You are on page 1of 20

Available online at www.ispacs.

com/jfsva
Volume 2012, Year 2012 Article ID jfsva-00126, 20 pages
doi:10.5899/2012/jfsva-00126
Research Article

Solution of the first order linear fuzzy differential


equations by some reliable methods

Mojtaba Ghanbari
Department of Mathematics, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran.
——————————————————————————————————
Copyright 2012 ⃝
c Mojtaba Ghanbari. This is an open access article distributed under the Creative Com-
mons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium,
provided the original work is properly cited.
——————————————————————————————————

Abstract
Fuzzy differential equations are used in modeling problems in science and engineering.
For instance, it is known that the knowledge of dynamical systems modeled by ordinary
differential equations is often incomplete or vague. While, fuzzy differential equations
represent a proper way to model dynamical systems under uncertainty and vagueness. In
this paper, two methods for solving first order linear fuzzy differential equations under
generalized differentiability are proposed and compared. These methods are variational
iteration method (VIM) and Adomian decomposition method (ADM). The comparison of
the exact solutions with solutions obtained by VIM and ADM are in details. The com-
parison shows that solutions are excellent agreement.
Keywords: Fuzzy numbers; Fuzzy differential equations; Generalized differentiability; Variational
iteration method; Adomian decomposition method

1 Introduction
Fuzzy differential equations play an important role in an increasing number of system
models in biology, engineering, physics and other sciences. For example, in population
models [29], civil engineering [38], bioinformatics and computational biology [18], quantum
optics and gravity [36] and in modeling hydraulic [16]. First order linear fuzzy differential
equations are one of the simplest fuzzy differential equations which may appear in many
applications. However the form of such an equation is very simple, it raises many problems
since under different fuzzy differential equation concepts, the behaviour of the solutions
is different [14]. Since the fuzzy derivative is used in a fuzzy differential equation, it is
natural to begin by presenting a background of fuzzy derivative.

Email: mojtaba.Ghanbari@gmail.com, Tel: +989113222331.

1
The concept of the fuzzy derivative was first introduced by Chang and Zadeh [20].
Later, Dubois and Prade [22] presented a concept of the fuzzy derivative based on the ex-
tension principle. Other methods have been discussed by Puri and Ralescu [39], Goetschel
and Voxman [27], Seikkala [40] and Friedman et al. [25, 33]. Buckley and Feuring [17]
compare various derivatives of fuzzy function that have been presented in the various
literature by comparing the different solutions one may obtain to the fuzzy differential
equations using these derivatives. Recently, Bede introduced a strongly generalized differ-
entiability of fuzzy functions in [13] and studied in [14, 15]. The numerical methods for
solving fuzzy differential equations are introduced in [3, 4, 9, 10]. In 2009, Nieto et al.
[37] showed that any suitable numerical method for ordinary differential equations can be
applied to solve numerically fuzzy differential equations under generalized differentiabil-
ity, and also they implemented the generalized Euler approximation method for solving
first order linear fuzzy differential equations. Allahviranloo et al. [11] have been used the
concept of generalised differentiability and applied differential transformation method for
solving fuzzy differential equations. In 2011, Khastan et al. [35] have been studied first
order linear fuzzy differential equations by using the generalized differentiability concept
and presented the general form of their solutions. Recently, Ghazanfari et al. [26] have
been considered Seikkala’s derivative and applied a numerical algorithm for solving first
order fuzzy differential equation, based on extended Runge-Kutta-like formulae of order
4.
In this work, the first order linear fuzzy differential equation is solved via Variational
Iteration Method (VIM) and Adomian Decomposition Method (ADM). We replace the
initial problem by its parametric form and then solve the new system which consist of two
classic ordinary differential equations with initial conditions, then check to see whether
this solution define a fuzzy function.
The structure of this paper is organized as follows. In Section 2, some basic definitions
which will be used later in the paper are provided. In Section 3, we present the different
parametric forms of a fuzzy differential equation by using the strongly generalized differ-
entiability concept. In Section 4, we state the basic concepts of VIM and ADM, and apply
these two methods on parametric forms of a fuzzy differential equation. In Section 5, we
give two numerical examples. We conclude in Section 6.

2 Preliminaries
Definition 2.1. A fuzzy number is a function u : R −→ [0, 1] satisfying the following
properties:

(i) u is normal, i.e. ∃x0 ∈ R with u(x0 ) = 1,

(ii) u is a convex fuzzy set,

(iii) u is upper semi-continuous on R,

(iv) {x ∈ R : u(x) > 0} is compact, where A denotes the closure of A.

The set of all these fuzzy numbers is denoted by E. Obviously, R ⊂ E. Here R ⊂ E is


understood as R = {χ{x} : x is usual real number}. For 0 < r 6 1, denote [u]r = {x ∈ R :
u(x) > r} and [u]0 = {x ∈ R : u(x) > 0}. It is well-known that for each r ∈ [0, 1], [u]r is a

2
bounded closed interval. For u, v ∈ E, and λ ∈ R, the sum u ⊕ v and the product λ ⊙ u
are defined by

[u ⊕ v]r = [u]r + [v]r = {x + y : x ∈ [u]r , y ∈ [v]r }, ∀r ∈ [0, 1],

[λ ⊙ u]r = λ ⊙ [u]r = {λx : x ∈ [u]r }, ∀r ∈ [0, 1].



Define D : E × E −→ R+ {0} by the equation

D(u, v) = sup {max[ |ur − v r |, |ur − v r | ]}, (2.1)


06r61

where [u]r = [ur , ur ], [v]r = [v r , v r ]. Then it is easy to show that D is a metric in E.


Using the results in [23], we know that
(i) D(u ⊕ w, v ⊕ w) = D(u, v), ∀u, v, w ∈ E,
(ii) D(λ ⊙ u, λ ⊙ v) = |λ|D(u, v), ∀λ ∈ R, u, v ∈ E,
(iii) D(u ⊕ v, w ⊕ e) 6 D(u, w) + D(v, e), ∀u, v, w, e ∈ E,
(iv) (E, D) is a complete metric space.
Another definition for a fuzzy number which yields the same E is as follows [34]:

Definition 2.2. An arbitrary fuzzy number in the parametric form is represented by an


ordered pair of functions (u(r), u(r)), 0 6 r 6 1, which satisfy the following requirements.
(i) u(r) is a bounded left continuous non-decreasing function over [0, 1].
(ii) u(r) is a bounded left continuous non-increasing function over [0, 1].
(iii) u(r) 6 u(r), 0 6 r 6 1.
A crisp number α is simply represented by u(r) = u(r) = α, 0 6 r 6 1.
We recall that for arbitrary fuzzy numbers u = (u(r), u(r)), v = (v(r), v(r)) and real
number k,
(a) u = v if and only if u(r) = v(r) and u(r) = v(r).

(b) u ⊕ v = (u ⊕ v, u ⊕ v) = (u(r) + v(r), u(r) + v(r)).

(c) {
(k ⊙ u, k ⊙ u) = (k u(r), k u(r)), k > 0;
k⊙u=
(k ⊙ u, k ⊙ u) = (k u(r), k u(r)), k < 0.

The same as Eq. (2.1), we define

D(u, v) = sup {max[ |u(r) − v(r)|, |u(r) − v(r)| ]}.


06r61

In this paper, we represent an arbitrary fuzzy number by a pair of functions (u(r), u(r)),
0 6 r 6 1.

3
Theorem 2.1. [12]

(i) If we define e0 = χ{0} , then e


0 ∈ E is a neutral element with respect to addition, i.e.
e e
u ⊕ 0 = 0 ⊕ u = u, for all u ∈ E.

(ii) With respect to e


0, none of u ∈ E \ R, has inverse in E (with respect to ⊕).

(iii) For any a, b ∈ R with a, b > 0 or a, b 6 0 and any u ∈ E, we have (a + b) ⊙ u =


(a ⊙ u) ⊕ (b ⊙ u). For general a, b ∈ R, the above property does not hold.

(iv) For any λ ∈ R and any u, v ∈ E, we have λ ⊙ (u ⊕ v) = (λ ⊙ u) ⊕ (λ ⊙ v).

(v) For any λ, µ ∈ R and any u ∈ E, we have λ ⊙ (µ ⊙ u) = (λ · µ) ⊙ u.

Definition 2.3. Let E be a set of all fuzzy numbers, we say that f (x) is a fuzzy function
if f : R −→ E.

Definition 2.4. Consider u, v ∈ E. If there exists w ∈ E such that u = v ⊕ w, then w is


called the Hukuhara difference of u and v and it is denoted by u ∼h v.

In this paper the “∼h ” sign stands always for Hukuhara difference and note that
u ∼h v ̸= u ⊕ ((−1) ⊙ v).
We recall that for a < b < c, a, b, c ∈ R, the triangular fuzzy number u = (a, b, c)
determined by a, b, c is given such that u(r) = a + (b − a)r and u(r) = c − (c − b)r are the
components of the parametric form of the triangular fuzzy number u, where r ∈ [0, 1], i.e.
u = (u(r), u(r)). Therefore, we can write u = (u(0), u(1), u(0)) where u(1) = u(1) = b
and it is denoted by u(1), u(0) = a and u(0) = c. The set of triangular fuzzy numbers
will be denoted by Eτ . The following lemma gives a sufficient condition for the existence
of the Hukuhara difference of two triangular fuzzy numbers.

Lemma 2.1. [15] Let u, v ∈ Eτ be such that u(1) − u(0) > 0, u(0) − u(1) > 0 and
len(v) = (v(0) − v(0)) 6 min{u(1) − u(0), u(0) − u(1)}. Then the Hukuhara difference
u ∼h v exists and u ∼h v = ( u(0) − v(0), u(1) − v(1), u(0) − v(0) ) .

Definition 2.5. [13] Let f : (a, b) −→ E and x0 ∈ (a, b). We say that f is strongly general-
ized differentiable on x0 (Bede-Gal differentiability), if there exists an element f ′ (x0 ) ∈ E,
such that

(i) for all h > 0 sufficiently small, ∃f (x0 + h) ∼h f (x0 ), f (x0 ) ∼h f (x0 − h) and the
limits (in the metric D)

f (x0 + h) ∼h f (x0 ) f (x0 ) ∼h f (x0 − h)


lim = lim = f ′ (x0 ),
h↘0 h h↘0 h

or

(ii) for all h > 0 sufficiently small, ∃f (x0 ) ∼h f (x0 + h), f (x0 − h) ∼h f (x0 ) and the
limits
f (x0 ) ∼h f (x0 + h) f (x0 − h) ∼h f (x0 )
lim = lim = f ′ (x0 ),
h↘0 (−h) h↘0 (−h)

4
or

(iii) for all h > 0 sufficiently small, ∃f (x0 + h) ∼h f (x0 ), f (x0 − h) ∼h f (x0 ) and the
limits
f (x0 + h) ∼h f (x0 ) f (x0 − h) ∼h f (x0 )
lim = lim = f ′ (x0 ),
h↘0 h h↘0 (−h)
or

(iv) for all h > 0 sufficiently small, ∃f (x0 ) ∼h f (x0 + h), f (x0 ) ∼h f (x0 − h) and the
limits
f (x0 ) ∼h f (x0 + h) f (x0 ) ∼h f (x0 − h)
lim = lim = f ′ (x0 ),
h↘0 (−h) h↘0 h

h⊙ and − h1 ⊙ , respectively).
1
(h and (−h) at denominators mean

Theorem 2.2. [19] Let f : R −→ E be a fuzzy function and denote f (t) = (f (t; r), f (t; r)),
for each r ∈ [0, 1]. Then

1. If f is differentiable in the first form (i), then f (t; r) and f (t; r) are differentiable

functions and f ′ (t) = (f ′ (t; r), f (t; r)).

2. If f is differentiable in the second form (ii), then f (t; r) and f (t; r) are differentiable

functions and f ′ (t) = (f (t; r), f ′ (t; r)).

Theorem 2.3. [15] Let f : (a, b) −→ E be strongly generalized differentiable on each point
x ∈ (a, b) in the sense of Definition 2.5(iii) or 2.5(iv). Then f ′ (x) ∈ R for all x ∈ (a, b).

3 First order linear fuzzy differential equations


In this paper, we consider the fuzzy initial-value problem
{ ′
y (x) = (a(x) ⊙ y(x)) ⊕ b(x),
(3.2)
y(x0 ) = y0 ,

where a : (x0 , ∞) −→ R, y0 ∈ Eτ and b : (x0 , ∞) −→ Eτ . This problem is not equivalent


to the following other two problems:
{ ′
y (x) ⊕ ((−a(x)) ⊙ y(x)) = b(x),
(3.3)
y(x0 ) = y0 ,

and {
y ′ (x) ⊕ (−b(x)) = a(x) ⊙ y(x),
(3.4)
y(x0 ) = y0 .
Also, in the general case, problems (3.3) and (3.4) are not equivalent. The following the-
orem give me solutions of Eqs. (3.2)-(3.4).

5
Theorem 3.1. [14] Let
∫x ( ∫ x ∫t )
a(t)dt − a(s)ds
y1 (x) = e x0 y0 ⊕ b(t) ⊙ e x0 dt ,
x0

and ∫x ( ∫ x ∫ )
a(t)dt − xt a(s)ds
y2 (x) = e x0 y0 ∼h (−b(t)) ⊙ e 0 dt ,
x0
∫x ∫t
− a(s)ds
provided that the Hukuhara difference y0 ∼h x0 (−b(t)) ⊙ e
x0 dt exists.
(a) If a(x) > 0 for x ∈ (x0 , x1 ) then y1 is (i)-differentiable and it is a solution of the
problem (3.2) in the (x0 , x1 ) interval.
∫x
(b) If a(x) < 0 for x ∈ (x0 , x1 ) and if the Hukuhara difference y0 ∼h x0 (−b(t)) ⊙
∫t
− a(s)ds
e x0 dt exists for x ∈ (x0 , x1 ) then y2 is (ii)-differentiable and it is a solution
of the problem (3.2) in the (x0 , x1 ) interval.
(c) If a(x) < 0 for x ∈ (x0 , x1 ) and if y1 (x + h) ∼h y1 (x) and y1 (x) ∼h y1 (x − h) exist
or y1 (x) ∼h y1 (x + h) and y1 (x − h) ∼h y1 (x) exist for h sufficiently small and
x ∈ (x0 , x1 ), then y1 is a solution of (3.3) or (3.4) respectively.
∫x ∫
− t a(s)ds
(d) If a(x) > 0 for x ∈ (x0 , x1 ), the Hukuhara difference y0 ∼h x0 (−b(t)) ⊙ e x0 dt
exists for x ∈ (x0 , x1 ) and if y2 (x + h) ∼h y2 (x) and y2 (x) ∼h y2 (x − h) exist
or y2 (x) ∼h y2 (x + h) and y2 (x − h) ∼h y2 (x) exist for h sufficiently small and
x ∈ (x0 , x1 ), then y2 is a solution of (3.3) or (3.4) respectively.
Remark 3.1. The solutions provided by Theorem 3.1, may have a decreasing length of
their support. ∫ In this case, if for example a(x) < 0 for any x ∈ (x0 , ∞) and y0 ∼h
∫x − xt a(s)ds
x0 (−b(t))⊙e 0 dt exists for any x ∈ (x0 , ∞) and if it is bounded, then limx→∞ y2 (x) =
e
0, that is, the solution y2 is asymptotically stable (see Example 5.2).
According to Theorems 2.2 and 3.1 and parametric form of a fuzzy number, if a(x) > 0
then we may replace Eq. (3.2) by the equivalent system
 ′
 y (x; r) = a(x) · y(x; r) + b(x; r), y(x0 ; r) = y0 (r),
(3.5)
 ′
y (x; r) = a(x) · y(x; r) + b(x; r), y(x0 ; r) = y0 (r),
and if a(x) < 0 then we may replace Eq. (3.2) by the equivalent system
 ′
 y (x; r) = a(x) · y(x; r) + b(x; r), y(x0 ; r) = y0 (r),
(3.6)

y ′ (x; r) = a(x) · y(x; r) + b(x; r), y(x0 ; r) = y0 (r).
For every prefixed r ∈ [0, 1], the above systems represent ordinary initial value problems
for which any converging classical numerical procedure can be applied.

4 The methods
In what follows we will highlight briefly the main points of the variational iteration
method and the Adomian decomposition method.

6
4.1 Variational iteration method (VIM)
The VIM is proposed by He [30, 31] as a modification of a general Lagrange multiplier
method [32]. This method has been shown to solve effectively, easily, and accurately a
large class of linear and nonlinear problems with approximations converging rapidly to
accurate solutions [5, 6, 41]. To illustrate its basic idea of the technique, we consider the
following general nonlinear system:

L[u(x)] + N [u(x)] = g(x), (4.7)

where L is linear operator, N is a nonlinear operator, and g(x) is a given continuous


function. The basic character of the method is to construct a correction functional for
system (4.7), which reads
∫ x
un+1 (x) = un (x) + un (τ )] − g(τ )}dτ,
λ(τ ){L[un (τ )] + N [e
x0

where λ(τ ) is a general Lagrange multiplier [30, 31, 32] which can be identified optimally
via variational theory, the subscript n denotes the nth-order approximation and u en is
considered as a restricted variation [24], i.e. δe un = 0. For linear problems, its exact
solution can be obtained by only one iteration step due to the fact the Lagrange multiplier
can be exactly identified.
For solving Eqs. (3.5) by VIM, we construct the following correction functionals
 ∫x ′
 y n+1 (x; r) = y n (x; r) + x0 λ1 (τ ){y n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ,
∫x (4.8)
 ′
y n+1 (x; r) = y n (x; r) + x0 λ2 (τ ){y n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ.

Calculating variation with respect to y n and y n , noticing that δy n (x0 ) = 0 and δy n (x0 ) = 0,
yields
∫ x
δy n+1 (x; r) = δy n (x; r) + δ λ1 (τ ){y ′n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ
x0
∫ x
= (1 + λ1 (τ )) δy n (τ ; r)|τ =x − {λ′1 (τ ) + a(τ ) · λ1 (τ )} δy n (τ ; r) dτ
x0
= 0,

and
∫ x
δy n+1 (x; r) = δy n (x; r) + δ λ2 (τ ){y ′n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ
x0
∫ x
= (1 + λ2 (τ )) δy n (τ ; r)|τ =x − {λ′2 (τ ) + a(τ ) · λ2 (τ )} δy n (τ ; r) dτ
x0
= 0.

Therefore, we have the following stationary conditions:

λ′i (τ ) + a(τ ) · λi (τ ) = 0, 1 + λi (τ )|τ =x = 0, i = 1, 2.

So, the Lagrange multipliers can be readily identified


∫x
λ1 (τ ) = λ2 (τ ) = −e τ a(s)ds
.

7
Substituting these values of the Lagrange multipliers into functionals (4.8) gives the iter-
ation formulas:
 ∫ x ∫ x a(s)ds ′

 y n+1 (x; r) = y n (x; r) − x0 e τ {y n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ,
(4.9)

 y ∫ t ∫ x a(s)ds ′
n+1 (x; r) = y n (x; r) − t0 e τ {y n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ,

the values of y 0 (x; r) and y 0 (x; r) are initial approximations and chosen as follows:

y 0 (x; r) = y(x0 ; r) = y0 (r), y 0 (x; r) = y(x0 ; r) = y0 (r).

Iteration formulas (4.9) whichever will give several approximations, and the exact
solution is obtained at the limit of the resulting successive approximations, i.e.,

y(x; r) = lim y n (x; r), y(x; r) = lim y n (x; r),


n→∞ n→∞

and y(x) = (y(x; r), y(x; r)) is exact solution. The proof of convergence of variational
iteration method, is given in [42].
Similarly, the iteration formulas for Eq. (3.6) will obtain as follows:
 ∫ t ∫ x a(s)ds ′

 y n+1 (x; r) = y n (x; r) − t0 e τ {y n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ,
(4.10)

 y ∫ x ∫ x a(s)ds ′
n+1
(x; r) = y n (x; r) − x0 e τ {y n (τ ; r) − a(τ ) · y n (τ ; r) − b(τ ; r)} dτ,

where
y 0 (x; r) = y(x0 ; r) = y0 (r), y 0 (x; r) = y(x0 ; r) = y0 (r).
Iteration formulas (4.10) whichever will give several approximations, and the exact
solution is obtained at the limit of the resulting successive approximations, i.e.,

y(x; r) = lim y n (x; r), y(x; r) = lim y n (x; r),


n→∞ n→∞

and y(x) = (y(x; r), y(x; r)) is exact solution.

4.2 Adomian decomposition method (ADM)


Adomian decomposition method [7, 8] defines the unknown functions u(t) by an infinite
series


u(t) = un (t), (4.11)
n=0

where the components un (t) are usually determined recurrently. The nonlinear operator
N (u) can be decomposed in to an infinite series of polynomials given by


N (u) = An ,
n=0

where An are the so-call Adomian polynomials of u0 , u1 , . . . , un defined by


[ ]
1 dn ∑n
i
An = N( λ ui ) , n = 0, 1, 2, . . . .
n! dλn
i=0 λ=0

8
Practical formula for the calculation of Adomian polynomials are given in [21, 28]. For
later numerical computation, we let the expression

n
Φn (t) = uk (t),
k=0

to denote the n-term approximation to u(t).


We rewrite Eqs. (3.5) in the following form:
 ∫x ∫x
 y(x; r) = y0 (r) + x0 a(s) · y(s; r) ds + x0 b(s; r) ds,
∫x ∫x (4.12)

y(x; r) = y0 (r) + x0 a(s) · y(s; r) ds + x0 b(s; r) ds.

To use ADM , let



∑ ∞

y(x; r) = y n (x; r), y(x; r) = y n (x; r), (4.13)
n=0 n=0

substituting (4.13) in (4.12) we have:


 ∑∞ ∫x ∑∞ ∫ x
 n=0 y n (x; r) = y0 (r) + x0 b(s; r) ds + n=0 ( x0 a(s) · y n (s; r) ds),

 ∑∞ ∫x ∑∞ ∫x
n=0 y n (x; r) = y0 (r) + x0 b(s; r) ds + n=0 ( x0 a(s) · y n (s; r) ds).

Identifying the zeroth components


∫ x ∫ x
y 0 (x; r) = y0 (r) + b(s; r) ds, and y 0 (x; r) = y0 (r) + b(s; r) ds,
x0 x0

the remaining components y n (x; r) and y n (x; r), n > 1, can be determined by using the
recurrence relations
 ∫x
 y n+1 (x; r) = x0 a(s) · y n (s; r) ds, n > 0,
∫x (4.14)

y n+1 (x; r) = x0 a(s) · y n (s; r) ds, n > 0.

By Eqs. (4.14), we approximate y(x; r) with


n
Φn (x) = y k (x; r),
k=0

and approximate y(x; r) with



n
Φn (x) = y k (x; r).
k=0
and the exact solution is obtained at the limit of the resulting approximations, i.e.,

y(x; r) = lim Φn (x; r), y(x; r) = lim Φn (x; r).


n→∞ n→∞

and y(x) = (y(x; r), y(x; r)) is exact solution. The proofs of convergence of Adomian
decomposition method are given in [1, 2].

9
Similarly, the recurrence relations for Eqs. (3.6) are obtained as follows:
 ∫x
 y n+1 (x; r) = x0 a(s) · y n (s; r) ds, n > 0,
∫x (4.15)

y n+1 (x; r) = x0 a(s) · y n (s; r) ds, n > 0,

where ∫ x ∫ x
y 0 (x; r) = y0 (r) + b(s; r) ds, y 0 (x; r) = y0 (r) + b(s; r) ds.
x0 x0

By Eq. (4.15), we approximate y(x; r) with


n
Φn (x) = y k (x; r),
k=0

and approximate y(x; r) with



n
Φn (x) = y k (x; r).
k=0

and the exact solution is obtained at the limit of the resulting approximations, i.e.,

y(x; r) = lim Φn (x; r), y(x; r) = lim Φn (x; r),


n→∞ n→∞

and y(x) = (y(x; r), y(x; r)) is exact solution.

5 Numerical results
In this section, we apply VIM and ADM to two examples. We use MATLAB software
in all the calculations done in this section.

Example 5.1. Consider the following fuzzy initial-value problem


 ′ ( ) ( )
 y (x) = x2 ⊙ y(x) ⊕ (1, 2, 3) ⊙ x2 , x > 0,
(5.16)

y(0) = (1, 2, 3).

By Theorem 3.1(a), we get


3 3 3
y(x) = (2e1/3x − 1, 4e1/3x − 2, 6e1/3x − 3), (5.17)

is solution of (5.16) on (0, ∞).

By Definition 2.2, we can rewrite Eqs. (5.16) and (5.17) in the form:
 ′ ( ) ( )
 y (x) = x2 ⊙ y(x) ⊕ x2 ⊙ (1 + r), x2 ⊙ (3 − r) , x > 0,
(5.18)

y(0) = (1 + r, 3 − r),

10
and
( ) ( 3 3
)
y(x) = y(x; r), y(x; r) = (2e1/3x − 1)(1 + r), (2e1/3x − 1)(3 − r) , (5.19)

respectively. Note that:


3
y(x; 0) = 2e1/3x − 1, (5.20)
3
y(x; 1) = y(x; 1) = 4e1/3x − 2, (5.21)
3
y(x; 0) = 6e1/3x − 3. (5.22)

According to Theorems 2.2 and 3.1 and parametric form of a fuzzy number, since a(x) =
x2 > 0 on x ∈ (0, ∞) then we replace Eq. (5.18) by the following equivalent system:
 ′
 y (x; r) = x2 · y(x; r) + x2 · (1 + r), y(0; r) = 1 + r,
(5.23)
 ′
y (x; r) = x2 · y(x; r) + x2 · (3 − r), y(0; r) = (3 − r).

Now, we solve Eq. (5.23) via VIM and ADM.

• Using variational iteration method (VIM)


According to Eq. (4.9), we can obtain the following iteration formulas:
 ∫ x 1/3(x3 −τ 3 ) ′

 y n+1 (x; r) = y n (x; r) − 0 e {y n (τ ; r) − τ 2 · y n (τ ; r) − τ 2 (1 + r)} dτ,

 y ∫ x 1/3(x3 −τ 3 ) ′
n+1 (x; r) = y n (x; r) − 0 e {y n (τ ; r) − τ 2 · y n (τ ; r) − τ 2 (3 − r)} dτ.

We start with initial approximations

y 0 (x; r) = y(0; r) = 1 + r, y 0 (x; r) = y(0; r) = 3 − r,

and by the above iteration formulas, we can obtain


3
y 1 (x; r) = (2e1/3x − 1)(1 + r),
3
y 1 (x; r)) = (2e1/3x − 1)(3 − r),

3
y 2 (x; r) = (2e1/3x − 1)(1 + r),
3
y 2 (x; r)) = (2e1/3x − 1)(3 − r),
..
.

which are exactly the same as components of Eq. (5.19). Therefore, by only one iteration,
the exact solution is obtained.

11
• Using Adomian decomposition method (ADM)

According to Eqs. (4.14), we have


 ∫x 2
 y n+1 (x; r) = 0 s · y n (s; r) ds, n > 0,
 ∫x
y n+1 (x; r) = 0 s2 · y n (s; r) ds, n > 0,

where
1 1
y 0 (x; r) = x3 (1 + r) + (1 + r), y 0 (x; r) = x3 (3 − r) + (3 − r).
3 3
We approximate y(x; r) and y(x; r), with Φ6 (x; r) and Φ6 (x; r), respectively, as follows:


6
Φ6 (x; r) = y i (x; r)
i=0
( )
2x3 x6 x9 x12 x15 x18 x21
= 1+ + + + + + + (1 + r),
3 9 81 972 14580 262440 11022480


6
Φ6 (x; r) = y i (x; r)
i=0
( )
2x3 x6 x9 x12 x15 x18 x21
= 1+ + + + + + + (3 − r).
3 9 81 972 14580 262440 11022480

Therefore, we have

2x3 x6 x9 x12 x15 x18 x21


Φ6 (x; 0) = 1+ + + + + + + , (5.24)
3 9 81 972 14580 262440 11022480
4x3 2x6 2x9 x12 x15 x18 x21
Φ6 (x; 1) = Φ6 (x; 1) = 2 + + + + + + + , (5.25)
3 9 81 486 7290 131220 5511240
x6 x9 x12 x15 x18 x21
Φ6 (x; 0) = 3 + 2x3 + + + + + + , (5.26)
3 27 324 4860 87480 3674160

which are approximations for Eqs. (5.20)-(5.22), respectively. We see that by VIM, the
exact solution is obtained by only one iteration. But by ADM, we can obtain only an
approximate solution. The results obtained by 6-term of ADM (Eqs. (5.24)-(5.26)) are
compared with exact solutions (Eqs. (5.20)-(5.22)) in Fig. 1.

12
90

80

70

60

50
y

40

30

20

10

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
x

Fig. 1. Comparison of exact solution and approximate solution for Example 5.1, obtained by
6-term of ADM. Solid curve: exact solution; Dotted curve: approximate solution.

Example 5.2. Consider the following fuzzy initial-value problem


 ( )

 y ′ (x) = ((−x) ⊙ y(x)) ⊕ (1, 3, 4) ⊙ x · e−x2 , x > 0,
(5.27)


y(0) = (1, 5, 9).
In this case we have:
∫ x ( )
(−(1, 3, 4)t2 · e−t )e1/2t dt = 4(e−1/2x − 1), 3(e−1/2x − 1), (e−1/2x − 1) ,
2 2 2 2 2

and
(∫ x )
−t2 1/2t2
dt = 3(e−1/2x − 1) 6 min{5 − 1, 9 − 4} = 4.
2
len (−(1, 3, 4)t · e 2
)e
0
∫x
Then by Lemma 2.1 the Hukuhara difference y0 ∼h 0 (−(1, 3, 4)t2 · e−t )e1/2t dt exists
2 2

for any x ∈ (0, ∞) and since a(x) = −x < 0 for any x ∈ (0, ∞), therefore, by Theorem
3.1(b) we get that

y(x) = (5e−1/2x − 4e−x , 8e−1/2x − 3e−x , 10e−1/2x − e−x ),


2 2 2 2 2 2
(5.28)

is solution of (5.27) on (0, ∞).


According to Remark 3.1, we observe that asymptotically, the uncertainty disappears
on the fuzzy system. We could say that the solution is “asymptotically certain” (see [14]).
The graphical representation of the solution can be seen in Fig. 2.

13
9

5
y

0
0 0.5 1 1.5 2 2.5 3 3.5 4
x

Fig. 2. Graphical representation of the solution of the equation presented in Example 5.2.

As before, we can rewrite Eqs. (5.27) and (5.28) in the form:


 ( )

 y ′ (x) = ((−x) ⊙ y(x)) ⊕ (1 + 2r)xe−x2 , (4 − r)x · e−x2 , x > 0,
(5.29)


y(0) = (1 + 4r, 9 − 4r),

and
( )
y(x) = y(x; r), y(x; r)
( )
= e−1/2x (5 + 3r) + e−x (r − 4), 2e−1/2x (5 − r) − e−x (1 + 2r) ,
2 2 2 2
(5.30)

respectively. Note that:

y(x; 0) = 5e−1/2x − 4e−x ,


2 2
(5.31)

y(x; 1) = y(x; 1) = 8e−1/2x − 3e−x ,


2 2
(5.32)

y(x; 0) = 10e−1/2x − e−x .


2 2
(5.33)
According to Theorems 2.2 and 3.1 and parametric form of a fuzzy number, since a(x) =
−x < 0 on x ∈ (0, ∞) then we replace Eq. (5.29) by the following equivalent system:
 ′
 y (x; r) = (−x) · y(x; r) + (1 + 2r)x · e−x ,
2
y(0; r) = (9 − 4r),
(5.34)
 ′
y (x; r) = (−x) · y(x; r) + (4 − r)x · e−x ,
2
y(0; r) = (1 + 4r).

Now, we solve Eqs. (5.34) via VIM and ADM.

14
• Using variational iteration method (VIM)
According to Eqs. (4.10), we can obtain the following iteration formulas:
 ∫ x 1/2(τ 2 −x2 ) ′

 y n+1 (x; r) = y n (x; r) − 0 e {y n (τ ; r) + τ · y n (τ ; r) − (1 + 2r)τ · e−τ } dτ,
2


 y ∫x
(x; r) = y n (x; r) − 0 e1/2(τ −x ) {y ′n (τ ; r) + τ · y n (τ ; r) − (4 − r)τ · e−τ } dτ,
2 2 2
n+1

We start with initial approximations


y 0 (x; r) = y(0; r) = (9 − 4r), y 0 (t; r) = y(0; r) = (1 + 4r).
and by the above iteration formulas, we can obtain
y 1 (x; r) = 2e−1/2x (5 − r) − e−x (1 + 2r),
2 2

y 1 (x; r)) = e−1/2x (5 + 3r) + e−x (r − 4),


2 2

y 2 (x; r) = 2e−1/2x (5 − r) − e−x (1 + 2r),


2 2

y 2 (x; r)) = e−1/2x (5 + 3r) + e−x (r − 4),


2 2

..
.

which are exactly the same as components of Eq. (5.30). Therefore, by only one iteration,
the exact solution is obtained.
• Using Adomian decomposition method (ADM)
According to Eqs. (4.15), we have
 ∫x
 y n+1 (x; r) = − 0 s · y n (s; r) ds, n > 0,
 ∫x
y n+1 (x; r) = − 0 s · y n (s; r) ds, n > 0,

where
∫ x
1
s · e−s ds = (9 − 4r) + (1 + 2r)(1 − e−x ),
2
y 0 (x; r) = (9 − 4r) + (1 + 2r)
0 2
∫ x
1
s · e−s ds = (1 + 4r) + (4 − r)(1 − e−x ).
2
y 0 (x; r) = (1 + 4r) + (4 − r)
0 2
We approximate y(x; r) and y(x; r), with Φ6 (x; r) and Φ6 (x; r), respectively, as follows:


6
1 1
Φ6 (x; r) = y i (x; r) = (1279 − 258r) − (636 − 130r)x2
128 128
i=0
1 1
+ (319 − 66r)x4 − (159 − 34r)x6
256 768
1 1
+ (79 − 18r)x8 − (39 − 10r)x10
3072 15360
1 127
(2r + 1)e−x ,
2
+ (19 − 6r)x12 −
92160 128
15

6
1 1
Φ6 (x; r) = y i (x; r) = (385r + 636) − (193r + 316)x2
128 128
i=0
1 1
+ (97r + 156)x4 − (49r + 76)x6
256 768
1 1
+ (25r + 36)x8 − (13r + 16)x10
3072 15360
1 127
(4 − r)e−x .
2
+ (7r + 6)x12 −
92160 128
Therefore, we have
159 79 2 39 4 19 6 3 8 1 10
Φ6 (x; 0) = − x + x − x + x − x
32 32 64 192 256 960
1 127 −x2
+ x12 − e ,
15360 32

1021 509 2 253 4 125 6 61 8 29 10


Φ6 (x; 1) = Φ6 (x; 1) = − x + x − x + x − x
128 128 256 768 3072 15360
13 12 381 −x2
+ x − e ,
92160 128
1279 639 2 319 4 53 6 79 8 13 10
Φ6 (x; 0) = − x + x − x + x − x
128 128 256 256 3072 5120
19 12 127 −x2
+ x − e ,
92160 128

which are approximations for Eqs. (5.31)-(5.33), respectively. We present in Figs. 3 and 4
the comparison of the exact solution and the approximate solution by 6-term and 25-term
of ADM, respectively.
9

5
y

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
x

Fig. 3. Comparison of exact solution and approximate solution for Example 5.2, obtained by
6-term of ADM. Solid curve: exact solution; Dotted curve: approximate solution.

16
9

4
y

−1
0 0.5 1 1.5 2 2.5 3 3.5 4
x

Fig. 4. Comparison of exact solution and approximate solution for Example 5.2, obtained by
25-term of ADM. Solid curve: exact solution; Dotted curve: approximate solution.

6 Conclusion
In this paper, we applied VIM and ADM for solving first order linear fuzzy differential
equations. The original problem is replaced by two parametric ordinary differential equa-
tions which are then solved using the VIM and the ADM. For linear problems VIM give
the exact solution by only one iteration. However, ADM provides the components of the
exact solution, where these components should follow the summation give in Eq. (4.11).
The exact solutions are compared with solutions obtained by means of the ADM. The
results show that these two methods are useful for finding an accurate approximation of
the exact solution, but, VIM is more effective than ADM and the convergence of VIM is
much faster than ADM. Also, these two methods can be also used for solving N -th fuzzy
differential equations.

References
[1] K. Abbaoui, Y. Cherruault, Convegence of Adomian’s method applied to differential
equations, Math. Comput. Model. 5 (28) (1994) 103-109.

[2] K. Abbaoui, Y. Cherruault, New ideas for proving convergence of decomposition


methods, Comput. Math. Appl. 7 (29) (1995) 103-108.
http://dx.doi.org/10.1016/0898-1221(95)00022-Q

[3] S. Abbasbandy, T. Allahviranloo, Numerical solutions of fuzzy differential equations


by taylor method, Journal of Computational Methods in Applied Mathematics 2
(2002) 113-124.

17
[4] S. Abbasbandy, T. Allahviranloo, O. Lopez-Pouso, J.J. Nieto, Numerical methods for
fuzzy differential inclusions, Journal of Computer and Mathematics with Applications
48 (2004) 1633-1641.
http://dx.doi.org/10.1016/j.camwa.2004.03.009

[5] M. A. Abdou, A.A. Soliman, Variational iteration method for solving Burgers and
coupled Burgers equations, J. Comput. Appl. Math. 181 (2) (2005) 245-251.
http://dx.doi.org/10.1016/j.cam.2004.11.032

[6] E. M. Abulwafa, M.A. Abdou, A. A. Mahmoud, The solution of nonlinear coagulation


problem with mass loss, Chaos Solitons and Fractals 29 (2) (2006) 313-330.
http://dx.doi.org/10.1016/j.chaos.2005.08.044

[7] G. Adomian, A rewiew of the decomosition method in applied mathematics, J. Math.


Anal. Appl. 135 (1988) 501-544.
http://dx.doi.org/10.1016/0022-247X(88)90170-9

[8] G. Adomian, Solving Frontier Probl ems of Physics: The Decomposition method,
Kluwer Academic Publishers, Boston, 1994.

[9] T. Allahviranloo, N. Ahmady, E. Ahmady, Numerical solution of fuzzy differential


equations by predictor-corrector method, Information Sciences 177 (2007) 1633-1647.
http://dx.doi.org/10.1016/j.ins.2006.09.015

[10] T. Allahviranloo, E. Ahmady, A. Ahmady, N -th fuzzy differential equations, Infor-


mation Sciences 178 (2008) 1309-324.
http://dx.doi.org/10.1016/j.ins.2007.10.013

[11] T. Allahviranloo, N.A. Kiani, N. Motamedi, Solving fuzzy differential equations by


differential transformation method, Information Sciences 179(7) (2009) 956-966.
http://dx.doi.org/10.1016/j.ins.2008.11.016

[12] G. A. Anastassiou, S.G. Gal, On a fuzzy trigonometric approximation theorem of


Weierstrass-type, J. Fuzzy Math. 9 (3) (2001) 701-708.

[13] B. Bede, S. G. Gal, Almost periodic fuzzy-number-value functions, Fuzzy Sets and
Systems 147 (2004) 385-403.
http://dx.doi.org/10.1016/j.fss.2003.08.004

[14] B. Bede, I. Rudas, A. Bencsik, First order linear fuzzy differential equations under
generalized differentiablity, Information Sciences 177 (2007) 1648-1662.
http://dx.doi.org/10.1016/j.ins.2006.08.021

[15] B. Bede, S. G. Gal, Generalizations of the differentiability of fuzzy-number-valued


functions with applications to fuzzy differential equations, Fuzzy Sets and Systems
151 (2005) 581-599.
http://dx.doi.org/10.1016/j.fss.2004.08.001

[16] A. Bencsik, B. Bede, J. Tar, J. Fodor, Fuzzy differential equations in modeling hy-
draulic differential servo cylinders, In: Third Romanian-Hungarian joint symposium
on applied computational intelligence (SACI), Timisoara, Romania, 2006.

18
[17] J.J. Buckley, T. Feuring, Fuzzy differential equations, Fuzzy Sets and Systems 110
(2000) 43-54.
http://dx.doi.org/10.1016/S0165-0114(98)00141-9

[18] J. Casasnovas, F. Rossell, Averaging fuzzy biopolymers, Fuzzy Sets and Systems 152
(2005) 139-158.
http://dx.doi.org/10.1016/j.fss.2004.10.019

[19] Y. Chalco-Cano, H. Roman-Flores, On new solutions of fuzzy differential equations,


Chaos, Solitons and Fractals 38 (2008) 112-119.
http://dx.doi.org/10.1016/j.chaos.2006.10.043

[20] S. S. L. Chang, L. Zadeh, On fuzzy mapping and control, IEEE Trans. Systems Man
Cybernet. 2 (1972) 30-34.

[21] Y. Cherruault, K. Abbaoui, V. Seng, Practical formula for the calculus of multivari-
able Adomian’s polynomials, Math. Comput. Model. 22 (1) (1995) 89-93.

[22] D. Dubois, H. Prade, Towards fuzzy differential calculus, Fuzzy Sets and Systems 8
(1982) 1-7.
http://dx.doi.org/10.1016/0165-0114(82)90025-2

[23] D. Dubois, H. Prade, Fuzzy Numbers: An Overview, Analysis of Fuzzy Information,


vol. 1, Mathematical Logic, CRC Press, Boca Raton, FL, 1987, pp. 3-39.

[24] B. A. Finlayson, The method of weighted residuals and variational principles, Aca-
demic Press, New York, 1972.

[25] M. Friedmen, M. Ming, A. Kandel, Fuzzy derivatives and fuzzy Cauchy problems
using LP metric, in: Da Ruan (ED.), Fuzzy Logic Foundations and Industrial Appli-
cations, Kluwer Dordrecht, 1996, pp. 57-72.

[26] B. Ghazanfari, A. Shakerami, Numerical solutions of fuzzy differential equations by


extended Runge-Kutta-like formulae of order 4, Fuzzy Sets and Systems 189(1) (2012)
74-91.
http://dx.doi.org/10.1016/j.fss.2011.06.018

[27] R. Goetschel, W. Voxman, Elementary calculus, Fuzzy Sets and Systems 18 (1986)
31-43.
http://dx.doi.org/10.1016/0165-0114(86)90026-6

[28] S. Guellal, Y. Cherruault, Practical formula for calculation of Domian’s polynomials


and application to the convergence of the decomposition method, IJBC, 36 (1994)
223-228.

[29] M. Guo, X. Xue, R. Li, Impulsive functional differential inclusions and fuzzy popula-
tion models, Fuzzy Sets and Systems 138 (2003) 601-615.
http://dx.doi.org/10.1016/S0165-0114(02)00522-5

[30] J. H. He, A new approach to Nonlinear Partial Differential Equations, Comm. Non-
linear Sci. Numer. Simul. 2 (4) (1997) 230-235.
http://dx.doi.org/10.1016/S1007-5704(97)90007-1

19
[31] J. H. He, Variational iteration method for delay differential equations, Comm. Non-
linear Sci. Numer. Simul. 2 (4) (1997) 235-236.
http://dx.doi.org/10.1016/S1007-5704(97)90008-3

[32] M. Inokuti, H. Sekine, T. Mura, General use of the Lagrange multiplier in non-linear
mathematical physics in: Variationalmethod in the Mechanics of solids, Pergamon
Press, New York, 1978, pp. 156-162.

[33] A. Kandel, M. Friedmen, M. Ming, On Fuzzy dynamical processes, Proc. FUZZ-


IEEE’96, New Orleans, 8-11 Sept. 1996, pp. 1813-1818.

[34] O. Kaleva, Fuzzy differential equations, Fuzzy Sets and Systems 24 (1987) 301-317.
http://dx.doi.org/10.1016/0165-0114(87)90029-7

[35] A. Khastan, J.J. Nieto, R. Rodriguez-Lopez, Variation of constant formula for first
order fuzzy differential equations, Fuzzy Sets and Systems 177(1) (2011) 20-33.
http://dx.doi.org/10.1016/j.fss.2011.02.020

[36] M. S. El Naschie, From experimental quantum optics to quantum gravity via a fuzzy
Khler manifold, Chaos, Solitons and Fractals 25 (2005) 969-977.
http://dx.doi.org/10.1016/j.chaos.2005.02.028

[37] J.J. Nieto, A. Khastan, K. Ivaz, Numerical solution of fuzzy differential equations
under generalized differentiability, Nonlinear Analysis: Hybrid Systems 3(4) (2009)
700-707.
http://dx.doi.org/10.1016/j.nahs.2009.06.013

[38] M. Oberguggenberger, S. Pittschmann, Differential equations with fuzzy parameters,


Math. Mod. Syst. 5 (1999) 181-202.

[39] M.L. Puri, D. Ralescu, Differential for fuzzy function, J. Math. Anal. Appl. 91 (1983)
552-558.
http://dx.doi.org/10.1016/0022-247X(83)90169-5

[40] S. Seikkala, On the fuzzy initial value problem, Fuzzy Sets and Systems 24 (1987)
319-330.
http://dx.doi.org/10.1016/0165-0114(87)90030-3

[41] A. A. Soliman, Numerical simulation of the generalized regularized long wave equation
by Hes variational iteration method, Math. Comput. Simulation 70 (2) (2005) 119-
124.
http://dx.doi.org/10.1016/j.matcom.2005.06.002

[42] M. Tatari, M. Dehghan, On the convergence of He’s variational iteraion method, J.


Comput. Appl. Math. (2006) 1-7.

20

You might also like