1] to (4.13).

1.5

2.5

High sets Low sets 1

Medium sets

0.5 3 0 120 100 80 60 40 20 0 y(t) 20 0 0.5 t 1 1.5 2.5 2

Fig. 6. Comparison of fuzzy solutions for a 2 [0, 1].

5. Conclusions The proposed method in this paper may be useful if the coefcients, initial values and forcing terms are fuzzy. If the crisp problem is not solvable explicitly we can not determine the mentioned domains precisely. Our study can be extended for low as well as high fuzzy sets as shown in Figs. 4 and 5 in comparison to the medium fuzzy sets as shown in Fig. 3 for which we had developed the content of this paper. The comparison is given in Fig. 6 for low, medium and high fuzzy sets. Thus the results of this paper can be extended for the development of fuzzy rule bases and fuzzy functions fully discussed in elikyilmaz and Trks en (2009).

References
Bede, B., & Gal, S. (2005). Generalizations of the differentiability of fuzzy number valued functions with applications to fuzzy differential equation. Fuzzy Sets and Systems, 151, 581599. Bede, B., Rudas, I., & Bencsik, A. (2007). First order linear fuzzy differential equations under generalized differentiability. Information Sciences, 177, 16481662.

elikyilmaz, A., & Trks en, I. B. (2009). Modeling Uncertainty with Fuzzy Logic: With Recent Theory and Applications. Springer. Gal, S. (2000). Approximation theory in fuzzy setting. In G. A. Anastassiou (Ed.), Handbook of analytic-computational methods in applied mathematics. Chapman & Hall/CRC Press. Gasilov, N., Amrahov, S . E., & Fatullayev, A. G. (2011). A geometric approach to solve fuzzy linear systems of differential equations. Applied Mathematics and Information Sciences, 5(3), 484499. Hllermeier, E. (1997). An approach to modelling and simulation of uncertain dynamical systems. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 5(2), 117137. Kaleva, O. (1987). Fuzzy differential equations. Fuzzy Sets and Systems, 24, 301317. Kandel, A., & Byatt, W. J. (1978). Fuzzy differential equations. In Proceedings of the International Conference on Cybernetics and Society, Tokyo, Japan, (pp. 1213 1216). Khastan, A., Bahrami, F., & Ivaz, K. (2009). New results on multiple solutions for nthorder fuzzy differential equations under generalized differentiability. Boundary Value Problems, 2009, 13. Misukoshi, M., Chalco-Cano, Y., Romn-Flores, H., & Bassanezi, R. C. (2007). Fuzzy differential equations and the extension principle. Information Sciences, 177, 36273635. Oberguggenberger, M., & Pittschmann, S. (1999). Differential equations with fuzzy parameters. Mathematical and Computer Modelling of Dynamical Systems, 5, 181202. Puri, M., & Ralescu, D. (1983). Differential and fuzzy functions. Journal of Mathematical Analysis and Applications, 91, 552558. Wu, C., & Gong, Z. (2001). On henstock integral of fuzzy-number-valued functions i. Fuzzy Sets and Systems, 120, 523532.