Nonlinear Analysis 64 (2006) 895 900 www.elsevier.

com/locate/na

A note on fuzzy differential equations

Osmo Kaleva
Department of Mathematics, Tampere University of Technology, P.O. Box 553 FI-33101 Tampere, Finland Received 6 January 2005; accepted 6 January 2005

Abstract We study the effect of the forcing term to the solution of a fuzzy differential equation. 2005 Elsevier Ltd. All rights reserved.
Keywords: Fuzzy differential equations; Fuzzy derivative; Differential inclusions

1. Introduction Consider the fuzzy initial value problem x (t) = f (t, x(t)), x(0) = x0 . (1.1)

There are many suggestions to dene a fuzzy derivative and in consequence, to study Eq. (1.1), see for instance Buckley and Feuring [2]. One of the earliest was to generalize the Hukuhara derivative of a set-valued function. This generalization was made by Puri and Ralescu [11] and studied by Kaleva [7,8]. It soon appeared that the solution has a drawback: it becomes fuzzier as time goes by. Hence the fuzzy solution behaves quite differently from the crisp solution. To alleviate the situation, Hllermeier [6] interpreted Eq. (1.1) as a family of differential inclusions. The idea was to solve these differential inclusions and using the Stacking Theorem of Negoita and Ralescu [10], bunch these solutions into a fuzzy solution. For a general reference to fuzzy differential equations, see a recent book by Lakshmikantham and Mohapatra [9] and references therein.
Tel.: +358 3 3115 2426; fax: +358 3 3115 3549.

E-mail address: kaleva@butler.cc.tut.. 0362-546X/$ - see front matter 2005 Elsevier Ltd. All rights reserved. doi:10.1016/j.na.2005.01.003

896

O. Kaleva / Nonlinear Analysis 64 (2006) 895 900

Recently, Bhaskar et al. [1] argued for the traditional approach to interpret the fuzzy differential equation. Their point of view was that when an ordinary differential equation is incorporated with other phenomena, it is not natural to expect the solution of the new system to behave similar to that of the old system. Hence, they suggested that fuzzy differential equations should be investigated as an independent discipline. They justied their approach with a simple ordinary differential equation given in the following equivalent forms: x (t) = x(t), x(0) = x0 and x (t) + x(t) = 0, x(0) = x0 .

However, in the fuzzy settings, these equations are no more equivalent. To fuzzify the second equation, the authors introduced a forcing term into the equation. Hence the corresponding fuzzy differential equation reads x (t) + x(t) = (t), x(0) = x0 , t 0. However, in the paper, the authors gave such a forcing term that the fuzzy solution is not dened for t > 0 at all. The purpose of this paper is to correct the situation and emphasize that the choice of the forcing term may drastically affect the solution of a fuzzy differential equation. 2. Solving fuzzy differential equations In this section, we give some observations on the fuzzy initial value problem x (t) = f (t, x(t)), x(0) = x0 ,

where f : [0, a ] F F is continuous. Here F = {u : R [0, 1] | u satises (i).(iv) below}, where (i) (ii) (iii) (iv) u is normal, i.e. there exists an x0 R such that u(x0 ) = 1, u is fuzzy convex, u is upper semicontinuous, cl{x R | u(x) > 0}, denoted by [u]0 , is compact.

For 0 < 1 let [u] = {x R | u(x) }. Then from (i)(iv), it follows that a fuzzy set u belongs to F if and only if the -level set [u] is a non-empty compact interval for all 0 1. In addition, we dene a metric in F by the equation D(u, v) = sup d([u] , [v ] ),
0 1

where d is the Hausdorff metric for non-empty compact sets in R. 2.1. Fuzzy solution Let u, v F. If there is such a w F that u = v + w , then w is the Hukuhara difference of u and v denoted by w = uH v . Using this difference, we dene a differentiability of a fuzzy function as follows.

O. Kaleva / Nonlinear Analysis 64 (2006) 895 900

897

Denition 1. A function F : [a, b] F is differentiable at a point t0 (a, b), if there is such an element F (t0 ) F, that the limits
h0+

lim

F (t0 + h)H F (t0 ) h

and

h0+

lim

F (t0 )H F (t0 h) h

exist and are equal to F (t0 ). Here the limits are taken in the metric space (F, D). The above denition is a straightforward generalization of the Hukuhara differentiability of a set-valued function. So if F is differentiable at t0 (a, b), then all its -levels F (t) = [F (t)] are Hukuhara differentiable at t0 and [F (t0 )] = DF (t0 ), where DF denotes the Hukuhara derivative of F . Now from Proposition 4.2.8 in [5] it follows that diam(F (t)) is nondecreasing at t0 . In a one-dimensional case, we easily obtain the following result: Theorem 2. Let F : [a, b] F be differentiable and denote [F (t)] = [q (t), r (t)]. Then the boundary functions q and r are differentiable, [F (t)] = [q (t), r (t)] and q (t) r (t). This gives us a procedure to solve the fuzzy differential equation x (t) = f (t, x(t)), Denote [x(t)] = x (t) = [u (t), v (t)], [x0 ] = [u0 , v 0 ] and [f (t, x(t))] = [f (t, u (t), v (t)), g (t, u (t), v (t))] and proceed as follows: (i) Solve the differential system u (t) = f (t, u (t), v (t)), u (0) = u0 , v (t) = g (t, u (t), v (t)), v (0) = v 0 for u and v . (ii) Ensure that [u (t), v (t)] and [u (t), v (t)] are valid level sets. (iii) Using the Stacking Theorem, pile up the levels [u (t), v (t)] to a fuzzy solution x(t). In [1], the authors used this method to solve a fuzzy initial value problem x (t) + x(t) = (t), x(0) = x0 for t 0, (2.1) x(0) = x0 .

898

O. Kaleva / Nonlinear Analysis 64 (2006) 895 900

where x0 (u) = max(0, 1 |u|) and (t) = et x0 . In terms of level sets, we get the differential system u (t) + u (t) = ( 1)et , u (0) = 1, v (t) + v (t) = (1 )et , v (0) = 1 , which has a solution [u (t), v (t)] = [ 1, 1 ]et (1 + t). We immediately see that for t > 0 and < 1 diam[x(t)] = v (t) u (t) = 2(1 + t)et (1 ) > 2et (1 ) = diam[ (t)] . Hence the solution of the differential system does not solve (2.1). If we analyze the situation more carefully, we see that u (t) v (t) only if t 1 and u (t) =t et ( 1) v (t) =t et (1 ) only if t 0. It follows that x(t) = (1 + t)et x0 solves x (t) + x(t) = (t), x(0) = x0 for 1 t 0. Choosing (t) = 2et x0 gives a solution [u (t), v (t)] = [ 1, 1 ]et (1 + 2t),
1 1 which denes a fuzzy solution on the interval 2 ,2 . t Similarly, (t) = 2e (u) = max ( 0, 1 u2 /4) gives -levels [ (t)] = x , where x 1 1 [2 1 , 2 1 ], which yields a solution [u (t), v (t)] = [(2t 1 + 1 ), 2t 1 + 1 ]et . 1 Now the inequalities u (t) v (t) and u (t) v (t) hold true on the interval [ 2 1 , 1 1 1 ] . Since these inequalities have to hold true for all 0 1, the fuzzy solution is 2 1 dened on 0, 2 . These examples should convince the reader that the nature of the fuzzy solution strongly depends on the choice of the forcing term.

2.2. Solution by differential inclusions Let us assume that f : [0, a ] F F is obtained by Zadehs extension principle from a continuous function h : [0, a ] R R. Now f (t, x) can be computed levelwise, i.e. [f (t, x)] = h(t, [x ] ) for all t [0, a ], x F and 0 1. Following Diamonds [3,4], we interpret the fuzzy initial value problem (1.1) as a set of differential inclusions y (t) = h(t, y (t)), y (0) [x0 ] , 0 1. (2.2)

Under suitable assumptions, the attainable sets A (t) = {y (t) | y is a solution of (2.2)}, are -levels of a fuzzy set x(t), which we call a solution of (1.1).

O. Kaleva / Nonlinear Analysis 64 (2006) 895 900

899

If we assume the uniqueness of the solutions for initial value problems y (t) = h(t, y (t)), y (0) = y0 , it follows that A (t) = [z1 (t), z2 (t)], where z1 (t) = h(t, z1 (t)), z1 (0) = u0 and z2 (t) = h(t, z2 (t)), z2 (0) = v 0 . Theorem 3. If h is nondecreasing with respect to the second argument, then fuzzy solution and solution by differential inclusions are identical. Proof. Since [f (t, x(t))] = h(t, [x(t)] ) = h(t, [u (t), v (t)]) and h is continuous, then h(t, [u (t), v (t)]) is compact and connected i.e. a closed bounded interval. Since h is nondecreasing, it follows that h(t, [u (t), v (t)]) = [h(t, u (t)), h(t, v (t))]. Hence, the differential system for boundary functions of fuzzy solution uncouples into two separate initial value problems: u (t) = h(t, u (t)), u (0) = u0 , v (t) = h(t, v (t)), v (0) = v 0 , which gives u = z1 and v = z2 . We illustrate the result by an example. Consider the fuzzy initial value problem x (t) = x(t)2 , x(0) = x0 , where x0 is a triangular fuzzy number x0 (y) = 3 y if 2 y 3, y 1 if 1 y 2, 0 elsewhere.

Since h(x) = x 2 is continuous and we are operating on F, we can solve the equation levelwise. Since h(x) is increasing when x > 0, we have to solve a differential system u (t) = u2 (t), u (0) = 1 + , v (t) = v 2 (t), v (0) = 3 , where again [x(t)] = [u (t), v (t)]. The solutions are 1 3 u (t) = and v (t) = . t +t 1 3 t + t + 1 We see that v0 (t) < for t < 1 3 and 0 u (t) v (t) for these values of t. Hence the fuzzy initial value problem has a fuzzy solution x(t) for 0 t < 1 3. Now the equation x(t)(y) = has two solutions: y1 = u (t) and y2 = v (t). When we solve from these equations, we obtain a formula for the solution x(t) (yt y + 1) 1 2 when y , yt + 1 1 t 1 2t x(t)(y) = 3yt y + 3 2 3 when <y , yt + 1 1 2t 1 3t which is valid for 0 t < 1 3.

900

O. Kaleva / Nonlinear Analysis 64 (2006) 895 900

References
[1] T.G. Bhaskar, V. Lakshmikantham, Vasundhara Devi, Revisiting fuzzy differential equations, Nonlinear Anal. 58 (2004) 351358. [2] James J. Buckley, Thomas Feuring, Fuzzy differential equations, Fuzzy Set. Syst. 110 (2000) 4354. [3] P. Diamond, Brief note on the variation of constants formula for fuzzy differential equations, Fuzzy Set. Syst. 129 (2002) 6571. [4] P. Diamond, Stability and periodicity in fuzzy differential equations, IEEE T. Fuzzy Syst. 8 (2000) 853890. [5] P. Diamond, P. Kloeden, Metric Spaces of Fuzzy Sets, World Scientic, Singapore, 1994. [6] E. Hllermeier, An approach to modelling and simulation of uncertain systems, Int. J. Uncertain. Fuzz., Knowledge-Based Systems 5 (1997) 117137. [7] O. Kaleva, Fuzzy differential equations, Fuzzy Set. Syst. 24 (1987) 301317. [8] O. Kaleva, The Cauchy problem for fuzzy differential equations, Fuzzy Set. Syst. 35 (1990) 389396. [9] V. Lakshmikantham, R.N. Mohapatra, Theory of Fuzzy Differential Equations and Inclusions, Taylor & Francis, London, 2003. [10] C.V. Negoita, D.A. Ralescu, Applications of Fuzzy Sets to System Analysis, Birkhauser, Basel, 1975. [11] M.L. Puri, D.A. Ralescu, Differentials of fuzzy functions, J. Math. Anal. Appl. 91 (1983) 552558.