International Journal of Pure and Applied Mathematics

Volume 101 No. 5 2015, 795-802

ISSN: 1311-8080 (printed version); ISSN: 1314-3395 (on-line version)
url: http://www.ijpam.eu AP
ijpam.eu

THIRD ORDER RUNGE-KUTTA METHOD FOR SOLVING

DIFFERENTIAL EQUATION IN FUZZY ENVIRONMENT

S. Narayanamoorthy1 , T.L. Yookesh2

1,2 Departmentof Applied Mathematics
Bharathiar University
Coimbatore, 641 046, INDIA

Abstract: In this research paper, we introduce a numerical algorithm for

solving fuzzy initial value problem using Seikkala’s derivative. The linear fuzzy
differential equation is solved by Runge-Kutta method. The numerical values
are calculated by choosing different step size. This approach gives a complete
error analysis.

AMS Subject Classification: 34A07, 65L06

Key Words: ordinary differential equation, fuzzy initial value problem,
Runge-Kutta method

1. Introduction

Fuzzy differential equation (FDE)has been rapidly growing in the recent years.
Fuzzy differential equation forms a suitable setting for mathematical model-
ing of real world problems in which uncertainties or vagueness pervade. The
concept of a fuzzy derivative was defined Chang and Zadeh in 1972. It was
followed by Dubois and Prade. The term “ Fuzzy Differential Equation” was
introduced in 1987 by Kandel and Byatt. The most popular approach is using
the Hukuhara differentablity for the fuzzy value functions, which has a draw
back. Hence, the fuzzy solution behaves quite differently from the crisp so-
c 2015 Academic Publications, Ltd.

Received: March 12, 2015 url: www.acadpubl.eu
796 S. Narayanamoorthy, T.L. Yookesh

lutions. Later, Seikkala[8] introduces the notations of fuzzy derivatives as an

extension of Hukuhara derivative and fuzzy integral. General formulation of
fuzzy first order initial value problem is given by Buckley and Feuring. Un-
der appropriate conditions, the fuzzy initial value problem (FIVP) considered
under interpretation has locally two solutions. Numerical solution of an FDE
is obtained now in a natural way, by extending the existing classical methods
to the fuzzy case[5]. Here we used the method called Runge-Kutta third order
method to solve the fuzzy linear differential equation.

2. Preliminaries

Definition 1. Let X be a set. A fuzzy set A on X is defined to be a function

A : X → [0, 1](orµA : X → [0, 1]). Equivalently, a fuzzy set A is defined to be
the class of object having the following representation A = {(x, µA (x)) : x ∈
X}. Where, µA : X → [0, 1] is a function called the membership characteristic
function of A.

Definition 2. The α-cut (or) α- level set of a fuzzy set A is a crisp

set defined by Aα = {x|A(x) ≥ α} and the strong α-cut defined similarly
A′ α = {x|A(x) > α}.

Definition 3. A Fuzzy set Ā is the triangular Fuzzy number with peak

(or center) a, left width α > 0 and right β > 0 if its membership function has
the following form

a−t


 1− if a − α < t < a,



 α


Ā(t) = t−a
1− if a < t < a + β,


 β




0, Otherwise.


Lemma 4. In the sequence of non-negative numbers {Wn }N n=0 satisfy

n −1
|Wn+1 | = A|Wn | + B, 0 ≤ n ≤ N − 1, |Wn | = An |W0 | + B AA−1 , 0 ≤ n ≤ N,

Lemma 5. Let F (t, u, v) and G(t, u, v) belong to c′ (ℜf ) and the partial
derivatives of F and G be bounded over ℜf . Then for arbitrarily fixed r,
THIRD ORDER RUNGE-KUTTA METHOD FOR SOLVING... 797

0 ≤ r ≤ 1, D(y(tn+1 ), y (0) (tn+1 )) 

≤ h2 L(1 + 2C) where L is a bound  of partial
derivatives of F, G and C = max G[tn , y(tn ; r), y(tn ; r)] r ∈ [0, 1] < α.

Theorem 6. Let F (t, u, v) and G(t, u, v) belong to c′ (ℜf ) and the partial
derivatives of F and G be bounded over ℜf . Then for arbitrarily fixed r,
0 ≤ r ≤ 1, the numerical solutions of y(tn+1 ; r) and y(tn+1 ; r) converge to the
exact solution Y (t; r) and Y (t; r) uniformly in t.

Theorem 7. Let F (t, u, v) and G(t, u, v) belong to c′ (ℜf ) and the partial
derivatives of F and G be bounded over ℜf and 2Lh < 1. Then for arbi-
trarily fixed r, 0 ≤ r ≤ 1, the iterative numerical solutions of y (j) (tn+1 ; r)
and y (j) (tn+1 ; r) converge to the numerical solution Y (tn ; r) and Y (tn ; r) in
t0 ≤ tn ≤ tN , when j → ∞.

3. Fuzzy Initial Value Problem

Consider the first order fuzzy initial value differential equation [8] is given by

y ′ (x) = f (x, y(x)), t ∈ [x0 , X]
y(x0 ) = y0

where y is a fuzzy function of x, f (x, y) is a fuzzy function of the crisp variable

x and the fuzzy derivative of y and y(x0 ) = y0 is a triangular shaped fuzzy
number. We denote the fuzzy function y by y = [y, y]. The α-level set of y(x)
for x ∈ [x0 , X] is defined as
 
[y(x)]r = y(x; α), y(x; α) , (1)
 
[y(x0 )]r = y(x0 ; α), y(x0 ; α) , α ∈ (0, 1]

We write [f (x, y)] = [f (x, y), f (x, y)] and f (x, y) = F [x, y, y], f (x, y) = G[x, y, y],
because of y ′ = f (x, y) we have

f (x, y(x); α) = F [x, y(x; α), y(x; α)], f (x, y(x); α) = G[x, y(x; α), y(x; α)].

By using the extension principle, we have the membership function

f (t, y(x))(s) = sup{y(x)(τ )/s = f (x, τ )}

798 S. Narayanamoorthy, T.L. Yookesh

so fuzzy number f (x, y(x)). From this it follows that

[f (t, y(x)]r = [f (x, y(x); α), f (x, y(x); α)], α ∈ (0, 1].

Here
f (x, y(x); α) = min{f (x, u)|u ∈ [y(x)]r }
and
f (x, y(x); α) = max{f (x, u)|u ∈ [y(x)]r }.

Theorem 8. 1. Ȳ (t)[α] = Ω(a) for all α ∈ [0, 1], t ∈ I.

2. Ȳ (t) is a fuzzy number for all t ∈ I.

4. Third Order Runge-Kutta Method for

Solving Fuzzy Differential Equations

The General Third Order Fuzzy Runge-Kutta Method formula is

h
yn+1 = yn + [k1 + 4k2 + k3 ],
6
where
k1 = f (xn , yn ),
h h
k2 = f (xn + , yn + k1 ),
2 2
k3 = f (xn + h, yn − hk1 + 2hk2 ).
Then, let Y = [Y1 , Y2 ] be exact solution and y = [y1 , y2 ] be the approximated
solution of the Fuzzy initial value problem

[Y (t)]r = [Y1 (t, r), Y2 (t, r)]r = [y1 (t, r), y2 (t, r)]r .

Keeping argument, the value of r is fixed and then the exact and approxi-
mate solution of tn are represented by [Y (tn )]r = [Y1 (tn ; r), Y2 (tn ; r)] [y(tn )]r =
[y1 (tn ; r), y2 (tn ; r)], {0 ≤ n ≤ N }. The grid points at which the solution is
calculated
T − t0 N
h= t1 = t0 + ih, 0 ≤ i ≤ N.
,
THIRD ORDER RUNGE-KUTTA METHOD FOR SOLVING... 799

Then we obtain
h
Y1 (tn+1 ; r) = Y1 (tn ; r) + [k1 + 4k2 + k3 ],
6
where
k1 = f (tn , [Y1 (tn ; r), Y2 (tn ; r)]),
h h h
k2 = f (tn + , Y1 (tn ; r) + k1 , Y2 (tn ; r) + k1 )
2 2 2
k3 = f (tn + h, Y1 (tn ; r) − hk1 + 2hk2 , Y2 (tn ; r) − hk1 + 2hk2 )
and
h
Y2 (tn+1 ; r) = Y1 (tn ; r) + [k1 + 4k2 + k3 ],
6
where
k1 = g(tn , [Y1 (tn ; r), Y2 (tn ; r)])
k2 = g(tn + h2 , Y1 (tn ; r) + h2 k1 , , Y2 (tn ; r) + h2 k1 )
k3 = g(tn + h, Y1 (tn ; r) − hk1 + 2hk2 , Y2 (tn ; r) − hk1 + 2hk2 ).
Thus we have
h
y1 (tn+1 ; r) = y1 (tn ; r) + [k1 + 4k2 + k3 ],
6
where
k1 = f (tn , [y1 (tn ; r), y2 (tn ; r)])
k2 = f (tn + h2 , y1 (tn ; r) + h2 k1 , y2 (tn ; r) + h2 k1 )
k3 = f (tn + h, y1 (tn ; r) − hk1 + 2hk2 , y2 (tn ; r) − hk1 + 2hk2 )
and
y2 (tn+1 ; r) = y1 (tn ; r) + h6 [k1 + 4k2 + k3 ].
Here
k1 = g(tn , [y1 (tn ; r), y2 (tn ; r)])
k2 = g(tn + h2 , y1 (tn ; r) + h2 k1 , y2 (tn ; r) + h2 k1 )
k3 = g(tn + h, y1 (tn ; r) − hk1 + 2hk2 , y2 (tn ; r) − hk1 + 2hk2 )
Clearly y1 (tn ; r) and y2 (tn ; r) converges to Y1 (tn ; r) and Y2 (tn ; r) respectively
whenever h → 0.

5. Illustrative Example

Consider the first order linear differential equation,

y ′ (t) = x2 y, t > 0, y(0) = (0.75 + 0.25r, 1.25 − 0.25r)

800 S. Narayanamoorthy, T.L. Yookesh

The exact solution is given by

t3 t3
y(t, r) = [(0.75 + 0.25r)e 3 , (1.25 − 0.25r)e 3 ]
at t = 1
1 1
y(1, r) = [(0.75 + 0.25r)e 3 , (1.25 − 0.25r)e 3 ], 0 ≤ r ≤ 1
Using the Runge-Kutta third order method approximation we denote
(0)
y1 = 0.75 + 0.25r, y20 = 1.25 − 0.25r
and
(0)
y1 (tn+1 ; r) = y1 (t; r) + hy1 (t, r)
(0)
y2 (tn+1 ; r) = y2 (t; r) + hy2 (t, r)
where I = 0, 1, . . . N − 1 and h = 1/N .
Now using these equation as an initial guess for the following iterative so-
lutions respectively

y1i (tn+1 ; r) = y2 (tn ; r) + h6 [k1 + 4k2 + k3 ]

where,
k1 = f ([y1 (tn ; r)])
k2 = f (y1 (tn ; r) + h2 k1 )
k3 = f (y1 (tn ; r) + 34 k2 )
and
y2j (tn+1 ; r) = y2 (tn ; r) + h6 [k1 + 4k2 + k3 ]
where,
k1 = f ([y2 (tn ; r)])
k2 = f (y2 (tn ; r) + h2 k1 )
k3 = f (y2 (tn ; r) + 34 k2 )
and j = 1, 2, 3.
Thus we have
(3) (3)
y1 (1, r) = y1 (1; r) and y2 (1, r) = y2 (1; r) for i = 1, 2, . . . , N .
therefore,
(3) (3)
y1 (1, r) = y1 (1; r) and y2 (1, r) = y2 (1; r) are obtained. The solution of
exact and approximate solutions were tabulated and compare as,

r 0.1 0.01 r 0.1 0.01

0 1.04671 1.74452 0 0.7503 1.2504 0.7500 1.2500
0.2 1.11649 1.67473 0.2 0.8003 1.2004 0.8000 1.2000
0.4 1.18627 1.60495 0.4 0.8503 1.1504 0.8500 1.1500
0.6 1.25605 1.53517 0.6 0.9003 1.1004 0.9000 1.1000
0.8 1.32583 1.46539 0.8 0.9503 1.0505 0.9500 1.0500
1 1.39561 1.39561 1 1.0003 1.0003 1.0000 1.0000
Table 1 : Exact Soln at x = 1 Table 2 : Approx soln at x = 1
THIRD ORDER RUNGE-KUTTA METHOD FOR SOLVING... 801

(a) At h=0.1 (b) At h=0.01

Figure 1: Graphical representation

r/h 0.1 0.01

0 0.7905 0.7912
0.2 0.7905 0.7912
0.4 0.7906 0.7913
0.6 0.7906 0.7913
0.8 0.7904 0.7912
1 0.7906 0.7912
Table 3 : Error at x = 1

6. Conclusion

The numerical solution for fuzzy ordinary differential equation is obtained. A

scheme based on third order Runge-Kutta method to approximate the solution
of fuzzy initial value problem has been formulated. Numerical example shows
the efficiency of implemented numerical method and it increase the accuracy.

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