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Towards The Theory of Fuzzy Differential Equations
Towards The Theory of Fuzzy Differential Equations
www.elsevier.com/locate/fss
Received 23 July 1999; received in revised form 21 March 2000; accepted 20 July 2000
Abstract
Comparative analysis of two ideologically distinct approaches in the theory of fuzzy di"erential equations is given.
Domains of applications, advantages and shortcomings of those approaches are described. New de2nitions of solutions to
c 2002 Elsevier Science B.V. All rights reserved.
fuzzy di"erential equations are proposed.
1. Two approaches in the theory of fuzzy where the 2rst one relies upon the notion of Hukuhara
dierential equations derivative [26] while the other does not.
The purpose of this paper is thus threefold. First,
Since 1965, when Zadeh published his pioneering we present a brief outline of basic de2nitions from
paper [30], hundreds of examples 1 have been sup- that part of the theory of fuzzy di"erential equa-
plied where the nature of uncertainty in the behavior tions, which uses the notion of the fuzzy derivative
of a given system possesses fuzzy rather than stochas- as a starting point (Section 1.1). We argue that such
tic nature. Non-stationary fuzzy systems described by approach su"ers from noticeable disadvantage, viz.
fuzzy processes look as their natural extension into the fact that in this case the class of fuzzy solutions
the time domain. From di"erent viewpoints they were necessarily consists of divergent fuzzy processes.
carefully studied, for example, in [17,21]. Solutions Section 1.2 contains our comparative analysis of al-
of fuzzy di"erential equations provide a noteworthy ternative approaches found in the existing literature,
example of time-dependent fuzzy sets. the common point of these approaches being the fact
The term “fuzzy di"erential equation” was coined that they all avoid the use of fuzzy derivatives. The
in 1978 by the authors of [16]; much extended version rest of the paper is devoted to three new ideas in
of this short note was published two years later [17]. the theory of such “derivativeless” fuzzy di"erential
Since then, the theory of fuzzy di"erential equations equations. Namely, in Section 2 we de2ne the class
seems to have split into two independent branches, of pyramidal fuzzy numbers and o"er a new de2ni-
tion of the solution to fuzzy di"erential equations,
∗ the former belonging to the class of pyramidal fuzzy
Corresponding author. Tel.: +358-40-7519942.
E-mail address: dmvo@ee.oulu.2 (D. Vorobiev). numbers. For linear fuzzy systems (Section 3) we
1 Some of them are quite arti2cial, however. use Zadeh extension principle in order to build a
0165-0114/02/$ - see front matter c 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 1 6 5 - 0 1 1 4 ( 0 0 ) 0 0 1 3 1 - 7
232 D. Vorobiev, S. Seikkala / Fuzzy Sets and Systems 125 (2002) 231–237
closed-form fuzzy solution. This section also con- E n → E n , then we come up with the notion of a fuzzy
tains an example, where we compare the fuzziness of di"erential equation
“pyramidal” solution to that one, which is derived
dX (t)
by the extension principle. Section 4, which perhaps = f(t; X (t)); (1)
stands by itself, deals with the question of the validity dt
of Peano theorem for fuzzy di"erential equations, the provided we have prescribed some sense to the symbol
latter having long been a focal point of research in d=dt.
fuzzy analysis. We describe an idea, which is some- The authors of [7,12,13,18,28] and some others
how close to HHullermeier’s -level-wise approach adopt the concept of H -di"erentiability [26] to de2ne
[11]. The implementation of this idea would result the fuzzy derivative. So, we come to the following
in a “free-of-charge” proof of the validity of Peano
theorem. Denition 1. If there exist an interval I ⊂ R and an H -
di"erentiable fuzzy process X : I → E n such that the
1.1. Dynamic systems with intrinsic fuzziness equality dX (t)=dt = f(t; X (t)) holds for all t ∈ I , then
this process is referred to as a solution of the fuzzy
In the sequel, when we make use of the notions of di"erential equation (1).
fuzzy calculus, we adopt the de2nitions and notations
from [12]. Frequently, we will also take for granted A slight perturbation of the De2nition 1 would lead
the results exposed in that paper. Besides, we shall to the de2nition of the solution to the fuzzy initial
denote by P̃(U ) the collection of all fuzzy subsets value problem
of the set U . Capital letters are reserved for upper dX (t)
semicontinuous normal convex fuzzy numbers from = f(t; X (t)); X (t0 ) = X0 ∈ E n : (2)
dt
E n while usual vectors from Rn are given in lower
case. Membership functions for X; Y; Z; : : : ; ∈ E n will The H -di"erentiable fuzzy process is necessarily
be denoted as X (x); Y (x); Z (x); : : : ; respectively. divergent, that is, its fuzziness increases with t. Exact
A mapping X : I → E n , where I is a bounded or un- characterization of this property is given by the fol-
bounded interval of R, will be called a fuzzy process. lowing assertion.
For such entities we shall need to know how fuzzy
they are. Several measures of fuzziness were proposed Theorem 1 (Kaleva [12]). If f : [a; b] → E n is H -
and studied in the literature (see [10] and references di3erentiable on [a; b] then for each ∈ [0; 1] the real
therein); we feel however, that in the case of fuzzy function t → diam[f(t)] is nondecreasing on [0; 1].
numbers one may use for this purpose just the mea-
sure of the sendograph [5] of X (t): In other words, the systems with intrinsic fuzzi-
ness, whose state is an H -di"erentiable function of
time, make us less and less certain what the state of
d(X (t)) = X (t) (x) dx; the system is as time goes ahead. In our opinion, this
Rn
property is a major obstacle in application of the H -
provided that this integral exists. di"erentiability concept in fuzzy mathematical mod-
Suppose we examine a fuzzy system whose state 2 eling. In agreement with our viewpoint, Diamond, for
at the given moment t may only be described by example, writes in [6]: “However, this approach [i.e.
the fuzzy set X (t) ∈ E n . If someone else was fortu- the approach, which uses H -derivatives – authors] suf-
nate enough to describe the relation between the sys- fers a grave disadvantage in so far as the solution has
tem state and its rate of change as a function f : R × the property that diam (X (t)) is nondecreasing in t,
that is, the solution is irreversible in possibilistic terms.
2 It is not our purpose to distinguish between the ideas “the
Consequently, this formulation cannot really reNect
state of the system” and “our knowledge about the state of the
any of the rich behaviour of ordinary di"erential equa-
system”, although the repeated use of the latter sentence would tions such as periodicity, stability, bifurcation and the
be more correct in view of the fuzzy systems philosophy. like, and is ill-suited for modelling”.
D. Vorobiev, S. Seikkala / Fuzzy Sets and Systems 125 (2002) 231–237 233
At the moment, the theory of fuzzy di"erential equa- absolutely continuous functions AC[t∗ ; t ∗ ], an arbi-
tions in the sense of the De2nition 1 has successfully trary function x ∈ AC[t∗ ; t ∗ ] having its membership
found its place in fuzzy mathematics. in R[t∗ ; t ∗ ] ∈ P̃(AC[t∗ ; t ∗ ]) according to the following
rule:
1.2. FIFO dynamic systems def
R[t∗ ; t ∗ ] (x) = essinf∗ f(x(t); t; K(t)) (dx=dt); (7)
t∈[t∗ ; t ]
It is also possible to treat fuzzy di"erential equa-
that is, the membership degree of x in the solution
tions without introduction of any concept of a fuzzy
set R[t∗ ; t ∗ ] is computed according to the following
derivative. Here we present a short review of some
algorithm:
approaches found in the literature.
(1) The fuzzy set f(x(t); t; K(t)) is obtained by Zadeh
One of the earliest methods was demonstrated in
extension principle;
[28]. For a scalar initial-value problem of the type
(2) For each t ∈ [t∗ ; t ∗ ] (except maybe a certain set
(2) with crisp right-hand side, the author studies the
of measure zero where dx=dt does not exist) the
dependence on of the solutions to the following crisp
real-valued function f(x(t); t; K(t)) is evaluated at
initial-value problems:
the point dx=dt;
dx(t) (3) The in2mum out of those values of f(x(t); t; K(t)) ,
= f(t; x(t)); x(0) = x01 (3)
dt which have been obtained during the previous
step, is de2ned to be the membership degree of x
and
in the solution set R[t∗ ; t ∗ ].
dx(t) Having imposed some natural restrictions on f and
= f(t; x(t)); x(0) = x02 ; (4)
dt K(t), the author obtained an existence theorem in the
where [x01
; x02 ] = [X0 ]; [X0 ] ∈ E. Using as prelimi- sense that R[t∗ ; t ∗ ] was nonempty.
nary information some well-known results on mini- The author of [20] develops a similar approach. To
mal and maximal solutions to the ordinary di"erential de2ne the fuzzy process, which may be regarded as a
equations, the author proved the following existence solution to the initial-value problem
theorem: dX (t)
= f(X (t)) + g(X (t))W (t);
dt
Theorem 2 (Seikkala [28]). Let f : R+ × R → R be
X (0) = X0 ∈ E; (8)
continuous. For given ∈ (0; 1] there exists a t ¿0
such that the equations W : [0; T ] → E;
[X (t)] = [x1 (t); x2 (t)]; 661; the author states that a measurable function x de2ned
(5) on [0; T ] is a so-called sample path of the fuzzy map-
[X (t)] = [x1 (t); x2 (t)]; 066; ping X if
where x1 and x2 are the minimal and maximal solu- X (·) (x(·))¿0:
tions of (3) and (4) respectively; de6ne a fuzzy pro-
cess X : [0; t ] → E. We believe that the de2nition above should have
been re-arranged to contain some number indepen-
For a given function f : R × Rn × Rr → Rn and a dent of the time variable, say, the supremum of all
fuzzy control process K : R → P̃(Rr ), the solution of X (·) (x(·)) over the interval [0; T ]. It would mean that
the fuzzy di"erential equation the function x somehow represented the fuzzy map-
ping X if it “touched” the latter.
dX (t) For the sample paths w(t) of W (t) and for all the ini-
= f(X (t); t; K(t)) (6)
dt tial values x(0) with nonzero membership in the fuzzy
(which now cannot be given any formal sense since initial value X (0) the (crisp) initial-value problem
we have no idea of what dX (t)=dt might be) is de- dx(t)
2ned in [2] as a fuzzy subset R[t∗ ; t ∗ ] of the set of = f(x(t)) + g(x(t))w(t);
dt
234 D. Vorobiev, S. Seikkala / Fuzzy Sets and Systems 125 (2002) 231–237
Theorem 3 (Leland [20]). If f(x) + g(x)W (t) is Fuzzy versions of the theory of di"erential inclu-
upper semicontinuous in x for every x; t ∈ [0; T ] and sions have also been investigated [1,11]. In [1], the
¿0; and X (0) is fuzzy convex; then X (t); the solu- author uses, roughly speaking, quasi-fuzzy objects,
tion to (8); will be fuzzy convex. since the membership functions are allowed to be un-
bounded, that is why we only mention this work here,
A fourth approach in [29] was applied to the case of leaving the details o" our analysis. One of our future
fuzzy integro-di"erential equations. A direct applica- works on fuzzy dynamical systems will be solely de-
tion of the H -di"erentiability concept to the equation voted to some consequences of the ideas from [11],
1 so we do not consider this interesting work here.
L[X ] + 0 K(t; !)X (!) d! = f(t); To sum up, all the examples given above exhibit one
0 common feature of their algorithms. Fuzzy solution
n
is constructed from the set of solutions of the related
L[X ] = X (n) (t) + ar (t)X (n−r) (t); (9) crisp problem. Then the resulting t-parametric family
r=1 of fuzzy sets is optionally checked to belong to the
class of fuzzy numbers for each t. Alternatively, we
ai (t) ∈ C([0; 1]); i = 1; : : : ; n; may set that the fuzzy input is somehow transformed
X (s) (0) = Ds+1 ; s = 0; 1; : : : ; n − 1 into the fuzzy output by the corresponding crisp sys-
tem. This motivates us to refer such systems to as
would lead to some very narrow class of rapidly di- fuzzy input–fuzzy output (FIFO) systems.
vergent fuzzy solutions.
For certain kernels K(t; !) the solution of the crisp
version of (9) – that is, the same problem with crisp 2. Solutions in the class of pyramidal fuzzy numbers
initial values – is known (cf. [22,23]) to exist, be
unique and depend continuously on the initial data. We begin this section with the following
We denote this solution by z(t). Thus, we are able to
de2ne the fuzzy process, hereafter referred to as the Denition 2. The fuzzy number X ∈ E n is called
solution of (9), in an -level-wise manner: pyramidal if its -level sets are n-dimensional rect-
angles for 0¡61.
X1 (t) = min{z(t): D1 ∈ [D11
; D12 ];
With this notion in mind problem (2) might
D2 ∈ [D21 ; D22 ]; : : : ; Dn ∈ [Dn1 ; Dn2 ]}; be treated as follows. Consider a family of prob-
D. Vorobiev, S. Seikkala / Fuzzy Sets and Systems 125 (2002) 231–237 235
lems of type (2) with the crisp initial value x0 , 3. Linear fuzzy systems
the function f : Rn+1 → Rn being such that for
all x0 ∈ supp(X0 ) ⊂ Rn the solutions have a com- If the function z(t; x0 ) from the preceding section
mon interval of existence [0; T ] and are unique may be given in a closed form, then a more direct
there. Then the function z : [0; T ] × supp(X0 ) → Rn method of fuzzi2cation of the crisp solution may be
such that z(0; x0 ) = x0 and @z(t; x0 )=@t = f(t; z(t; x0 )) proposed. We feel that this method is more suitable
∀x0 ∈ supp(X0 ) is continuous w.r.t. x0 [3]. than the method of “pyramidal fuzzi2cation” as it
For a fuzzy initial-value problem (2) we construct n better preserves the shape of the fuzzy initial value.
families of -parametrized interval-valued mappings Consider an initial-value problem for the linear
gk : [0; T ] → [g1
k k
(t); g2 (t)] in the following way: system
k
g1 (t) = min{z k (t; x0 ): x0 ∈ [X0 ] }; dx(t)
k = 1; : : : ; n; = A(t)x(t) + a(t);
dt (13)
k
g2 (t) = max{z k (t; x0 ): x0 ∈ [X0 ] }; x(t0 ) = x0 ;
(11)
where A(t) is an n × n matrix.
where z(t; x0 ) = (z 1 (t; x0 ); : : : ; z n (t; x0 )) ∈ Rn . For a given vector x0 ∈ Rn the value at t of the
solution to the Cauchy problem (13) where x(t0 ) = x0
Theorem 5. There exists a fuzzy process X : [0; T ] is given by the aTne transformation in Rn :
→ E n such that
t
n t t−!
[X (t)] = k
× [g1 k
(t); g2 (t)]; (12) x(t) = E A x0 + E A a(!) d!; (14)
k=1 t0 t0 0
erty, follow immediately from (11) and (12) and + d! A(!)A(!1 ) d!1 + · · · : (15)
t0 t0
from the fact that X0 ∈ E n . The continuity condition
is satis2ed by the continuity of z(t; x0 ) on its second Let X (t) be the fuzzy process lifted from Rn via (14)
argument. to E n by substituting X0 for x0 and applying Zadeh’s
extension principle [12,30]. The structure of mapping
We observe that for all t the fuzzy number X (t) (14) and its continuity on the vector x0 at any instant
is pyramidal; this justi2es the term “pyramidal solu- t both assure that:
tion”, which will be used hereinafter to de2ne fuzzy (1) Mapping (14) transforms the collection PK (Rn )
process X : [0; T ] → E n constructed by means of (11) of all convex compact sets of Rn into itself;
and (12). (2) Conditions of NegoiSta–Ralescu representation
It would be also interesting to know when the pyra- theorem are ful2lled for all t;
midal solution is H -di"erentiable and if so how it re- (3) The image of any -level set of the initial value
lates to the solution of the same problem in the sense is that of the fuzzy number X (t).
of De2nition 1. The one-dimensional case was treated That is why we can ascribe the de2nition of the
from this standpoint in [4]. fuzzy solution to so obtained fuzzy process X (t), the
It is easy to see that this approach is mostly driven latter being referred to as extension principle solution.
by the idea of the FIFO systems. The same is true Also, we see that this solution does not need to have
regarding the contents of the next section. a pyramidal shape.
236 D. Vorobiev, S. Seikkala / Fuzzy Sets and Systems 125 (2002) 231–237