c Copyright, Darbose

International Journal of Applied Mathematics and Computation
Volume 2(4),pp 1–8, 2010
http://ijamc.psit.in
Numerical solution of fuzzy differential equations by third
order Runge-Kutta method
K. Kanagarajan, M. Sambath
Department of Mathematics, Sri Ramakrishna Mission Vidyalaya,
College of Arts and Science,Coimbatore 641 020, India.
Email: kanagarajank@gmail.com
Abstract:
In this paper we give a numerical algorithm for solving fuzzy differential equations based
on Seikkala’s derivative of fuzzy process. We discuss in detail a numerical method based on
Runge-Kutta method of order 3. The algorithm is illustrated by solving some fuzzy differential
equations.
Keywords: Numerical solution, Fuzzy differential equation, Runge-Kutta method.
1 Introduction
Fuzzy set theory is a tool that makes possible to describe vague and uncertain notions. The
concept of a fuzzy derivative was first introduced by Chang and Zadeh [4], later Dubois and Prade
[5] defined the fuzzy derivative by using Zadeh’s extension principle and was followed by Puri and
Ralescu [10]. Fuzzy differential equations have been suggested as a way of modelling uncertain
and incompletly specified systems and were studied by many researchers [6, 7, 8]. The existence of
solutions of fuzzy differential equations has been studied by several authors [2, 3]. It is difficult to
obtain exact solution for fuzzy differential equations and hence several numerical methods where
proposed [9]. Abbasbandy and Allahviranloo [1] developed numerical algorithms for solving fuzzy
differential equations based on Seikkala’s derivative of fuzzy process introduced in [12]. In this
paper we apply Runge-Kutta method of order 3 to solve fuzzy differential equations and establish
that this method is better than Euler method. The structure of the paper is organized as follows:
In Section 2, we give some basic definitions and results. In Section 3, we define the initial value
problem and discuss the Runge-Kutta method of order 3. In Section 4, we apply the third order
Runge-Kutta method to solve the initial value problem and give the convergence result. Finally
in section 5, we provide some examples to illustrate our results.
2 Preliminaries
Consider the initial value problem
_
y

(t) = f(t, y(t)); a ≤ t ≤ b,
y(a) = α.
(2.1)
Corresponding author: K. Kanagarajan
2
The basis of all Runge-Kutta method is to express the difference between the value of y at t
n+1
and t
n
as
y
n+1
−y
n
=
m

i=1
w
i
k
i
, (2.2)
where w
i
’s are constants and for i = 1, 2, · · · m,
k
i
= hf
_
_
t
n
+c
i
h, y
n
+h
i−1

j=1
a
ij
k
j
_
_
. (2.3)
Equations (2.2) is to be exact for powers of h through h
m
, because it is to be coincident with
Taylor series of order m. Therefore, the truncation error T
m
, can be writtern as
T
m
= γ
m
h
m+1
+O(h
m+2
).
The true magnitude of γ
m
will generally be much less than the bound of Theorem 2.1. Thus, if
the O(h
m+2
) term is small compared with γ
m
h
m+1
, as we expect, to be so if h is small, then the
bound on γ
m
h
m+1
, will usually be a bound on the error as a whole. The famous nonzero constants
c
i
, a
ij
in the Runge-Kutta method of order three are
c
1
= 0, c
2
= 1/2, c
3
= 1, a
21
= 1/2, a
31
= −1, a
32
= 2,
where m = 3. Hence we have, see[11]
k
1
= hf
_
t
i
, y
i
_
,
k
2
= hf
_
t
i
+
h
2
, y
i
+
1
2
k
1
_
,
k
3
= hf (t
i
+h, y
i
−k
1
+ 2k
2
) ,
y
i+1
= y
i
+
1
6
(k
1
+ 4k
2
+k
3
),
(2.4)
where
a = t
0
≤ t
1
≤ · · · ≤ t
N
= b and h =
(b −a)
N
= t
i+1
−t
i
. (2.5)
Theorem 2.1. Let f(t, y) belongs to C
3
[a, b] and it’s partial derivatives are bounded and assume
that there exists positive constants L, M, such that
|f(t, y)| < M,
¸
¸
¸
¸

i+j
f
∂t
i
∂y
j
¸
¸
¸
¸
<
L
i+j
M
j−1
, i +j ≤ m.
Then in the Runge-Kutta method of order 3, we have, see [11]
y(t
i+1
) −y
i+1
≈ γ
3
h
4
+ O(h
5
),
y(t
i+1
) −y
i+1

13
36
h
4
ML
3
+ O(h
5
).
A triangular fuzzy number v, is defined by three numbers a
1
< a
2
< a
3
where the graph of v(x),
the membership function of the fuzzy number v, is a triangle with base on the interval [a
1
, a
3
] and
vertex at x = a
2
. We specify v as (a
1
/a
2
/a
3
). We will write: (1) v > 0 if a
1
> 0; (2) v ≥ 0 if
a
1
≥ 0; (3) v < 0 if a
3
< 0; and (4) v ≤ 0 if a
3
≤ 0.
3
Let E be the set of all upper semicontinuous normal convex fuzzy numbers with bounded
r−level intervals. It means that is v ∈ E then r−level set
[v]
r
= {s | v(s) ≥ r}, 0 < r ≤ 1,
is a closed bounded interval which is denoted by
[v]
r
= [v
1
(r), v
2
(r)].
Let I be a real interval. A mapping x : I → E is called a fuzzy process and its r−level set is
denoted by
[x(t)]
r
= [x
1
(t; r), x
2
(t; r)], t ∈ I, r ∈ (0, 1].
The derivative x

(t) of a fuzzy process x(t) is defined by
[x

(t)]
r
= [x

1
(t; r), x

2
(t; r)], t ∈ I, r ∈ (0, 1],
provided that this equation defines a fuzzy number, as in Seikkala[13].
Lemma 2.1. Let v, w ∈ E and s scalar, then for r ∈ (0, 1]
[v +w]
r
= [v
1
(r) +w
1
(r), v
2
(r) +w
2
(r)],
[v −w]
r
= [v
1
(r) −w
1
(r), v
2
(r) −w
2
(r)],
[v · w]
r
=
_
min{v
1
(r) · w
1
(r), v
1
(r) · w
2
(r), v
2
(r) · w
1
(r), v
2
(r) · w
2
(r)},
max{v
1
(r) · w
1
(r), v
1
(r) · w
2
(r), v
2
(r) · w
1
(r), v
2
(r) · w
2
(r)}
_
,
[sv]
r
= s[v]
r
.
3 Fuzzy Cauchy Problem
Consder the fuzzy initial value problem
_
y

(t) = f(t, y(t)), t ∈ I = [0, T],
y(0) = y
0
,
(3.1)
where f is a continuous mapping from R
+
×R into R and y
0
∈ E with r-level sets
[y
0
]
r
= [y
1
(0; r), y
2
(0; r)], r ∈ (0, 1].
The extension principle of Zadeh leads to the following definition of f(t, y) when y = y(t) is a fuzzy
number
f(t, y)(s) = sup{y(τ)|s = f(t, r)}, s ∈ R.
It follows that
[f(t, y)]
r
= [f
1
(t, y; r), f
2
(t, y; r)], r ∈ (0, 1],
where
f
1
(t, y; r) = min{f(t, u)| u ∈ [y
1
(r), y
2
(r)]},
f
2
(t, y; r) = max{f(t, u)| u ∈ [y
1
(r), y
2
(r)]}.
(3.2)
Theorem 3.1.[12] Let f satisfy
|f(t, v) −f(t, v)| ≤ g(t, |v −v|), t ≥ 0, v, v ∈ R,
where g : R
+
×R
+
is a continuous mapping such that r →g(t, r) is nondecreasing and the initial
value problem
u

(t) = g(t, u(t)), u(0) = u
0
, (3.3)
has a solution on R
+
for u
0
> 0 and that u(t) = 0 is the only solution of (3.3) for u
0
= 0. Then
the fuzzy initial value problem (3.1) has a unique solution.
4
4 Runge-Kutta method of order 3
Let the exact solution [Y (t)]
r
= [Y
1
(t; r), Y
2
(t; r)] is approximated by some [y(t)]
r
= [y
1
(t; r), y
2
(t, r)].
From (2.2),(2.3) we define
y
1
(t
n+1
; r) −y
1
(t
n
; r) =
3

i=1
w
i
k
i,1
(t
n
, y(t
n
; r)),
y
2
(t
n+1
; r) −y
2
(t
n
; r) =
3

i=1
w
i
k
i,2
(t
n
, y(t
n
; r)),
(4.1)
where the w
i
’s are constants and
[k
i
(t, y(t; r))]
r
= [k
i,1
(t, y(t; r), k
i,2
(t, y(t; r))], i = 1, 2, 3
k
i,1
(t
n
, y(t
n
; r)) = hf
_
_
t
n
+c
i
h , y
1
(t
n
) +
i−1

j=1
a
ij
k
j,1
(t
n
, y(t
n
; r))
_
_
,
k
i,2
(t
n
, y(t
n
; r)) = hf
_
_
t
n
+c
i
h , y
2
(t
n
) +
i−1

j=1
a
ij
k
j,2
(t
n
, y(t
n
; r))
_
_
,
(4.2)
and
k
1,1
(t, y(t; r)) = min
_
hf (t, u) |u ∈ [y
1
(t; r), y
2
(t; r)]
_
,
k
1,2
(t, y(t; r)) = max
_
hf (t, u) |u ∈ [y
1
(t; r), y
2
(t; r)]
_
,
k
2,1
(t, y(t; r)) = min
_
hf
_
t +
1
2
h, u
_
¸
¸
¸u ∈ [z
1,1
(t, y(t; r)), z
1,2
(t, y(t; r)]
_
,
k
2,2
(t, y(t; r)) = max
_
hf
_
t +
1
2
h, u
_
¸
¸
¸u ∈ [z
1,1
(t, y(t; r)), z
1,2
(t, y(t; r)]
_
,
k
3,1
(t, y(t; r)) = min
_
hf (t +h, u)
¸
¸
¸u ∈ [z
2,1
(t, y(t; r)), z
2,2
(t, y(t; r)]
_
,
k
3,2
(t, y(t; r)) = max
_
hf (t +h, u)
¸
¸
¸u ∈ [z
2,1
(t, y(t; r)), z
2,2
(t, y(t; r)]
_
,
(4.3)
where in the Runge-Kutta method of order 3
z
1,1
(t, y(t; r)) = y
1
(t; r) +
1
2
k
1,1
(t, y(t; r)),
z
1,2
(t, y(t; r)) = y
2
(t; r) +
1
2
k
1,2
(t, y(t; r)),
z
2,1
(t, y(t; r)) = y
1
(t; r) −k
1,1
(t, y(t; r)) + 2k
2,1
(t, y(t; r)),
z
2,2
(t, y(t; r)) = y
2
(t; r) −k
1,2
(t, y(t; r)) + 2k
2,2
(t, y(t; r)).
(4.4)
Define
F[t, y(t; r)] = k
1,1
(t, y(t; r) + 4k
2,1
(t, y(t; r)) +k
3,1
(t, y(t; r)),
G[t, y(t; r)] = k
1,2
(t, y(t; r) + 4k
2,2
(t, y(t; r)) +k
3,2
(t, y(t; r)).
(4.5)
The exact and approximate solutions at t
n
, 0 ≤ n ≤ N are denoted by [Y (t
n
)]
r
= [Y
1
(t
n
; r), Y
2
(t
n
; r)]
and [y(t
n
)]
r
= [y
1
(t
n
; r), y
2
(t
n
; r)] respectively. The solution is calculated by grid points at (2.5).
5
By (4.1) and (4.5) we have
Y
1
(t
n+1
; r) ≈ Y
1
(t
n
; r) +
1
6
F [t
n
, Y (t
n
; r)] ,
Y
2
(t
n+1
; r) ≈ Y
2
(t
n
; r) +
1
6
G[t
n
, Y (t
n
; r))] .
(4.6)
We define
y
1
(t
n+1
; r) = y
1
(t
n
; r) +
1
6
F [t
n
, y(t
n
; r)] ,
y
2
(t
n+1
; r) = y
2
(t
n
; r) +
1
6
G[t
n
, y(t
n
; r)] .
(4.7)
The following lemmas will be applied to show convergence of these approximates. That is
lim
h→0
y
1
(t; r) = Y
1
(t; r),
lim
h→0
y
2
(t; r) = Y
2
(t; r).
Lemma 4.1.[9] Let the sequence of numbers {W
n
}
N
n=0
satisfy
|W
n+1
| ≤ A|W
n
| +B, 0 ≤ n ≤ N −1,
for some give positive constants A and B. Then
|W
n
| ≤ A
n
|W
0
| +B
A
n
−1
A−1
, 0 ≤ n ≤ N.
Lemma 4.2.[9] Let the sequence of numbers{W
n
}
N
n=0
, {V
n
}
N
n=0
satisfy
|W
n+1
| ≤ |W
n
| +Amax{|W
n
|, |V
n
|} +B,
|V
n+1
| ≤ |V
n
| +Amax{|W
n
|, |V
n
|} +B,
for some given positive constants A and B, and denote
U
n
= |W
n
| +|V
n
|, 0 ≤ n ≤ N.
Then
U
n
≤ A
n
U
0
+B
A
n
−1
A−1
, 0 ≤ n ≤ N,
where A = 1 + 2A and B = 2B.
Let F(t, u, v) and G(t, u, v) are obtained by substituting [y(t)]
r
= [u, v] in (4.5),
F[t, y(t; r)] = k
1,1
(t, y(t; r)) + 4k
2,1
(t, y(t; r)) +k
3,1
(t, y(t; r)),
G[t, y(t; r)] = k
1,2
(t, y(t; r)) + 4k
2,2
(t, y(t; r)) +k
3,1
(t, y(t; r)).
The domain where F and G are defind is therefore
K = {(t, u, v)|0 ≤ t ≤ T, −∞< v < ∞ , −∞< u ≤ v}.
Theorem 4.1. Let F(t, u, v) and G(t, u, v) belong to C
3
(k) and let the partial derivatives of F
and G be bounded over K. Then, for arbitrary fixed r, 0 ≤ r ≤ 1, the approximately solutions(4.6)
converge to the exact solutions Y
1
(t; r) and Y
2
(t; r) uniformly in t.
Proof: It is sufficient to show
lim
h→0
y
1
(t
N
; r) = Y
1
(t
N
; r),
lim
h→0
y
2
(t
N
; r) = Y
2
(t
N
; r),
6
where t
N
= T. For n = 0, 1, · · · , N −1, by using Taylor theorem we get
Y
1
(t
n+1
; r) = Y
1
(t
n
; r) +
1
6
F [t
n
, Y (t
n
; r)] +
13
36
h
4
ML
3
+O(h
5
),
Y
2
(t
n+1
; r) = Y
2
(t
n
; r) +
1
6
G[t
n
, Y (t
n
; r))] +
13
36
h
4
ML
3
+O(h
5
),
(4.8)
W
n
= Y
1
(t
n
; r) −y
1
(t
n
; r),
V
n
= Y
2
(t
n
; r) −y
2
(t
n
; r).
Hence from (4.7) and (4.8)
W
n+1
= W
n
+
1
6
{F [t
n
, Y
1
(t
n
; r), Y
2
(t
n
; r)] −F [t
n
, y
1
(t
n
; r), y
2
(t
n
; r)]}
+
13
36
h
4
ML
3
+O(h
5
),
V
n+1
= V
n
+
1
6
{G[t
n
, Y
1
(t
n
; r), Y
2
(t
n
; r)] −G[t
n
, y
1
(t
n
; r), y
2
(t
n
; r)]}
+
13
36
h
4
ML
3
+O(h
5
).
Then
|W
n+1
| ≤ |W
n
| +
1
3
Ph · max{|W
n
|, |V
n
|} +
13
36
h
4
ML
3
+O(h
5
),
|V
n+1
| ≤ |V
n
| +
1
3
Ph · max{|W
n
|, |V
n
|} +
13
36
h
4
ML
3
+O(h
5
),
for t ∈ [0, T] and P > 0 is a bound for the partial derivatives of F and G. Thus by Lemma 4,
|W
n
| ≤ (1 +
2
3
Ph)
n
|U
0
| +
_
13
18
h
4
ML
3
+O(h
5
)
_
(1 +
2
3
Ph)
n
−1
2
3
Ph
,
|V
n
| ≤ (1 +
2
3
Ph)
n
|U
0
| +
_
13
18
h
4
ML
3
+O(h
5
)
_
(1 +
2
3
Ph)
n
−1
2
3
Ph
,
where |U
0
| = |W
0
| +|V
0
|. In particular
|W
N
| ≤ (1 +Ph)
N
|U
0
| +
_
13
12
h
3
ML
3
+O(h
4
)
_
(1 +
2
3
Ph)
T
h
−1
P
,
|V
N
| ≤ (1 +Ph)
N
|U
0
| +
_
13
12
h
3
ML
3
+O(h
4
)
_
(1 +
2
3
Ph)
T
h
−1
P
.
Since W
0
= V
0
= 0, we obtain
|W
N
| ≤
13
12
ML
3
_
e
2
3
Ph
−1
P
_
h
3
+O(h
4
),
|V
N
| ≤
13
12
ML
3
_
e
2
3
Ph
−1
P
_
h
3
+O(h
4
),
and if h →0 we get W
N
→0 and V
N
→0 which completes the proof.
7
5 Numerical Examples
Example 5.1. Consider the fuzzy differential equation
_
y

(t) = y(t), t ≥ 0,
y(0) = [0.75 + 0.25r, 1.5 −0.5r].
(5.1)
The exact solution is given by
Y (t; r) =
_
(0.75 + 0.25r)e
t
, (1.5 −0.5r)e
t
¸
.
At t = 0.1 we get
Y (0.1; r) =
_
(0.75 + 0.25r)e
0.1
, (1.5 −0.5r)e
0.1
¸
.
By using Runge-kutta method of order 3, the approximate solution is
y
1
(t
n+1
; r) = y
1
(t
n
; r)
_
1 +h +
h
2
2!
+
h
3
3!
_
,
y
2
(t
n+1
; r) = y
2
(t
n
; r)
_
1 +h +
h
2
2!
+
h
3
3!
_
.
The exact, approximate solutions by Euler method and the Runge-Kutta method of order 3 are
compared and plotted in figure 1.
0.8 1 1.2 1.4 1.6 1.8
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
t
r


Exact
Euler
RK 3rd order
Figure 1: h = 0.5
0.8 1 1.2 1.4 1.6 1.8
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
t
r


Exact
Euler
RK 3rd order
Figure 2: h = 0.5
Example 5.2. Consider the second order fuzzy differential equation
_
_
_
y

(t) = ty(t), t ∈ [0, 1],
y(0) =
_

e −0.5(1 −r),

e + 0.5(1 −r)
_
.
(5.2)
The exact solution is given by
Y (t; r) =
_
(

e −0.5(1 −r))e
t
2
2
, (

e + 0.5(1 −r))e
t
2
2
_
.
At t = 0.1 we get
Y (0.1; r) =
_
(

e −0.5(1 −r))e
0.005
, (

e + 0.5(1 −r))e
0.005
¸
.
The exact and approximate solutions by using Runge-Kutta method of order 3 equations (4.3-
??eq15]), are compared and plotted in figure 2.
8
6 Conclusions
In this work we applied Runge-Kutta method of order 3 for finding the numerical solution
of fuzzy differential equations. Taking into account the convergence order of the Euler method is
O(h) (as given in [9]), a higher order of convergence O(h
3
) is obtained by the proposed method.
Comparison of solutions of examples (5.1) and (5.2) shows that our proposed method gives better
solution than Euler method.
Acknowledgements
This work has been supported by University Grants Commission, MRP-3346/10, SERO, Hy-
derabad, India.
References
[1] S. Abbasbandy, T. Allahviranloo, Numerical solution of fuzzy differential equations by Taylor method, Journal
of Computational Methods and Applied Mathematics, 2(2002)113-124.
[2] K. Balachandran, P. Prakash, Existence of solutions of fuzzy delay differential equations with nonlocal condition,
Journal of the Korea Society for Industrial and Applied Mathematics, 6(2002)81-89.
[3] K. Balachandran, K. Kanagarajan, Existence of solutions of fuzzy delay integrodifferential equations with
nonlocal condition, Journal of the Korea Society for Industrial and Applied Mathematics, 9(2005)65-74.
[4] S.L. Chang, L.A. Zadeh, On fuzzy mapping and control, IEEE Trans, Systems Man Cybernet. 2(1972)30-34.
[5] D. Dubois, H. Prade, Towards fuzzy differential calculus part 3 : Differentiation, Fuzzy Sets and Systems,
8(1982)225-233.
[6] O. Kaleva, Fuzzy differential equations, Fuzzy Sets and Systems, 24(1987)301-317.
[7] O. Kaleva, The Cauchy problem for fuzzy differential equations, Fuzzy Sets and Systems, 35(1990)389-396.
[8] V. Lakshmikantham and R. Mohapatra, Theory of Fuzzy Differential Equations and Inclutions, Taylor and
Francis, London,(2005).
[9] M. Ma, M. Friedman, A. Kandel, Numerical solutions of fuzzy differential equations, Fuzzy Sets and Systems,
105(1999)133-138.
[10] M.L. Puri, D.A. Ralescu, Differentials of fuzzy functions, Journal of Mathematical Analysis and Applications,
91(1983)552-558.
[11] A. Ralston, P. Rabinowitz, First Course in Numerical Analysis, McGraw Hill International Edition, (1978).
[12] S. Seikkala, On the fuzzy initial value problem, Fuzzy Sets and Systems, 24(1987)319-330.

We specify v as (a1 /a2 /a3 ). aij in the Runge-Kutta method of order three are c1 = 0. where m = 3. ∂ti ∂y j M Then in the Runge-Kutta method of order 3. M. · · · m. c3 = 1. Li+j ∂ i+j f < j−1 .1. The famous nonzero constants ci . i=1 (2. 13 4 h M L3 + O(h5 ). where a = t0 ≤ t1 ≤ · · · ≤ tN = b and h = (b − a) = ti+1 − ti . 1 yi+1 = yi + 6 (k1 + 4k2 + k3 ). the truncation error Tm .4) k3 = hf (ti + h. if the O(hm+2 ) term is small compared with γm hm+1 . Let f (t. 36 A triangular fuzzy number v. will usually be a bound on the error as a whole. Hence we have. then the bound on γm hm+1 . a3 ] and vertex at x = a2 . 2. c2 = 1/2. see [11] y(ti+1 ) − yi+1 y(ti+1 ) − yi+1 ≈ ≈ γ3 h4 + O(h5 ). We will write: (1) v > 0 if a1 > 0. a32 = 2. see[11] k1 = hf ti . we have.2) is to be exact for powers of h through hm . The true magnitude of γm will generally be much less than the bound of Theorem 2. the membership function of the fuzzy number v. a31 = −1.  (2.2) i−1 Equations (2. i + j ≤ m. yi − k1 + 2k2 ) . a21 = 1/2.2 The basis of all Runge-Kutta method is to express the difference between the value of y at tn+1 and tn as m yn+1 − yn = where wi ’s are constants and for i = 1. Therefore. b] and it’s partial derivatives are bounded and assume that there exists positive constants L. . such that |f (t. (3) v < 0 if a3 < 0. (2) v ≥ 0 if a1 ≥ 0. is a triangle with base on the interval [a1 . can be writtern as Tm = γm hm+1 + O(hm+2 ). 1 k2 = hf ti + h . and (4) v ≤ 0 if a3 ≤ 0. to be so if h is small. yi . is defined by three numbers a1 < a2 < a3 where the graph of v(x).5) Theorem 2.  w i ki . 2 ki = hf tn + ci h. y)| < M. because it is to be coincident with Taylor series of order m. as we expect. Thus. y) belongs to C 3 [a.3) (2.1. N (2. yi + 2 k1 . yn + h j=1 aij kj  .

r) = max{f (t. It means that is v ∈ E then r−level set [v]r = {s | v(s) ≥ r}. v2 (r) · w1 (r). 1]. is a closed bounded interval which is denoted by [v]r = [v1 (r).2) . v)| ≤ g(t. = s[v]r . 3 Fuzzy Cauchy Problem y (t) = f (t. The extension principle of Zadeh leads to the following definition of f (t.3) for u0 = 0. r) is nondecreasing and the initial value problem u (t) = g(t. r). 1].3) has a solution on R+ for u0 > 0 and that u(t) = 0 is the only solution of (3. r) = min{f (t. t ∈ I.1) has a unique solution. y2 (0.1. t ≥ 0. A mapping x : I → E is called a fuzzy process and its r−level set is denoted by [x(t)]r = [x1 (t. Let I be a real interval. (3.1. Theorem 3. as in Seikkala[13]. It follows that where [f (t. w ∈ E and s scalar. The derivative x (t) of a fuzzy process x(t) is defined by [x (t)]r = [x1 (t. provided that this equation defines a fuzzy number. r)]. t ∈ I = [0. v1 (r) · w2 (r). r)]. f2 (t. t ∈ I. r ∈ (0. Then the fuzzy initial value problem (3. y2 (r)]}. r)]. x2 (t. r). y(t)). v2 (r)]. y)(s) = sup{y(τ )|s = f (t. r). where g : R+ × R+ is a continuous mapping such that r → g(t. r ∈ (0. max{v1 (r) · w1 (r). s ∈ R. Lemma 2.1) where f is a continuous mapping from R+ × R into R and y0 ∈ E with r-level sets [y0 ]r = [y1 (0. u(t)). y)]r = [f1 (t. u(0) = u0 . y2 (r)]}. 1] [v + w]r [v − w]r [v · w]r [sv]r = [v1 (r) + w1 (r). v2 (r) · w1 (r). v2 (r) · w2 (r)} . v2 (r) + w2 (r)]. (3. v2 (r) − w2 (r)]. y. u)| u ∈ [y1 (r). r ∈ (0. v. y) when y = y(t) is a fuzzy number f (t. f1 (t. |v − v|). r). T ]. v) − f (t. Let v. y. y. y. 0 < r ≤ 1. Consder the fuzzy initial value problem (3. r ∈ (0. r)}. r)]. y(0) = y0 . v2 (r) · w2 (r)}. then for r ∈ (0.[12] Let f satisfy |f (t.3 Let E be the set of all upper semicontinuous normal convex fuzzy numbers with bounded r−level intervals. = [v1 (r) − w1 (r). v ∈ R. x2 (t. u)| u ∈ [y1 (r). f2 (t. = min{v1 (r) · w1 (r). 1]. v1 (r) · w2 (r). 1].

r)) = max hf t + 1 h. r) − k1. r)] .1 (t. r)) . y(t. .2 (t.2 (t. y(t.2 (t. y2 (tn ) +  j=1 i−1 aij kj. r)).1 (t. r)) = max hf (t. i=1 3 (4. r)). 2 z2. r)] . r) + 1 k1. y(t.1 (t. G[t. y(tn . r)) + 2k2. r)). y(t.1 (tn . y1 (tn ) + ki.5) The exact and approximate solutions at tn . i = 1. 1 k2. r)) = y2 (t. u) |u ∈ [y1 (t. r)). y(tn .1 (t. r)) = min hf (t + h. aij kj. u u ∈ [z1.2 (t. y(t. r) + 4k2. z1. r)). r). r).4 4 Runge-Kutta method of order 3 Let the exact solution [Y (t)]r = [Y1 (t. r) − y1 (tn . r)] is approximated by some [y(t)]r = [y1 (t. 2.2 (t. y(t. y(tn .(2.1 (t. u) u ∈ [z2. where in the Runge-Kutta method of order 3 1 z1. y(t. r) + 2 k1. From (2.2 (t. y(t. r)). y(t. y(t. The solution is calculated by grid points at (2. y(t.2 (t. y(t. r)). y(t. y(t.1 (tn .1 (t. r)). z1. r)) = hf tn + ci h . r)] . r))]r = [ki. r)] = k1.5). y(tn . y(t. r).1 (t.1 (t. y(t. r)) = min hf (t. Y2 (tn . y(t. y2 (t. y(t.2 (tn .   (4.1) wi ki. r)] .1 (t. r)) . k1. r).2 (t. r) − k1. Y2 (t.2 (t.2) j=1 and k1. y(t. u) u ∈ [z2. r)). r)] respectively. (4. r)] and [y(tn )]r = [y1 (tn .3) k2.1 (t. r)) = min hf t + 2 h. y2 (t. r)] . r)) = hf tn + ci h . r)). r)) + 2k2. r)) = y2 (t. z1. r) − y2 (tn . r)]. z2. y(t. y(t. y(t. y(t. r). r)).2 (t. y(t. y(t.1 (t. k3. z2. y(t. y(tn . r) + 4k2. r)) + k3. y(t.1 (t.4) (4. (4. 0 ≤ n ≤ N are denoted by [Y (tn )]r = [Y1 (tn .2 (t. r)] . y(t. r) = where the wi ’s are constants and wi ki.2 (t. y(tn . r)] = k1. r).2).1 (t. r)) + k3. y(t. y(t.2 (t.1 (t. r) = y2 (tn+1 . y2 (t. r)) = y1 (t. y(t.2 (tn . u) |u ∈ [y1 (t.2 (t.2 (t.2 (t. r)). z2. u u ∈ [z1. 3  i−1 ki.2 (tn . y(t. 2 k3.1 (t. r)) = y1 (t. y(t. y(t. Define F [t. r). r)) = max hf (t + h. y(t. ki. i=1 [ki (t.1 (t.3) we define 3 y1 (tn+1 .1 (tn . y2 (tn . r))].

Let F (t. for some given positive constants A and B. (4. r). v)|0 ≤ t ≤ T. u. y(t. v) belong to C 3 (k) and let the partial derivatives of F and G be bounded over K. Y (tn . y(tn . Then. for some give positive constants A and B.[9] Let the sequence of numbers{Wn }N . r).7) The following lemmas will be applied to show convergence of these approximates. r) + 1 F [tn . v) are obtained by substituting [y(t)]r = [u. F [t. −∞ < u ≤ v}. r)) + 4k2. v) and G(t.1. 0 ≤ n ≤ N − 1. −∞ < v < ∞ . the approximately solutions(4. r) = Y1 (tN . r)] . 6 1 y2 (tn+1 . r)). r)).5) we have Y1 (tn+1 . r)) + k3. Theorem 4. Let F (t.6) We define y1 (tn+1 . r) = y1 (tn . 0 ≤ n ≤ N. y(t. The domain where F and G are defind is therefore K = {(t.2. r) and Y2 (t. G[t. r) = y2 (tn . r) = Y2 (t. r) = Y2 (tN . limh→0 y2 (tN . r)] = k1. A−1 . u. y(t. 0 ≤ r ≤ 1.[9] Let the sequence of numbers {Wn }N satisfy n=0 |Wn+1 | ≤ A|Wn | + B.1 (t. u. Y (tn .1) and (4. y(t. h→0 lim y2 (t. Proof: It is sufficient to show limh→0 y1 (tN . and denote Un = |Wn | + |Vn |. for arbitrary fixed r. r) + 6 G [tn .2 (t. |Vn |} + B. Then |Wn | ≤ An |W0 | + B An − 1 . {Vn }N satisfy n=0 n=0 |Wn+1 | ≤ |Wn | + A max{|Wn |. r) ≈ Y1 (tn .1 (t. |Vn |} + B. 0 ≤ n ≤ N.6) converge to the exact solutions Y1 (t. y(t. u. r)] . Then Un ≤ A U0 + B n n 0 ≤ n ≤ N. |Vn+1 | ≤ |Vn | + A max{|Wn |. r).5 By (4. Lemma 4. r)] = k1. r).5). r)) + 4k2. A −1 . y(t.1 (t. y(t. That is h→0 lim y1 (t.2 (t.1. r))] . A−1 Lemma 4. 6 1 Y2 (tn+1 . y(t. r)) + k3. v] in (4. (4. y(tn .1 (t. r) uniformly in t. u. where A = 1 + 2A and B = 2B. r) = Y1 (t. v) and G(t. r) ≈ Y2 (tn . r) + 1 F [tn . r) + 6 G [tn . r)] .

y2 (tn . 3 36 13 4 1 |Vn+1 | ≤ |Vn | + P h · max{|Wn |. Y (tn .6 where tN = T . r). Y (tn . P T T N h3 + O(h4 ). we obtain |WN | ≤ |VN | ≤ 13 M L3 12 13 M L3 12 e3Ph − 1 P e3Ph − 1 P 2 2 13 4 h M L3 + O(h5 ) 18 13 4 h M L3 + O(h5 ) 18 2 (1 + 3 P h)n − 1 . and if h → 0 we get WN → 0 and VN → 0 which completes the proof. 2 3Ph 13 3 h M L3 + O(h4 ) 12 13 3 h M L3 + O(h4 ) 12 2 (1 + 3 P h) h − 1 . r). r)]} 6 13 + h4 M L3 + O(h5 ). r) = Y2 (tn .8) Wn+1 = Wn + 1 {F [tn . Thus by Lemma 4. r). Hence from (4. r) − y1 (tn . Y2 (tn . r) = Y1 (tn . Vn = Y2 (tn .8) Wn = Y1 (tn . |Vn |} + h M L3 + O(h5 ). r)]} 6 13 + h4 M L3 + O(h5 ). r). 1 Y2 (tn+1 . 36 1 = Vn + {G [tn . 1. y1 (tn . r). P 2 (1 + 3 P h) h − 1 . · · · . Y2 (tn . + O(h5 ). In particular |WN | ≤ (1 + P h)N |U0 | + |VN | ≤ (1 + P h) |U0 | + Since W0 = V0 = 0. N − 1. |Vn |} + h4 M L3 + O(h5 ). by using Taylor theorem we get 1 Y1 (tn+1 .7) and (4. 2 3Ph 2 (1 + 3 P h)n − 1 . y2 (tn . . Y1 (tn . 2 |Wn | ≤ (1 + P h)n |U0 | + 3 2 |Vn | ≤ (1 + P h)n |U0 | + 3 where |U0 | = |W0 | + |V0 |. Y1 (tn . h3 + O(h4 ). r)] + 13 4 3 36 h M L + O(h5 ). r) + 6 F [tn . For n = 0. T ] and P > 0 is a bound for the partial derivatives of F and G. 36 Vn+1 Then 1 13 |Wn+1 | ≤ |Wn | + P h · max{|Wn |. r))] + 13 4 3 36 h M L (4. r)] − G [tn . r) + 6 G [tn . r) − y2 (tn . r)] − F [tn . r). 3 36 for t ∈ [0. y1 (tn .

+ y2 (tn+1 .5 − 0.5(1 − r) .8 1 1.3 0. ( e + 0.5 0.3??eq15]). Example 5.5(1 − r))e 2 . t ≥ 0.2 t 1.75 + 0. r) 1 + h + 2! 3! Y (0.5 0.8 0. At t = 0.005 . .5(1 − r))e0. 1].4 r Exact Euler RK 3rd order 1.6 0. Consider the second order fuzzy differential equation  y (t) = ty(t). The exact. (1.4 0.7 0. √ √ t2 t2 Y (t.2.9 0.6 1.5 Figure 2: h = 0.  √ √  y(0) = e − 0. 1 0. The exact solution is given by Y (t.6 0. the approximate solution is y1 (tn+1 . + 2! 3! h3 h2 . r) = y2 (tn .5 − 0.1.75 + 0.1) y(0) = [0.9 0.1 we get By using Runge-kutta method of order 3.5(1 − r).5 − 0. (5.2 0.8 0.1 0 0.1 .1 . r) = (0. approximate solutions by Euler method and the Runge-Kutta method of order 3 are compared and plotted in figure 1.2 t 1.3 0.7 0. r) = ( e − 0. The exact and approximate solutions by using Runge-Kutta method of order 3 equations (4.25r.6 1.1 0 0.2 0.4 1. r) = ( e − 0.7 5 Numerical Examples y (t) = y(t). ( e + 0. r) = (0.4 0.5(1 − r))e0.5r)et .8 Figure 1: h = 0.5(1 − r))e 2 .5r)e0. (1. r) = y1 (tn . r) 1 + h + h2 h3 .25r)et .1.25r)e0.1. t ∈ [0.8 1 1.75 + 0.005 . Consider the fuzzy differential equation (5. 1.8 r 1 Exact Euler RK 3rd order 0.2) At t = 0.5r].1 we get √ √ Y (0.5 The exact solution is given by Example 5. e + 0. are compared and plotted in figure 2.

Puri. IEEE Trans. Seikkala. [7] O. 8(1982)225-233.(2005). Balachandran. [3] K.1) and (5. Towards fuzzy differential calculus part 3 : Differentiation. Balachandran. Journal of the Korea Society for Industrial and Applied Mathematics. Prade. [2] K. A. 2(1972)30-34. Zadeh. 105(1999)133-138.L. India. [6] O. T. [8] V. Abbasbandy. 91(1983)552-558. 35(1990)389-396. Kanagarajan. Kaleva. Theory of Fuzzy Differential Equations and Inclutions. Rabinowitz. 24(1987)301-317. Journal of the Korea Society for Industrial and Applied Mathematics. P. L. Chang. Allahviranloo. Fuzzy Sets and Systems. Taking into account the convergence order of the Euler method is O(h) (as given in [9]). . Journal of Mathematical Analysis and Applications. [12] S. 6(2002)81-89. 9(2005)65-74. [10] M. Fuzzy Sets and Systems. The Cauchy problem for fuzzy differential equations. [11] A. Kandel.A. Taylor and Francis.2) shows that our proposed method gives better solution than Euler method. Fuzzy differential equations. Fuzzy Sets and Systems.L. MRP-3346/10. Existence of solutions of fuzzy delay differential equations with nonlocal condition. First Course in Numerical Analysis. [5] D. Lakshmikantham and R. Hyderabad. Mohapatra. Fuzzy Sets and Systems. (1978). On fuzzy mapping and control. Journal of Computational Methods and Applied Mathematics. Numerical solution of fuzzy differential equations by Taylor method. Dubois. Differentials of fuzzy functions. London. a higher order of convergence O(h3 ) is obtained by the proposed method. McGraw Hill International Edition. Acknowledgements This work has been supported by University Grants Commission. [4] S. P. Comparison of solutions of examples (5. Kaleva. Systems Man Cybernet. References [1] S. Ralescu. Prakash. Ralston. Numerical solutions of fuzzy differential equations.A. Fuzzy Sets and Systems. On the fuzzy initial value problem. D. SERO. M. 2(2002)113-124. Existence of solutions of fuzzy delay integrodifferential equations with nonlocal condition. Friedman. [9] M. Ma. 24(1987)319-330.8 6 Conclusions In this work we applied Runge-Kutta method of order 3 for finding the numerical solution of fuzzy differential equations. K. H.

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