Approaches To The Numerical Solving of Fuzzy Differential Equa
Approaches To The Numerical Solving of Fuzzy Differential Equa
Approaches To The Numerical Solving of Fuzzy Differential Equa
Leading researcher of the Centre for development of software products and hardware-software complexes, Tashkent,
Uzbekistan
Abstract
One of the main problems of the theory of numerical methods is the search for cost-effective computational algorithms that
require minimal time machine to obtain an approximate solution with any given accuracy. In article considered fuzzy analog of
the alternating direction, combining the best qualities of explicit and implicit scheme is unconditionally stable (as implicit
scheme) and requiring for the transition from layer to layer a small number of actions (as explicit scheme).
Keywords: fuzzy set, quasi-differential equation, the scheme of variable directions, finite-difference methods.
--------------------------------------------------------------------***-----------------------------------------------------------------1. INTRODUCTION
The concept of fuzzy differential equations was introduced
by O.Kaleva in 1987. In [1] he proved the theorem of
existence and uniqueness of solutions of such equations.
Later in [2-6] were been obtained properties of fuzzy
differential equations and their solutions. To determine
fuzzy derivative O.Kaleva used M.L.Pur and D.A.Ruleskus
approach [7] to the differentiability of fuzzy mappings,
which, in turn, is based on the M.Hukuharas idea [8] about
differentiability of multivalued mappings. In this regard, the
O.Kalevas approach adopted all the shortcomings typical
differential equations with the Hukuharas derivative.
In 1990 J.P.Aubin [9] and V.A.Baidosov [10,11] introduced
into consideration fuzzy differential inclusion. Their
approach to solving such equations is based on the latest
information for ordinary differential inclusions. In the
future, fuzzy inclusion were considered in works [12-15].
In [17], in the same way as was done in the theory of
differential equations with multivalued right-hand side [16],
introduced the concept of quasi-differential equation. This
allows on the one hand to avoid the difficulties that arise in
the solution of fuzzy differential equations and inclusions,
and with other - to get some of their properties by available
methods.
: R n [0,1] ,
which
E n of the mapping
satisfying
the
following
conditions:
2.
that
3.
such
( x0 ) 1 ;
true
inequality
(0,1]
(x'(1 ) x' ' ) min{ ( x' ), ( x' ' )} ;
n
4. The closure of the set x R ( x) 0 is compact.
Zero
in
the
space
En
are
elements
1, x 0
( x)
n
0, x R \ 0
Definition 1
- cutting
[ ] of the mapping E n at
x R
En
( x) 0.
x R
(x) .
Zero
E n metric D : E n E n [0, ) ,
0 1
Where, under
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335
interval
is
the
element
f : I E n over the
g E n such that
f : I E n called differentiable at
the point t 0 I , if fr all [0,1] multivalued mapping
f (t ) differentiable by Hukuhara [198] in the point t 0 , its
f : I E n is called uniformly
n
continuous on G E , if for each 0 there is
( ) 0 such that for all x, y G , satisfying the
inequality
fair
assessment
D( x, y)
D( f ( x), f ( y)) .
Definition 8 Mapping
Definition 4 Mapping
derivative
is
equal
to
DH f (t0 )
and
u uL ( )
,
L (u ) 1
uL
u ( )
(u ) 1 uR ( ) u ,
R
uR
the
Definition 5 For
F : [a, b] E n differentiable in
t0 (a, b) , if there is a F ' (t0 ) E n such that there are
F (t0 h) H F (t0 )
limits
and
lim
h0
h
F (t0 ) H F (t0 h)
and they are equal to F ' (t 0 ) .
lim
h0
h
Definition 6 Function
If F differentiable in
F .
f : [a, b] E n Seikkala
introduced the concept SDf (t ) in a such way
[SDf (t )] [ f1' (t , ), f 2' (t , )], 0 1.
Definition 7 For function
For
L R type:
u~ v~ {u v (1 )(u L vL ); u v (1 )(u R vR )}
.
Subtraction:
u~ v~ {u v (1 )(u L vL ); u v (1 )(u R vR )}
.
Multiplication:
1) for u 0; v 0
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u~ ~ 1
u~.
v~
v
Definition
10
We
say
the
mapping
u
Lu f ( x, t ), ( x, t ) QT ,
t
(1)
u( x,0) u 0 ( x),
(2)
x D,
u( x, t ) ( x, t ), x , t [0, T ] ,
2u
2u
,
L
u
,
2
x12
x22
Lu u L1u L2 u, L1u
Where
hn
ts ;
n 1
3)
D 0 x l ; 1,2,
s 0
axiom
of
(3)
continuity:
QT D (0, T ], x ( x1 , x2 ) .
mapping
Approximation equation
Suppose that
u 0 ( x)
[U
( x)] ,
[ 0,1]
( x, t )
y( x,0) u0 ( x) , x D ,
[( x, t )] ,
(4)
[ 0,1]
f ( x, t )
y( x, t ) ( x, t ), x , t [0, T ]
[ F ( x, t )] , [0,1]
(5)
[ 0,1]
w h w h1 ,h2 wh h ( x n1 , x n2 ) D; 0 n N ; 1,2 ,
t t
1
2
t1 0,5 ; y y
1
2
, s [ f ( x n , t s )]
of
the
u 0 ( x)
task
(1)-(
[U
[ 0,1]
3)
with
( x)]
any
initial
condition
and
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337
( x, t )
[( x, t )] ,
fair
inclusions
[ 0,1]
u( xs , t )
[ y s 1 ] [ y
0,5
[y ] .
[ 0,1]
1
2
1[ y
1
2
] 2 [ y s ] [ s ] ,
(7)
f ( x, t )
[ F ( x, t )]
, [0,1]
[ y( x,0)] [U 0 ( x)] , x wh ,
(8)
[ y s 1 ] [] , n2 0, n2 N ,
(9)
[y
[ 0,1]
1)
X 1 X 2 , T1 T2
ensue
[ F ( X 1 , T1 )] [ F ( X 2 , T2 )] .
3) There is a real constant l 0 , such that when
( x, t ) QT
true
inequality
([ F ( x, t )] ) l ( ([ x] ) ([t ] )) .
1
2
] [] , n1 0, n2 N .
(10)
Equation (6) is implicit in the first direction and clear for the
second, and equation (7) is explicit in the first direction, and
implicit in the second.
From (6) and (7) we get
2
2
[ y] 1[ y] [ F ] ; [ F ] [ y] [ y] [] ,
3.
2
2
[ y ] 2 [ y ] [ F ] ; [ F ] [ y] 1[ y] [] ,
FUZZY
VARIANT
OF
THE
FINITE-
DIFFERENCE METHODS.
Replace differential operators with finite-difference:
Lu y 1 y 2 y, y y x , x , 1,2 .
1 1
1
1
[ y n1 1 ] 2 2 [ y n1 ] 2 [ y n1 1 ] [ Fn1 ] , n1 1,2,..., N1 1
2
h
h1
h1
,
[y
1
s
2
[ y n1 ] [n1 ] ; n1 0, n1 N1 .
1 1
1
1
[ y ] 2 2 [ y n2 ] 2 [ y n2 1 ] [ F n2 ] , n2 1,2,..., N 2 1
2 n2 1
h
h2
h2
,
[ y n2 ] [n2 ] ; n2 0, n2 N 2 ,
xn (n1h1 , n2 h2 ), [ F ] [ Fn1n2 ] ,
[ y] [ yn1n2 ] .
Thus, the construction of the discrete solution of problem
(1)-(5) is reduced to the definition in the grid of fuzzy
s
u 0 ( x)
[U
( x)]
and
[ 0,1]
( x, t )
[( x, t )] ,
fair
inclusions
[ 0,1]
s
] [ y s ]
1 [ y 2 ] 2 [ y s ] [ s ] ,
0,5
1
u( xs , t )
[ y
] .
[ 0,1]
(6)
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338
4. NUMERICAL EXPERIMENT
Lets consider the idea of the alternating direction method of
class cheap schemes, applied to the solution of the first
u
u
u
u
[q( z )] (k z ) [ w] (k y ) [au] ,
z
y
t
z
z y
( z, y, t ) (0, L) (M , M ) (0,T ) ,
( z, y) [0, L] (M , M )
- initial conditions,
[u( z, y, t )] [ ( z, y, t )] ,
( z, y) , 0 t T -
t t
step
1
n
2
and t t
boundary conditions
(0, L) (M , M ), is - domain border;
1
n
2
n 1
and
.
1
- th layer with
2
ut ( zi , y j , t n )
uij 2 H uijn
2
Initial equation is approximated by the combination of two
difference schemes, each of which corresponds to only one
spatial direction. Each element of the sum approximated by
explicit and implicit structures.
Derivative by z approximated on n
derivative by y on
1
- th layer,
2
n - th layer.
t t
1
2
layer t t
n 1
n 12
n
uij uij
qi
2
(k
n
y j 1 i , j 1
y j 1
t t
1
n
2
to the
the original
1
1
1
n
n
n
2
2
2
k
u
(
k
k
)
u
k
u
zi1 i 1, j zi1
zi i 1, j
zi
ij
w
2
hz
k y j )uijn
yj
uin, j 1
2
y
n 12 n 12
ui 1, j ui 1, j
2hz
a n 1
uij 2 ,
2
1 i I 1, 1 j J 1,
n 1
1
n
Where uij 2 u ( zi , yi , t ) or in traditional recording
2
n 12
a n 12
z
i
2 zi
i 1, j
2 zi
uij
4hz
2hz2 i1
4
2hz
2hz
w u
2 k zi1
4hz
2hz
1
n
2
i 1, j
n
Fij ,
(11)
1 i I 1, 1 j J 1,
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339
n
ij
where F
n 12 n 12 n 12
ui 1, j , uij , ui 1, j , rest of the values are taken
- th with step
. Time
2
2
ut ( zi , y j , t n )
uijn 1 H uij
1
2
2
derivative by z approximated on the n
derivative by y on the (n 1) - th layer.
1
- th layer,
2
n 1
ij
qi
u in, j 11
y j 1
n 1
u ij 2
y j 1
(k
1
1
1
n
n
n
2
2
2
k
u
(
k
k
)
u
k
u
zi 1 i 1, j
zi 1
zi i 1, j
zi
ij
2
hz
k y j )u ijn 1
yj
u in, j 11
2
y
n 12
n 12
i 1, j
u i 1, j
2hz
u ijn 1 ,
2
1 i I 1, 1 j J 1,
n 1
2 k y j u i , j 1
2h y
n 1
2 k y j 1 u i , j 1
2
h
y
a
n 1
2 k y j 2 k y j 1 qi
u ij
4
2h y
2h y
1
n
2
ij
(12)
1 i I 1, 1 j J 1,
Where
1
n
2
ij
qi u
1
n
2
ij
1
1
1
1
1
n
n
n
n
n
2
2
2
2
2
2
hy2
2hz
u , u , u ,
n 1
i , j 1
n 1
ij
n 1
i , j 1
1
the rest of the values are taken from ( n ) - th layer. In
2
other words, under this approach, the scheme is implicit in
the direction z and a clear by direction y. The desired value
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340
u ; u ,
n
i ,0
0
ij
ij
u ; u ,
0 j J; 0 n N,
n
I, j
n
I, j
n
i,J
0 j J; 0 n N,
i, j
ij
n 12
For the intermediate layer is required values u ij
OZ
0, j
n
i,J
( x , y , t ) , ( x , y ) .
0 i I; 0 j J ,
i ,o
Where
u ,
on
(k
n
uijn uijn 1
n 12
k y j1 ui , j 1
uij
4qi
n 1
k y j1 ui , j 1
4qi
(k
y j 1
k y j )uijn 1
yj
uin, j 11
y j 1
2
y
k y j )uijn
yj
uin, j 1
2
y
1
n
a
uijn 1 uij 2 .
8qi
(k
n
u0n j u0n j 1
n 12
k y j1 u0, j 1
u0 j
4 q0
n 1
k y j1 u0, j 1
4 q0
(k
y j 1
k y j )u0n j 1
yj
u0n,j11
y j 1
k y j )u0n j
yj
u0n, j 1
2
y
2
y
1
n
a n 1
2
u
0j .
0j
8q0
n
u Ijn u Ijn 1
n 12
k y j1 u I , j 1
u Ij
4q I
n 1
k y j1 u I , j 1
4q I
(k
y j 1
k y j )u Ijn 1
yj
u In,j11
2
y
b0 u0 c0 u1 f 0 ,
ai ui1 b0 ui ci ui1 f i ,
an u n1 bn u n f n ,
by the formulas
(k
y j 1
k y j )u Ijn
2
y
yj
u In, j 1
1
n
a n 1
2
u
.
Ij
Ij
8q I
x0 c0 /b0 ,
xi ci / bi ai xi 1 , i 1,..., I 1,
y0 f0 /b0 ,
yi fi ai y y 1 / bi ai xi 1 , i 1,..., I 1 ,
un yn ,
ui xiui1 yi , i I 1, I 2,..., 0
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341
defined
ui
Then we have
u u
i
Where
ai
2 kyj ,
2h y
bi
a
2 k y j 2 k y j 1 qi ,
2h y
4
2hy
ci
2 k y j 1 ,
2hy
ai
2 k zi
w ,
4hz
2hz
bi
a
2 k zi 2 k zi 1 qi ,
2hz
4
2hz
ci
2 k zi 1
w ,
2
h
4
k
z
z
fi
n 1
Qij 2
(2)
f i Fijn .
5. CONCLUSIONS
Introduced analogues of numerical solutions of fuzzy
differential equations by the method of variable directions
generalize earlier reviewed fuzzy differential equations and
inclusions and provide an opportunity to examine their
properties.
REFERENCES
[1]. Kaleva, O. Fuzzy differential equations / O. Kaleva //
Fuzzy Sets and Systems. 1987. Vol. 24, 3. P.
301 317.
[2].,
..
/ .. , ..
, .. // . . . -.
, 2007. . 1(27). . 185 190.
[3]. Kaleva, O. The Peano theorem for fuzzy differential
equations revisited / O. Kaleva // Fuzzy Sets and Systems.
1998. 98. P. 147 148.
[4]. Kaleva, O. O notes on fuzzy differential equations / O.
Kaleva // Nonlinear Analysis. 2006. 64. P. 895
900.
[5]. Park, J.Y. Existence and uniqueness theorem for a
solution of fuzzy differential equations / J.Y. Park, H.K. Han
// Internat. J. Math. and Math. Sci. 1999. Vol. 22,
2. P. 271 279.
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