Extended Midpoint method for

solving fuzzy differential

equations

*Reza Afsharinafar, *Fudziah Ismail and **Ali Ahmadian Hosseini
*Institute for Mathematical Research, Universiti Putra Malaysia, 43400 UPM, Serdang, Selangor,
Malaysia.
*Mathematics Department, Science Faculty, Universiti Putra Malaysia, 43400 UPM, Serdang,
Selangor, Malaysia
Email afshaiiinspemupmeuumy

Abstract- we study fuzzy differential
equations (FDEs) using the strongly
generalized differentiability concept.
Utilizing the characterization problem,
we present approximate solutions of
FDEs under Generalized differen-
tiability by an equivalent system of
ODEs. Then we extend midpoint
approximation method and give its
error, which guarantees pointwise
convergence. An illustrative example is
given.
Keywords: fuzzy differential equations;
generalized differentiability; generalized
characterization theorem; midpoint
method
I. INTRODUCTION
Fuzzy differential equations (FDEs) are
studied as a powerful tool for mathematical
modeling of real world problems to make a
suitable setting for modeling uncertainty or
vagueness. There are several approaches to the
study of fuzzy differential equations [7,18].
Hukuhara derivative, the most popular
approach, of a set-valued mapping was
introduced by Hukuhara in [8] and has been
used in several approaches. To define fuzzy
derivative Puri and Ralescu [11] generalized
the H-derivative from set-valued mapping to
the class of fuzzy mapping and it studied by
several authors [15,9]. Under this setting,
fuzzy initial value problem is studied and the
existence and uniqueness theories for the
Fuzzy Differential Equations (FDEs) is
developed. However, It soon appeared that the
solution of fuzzy differential equation
interpreted by Hukuhara derivative has a
drawback: it became fuzzier as time goes by
[6]. Hence, in some cases, it suffers the
disadvantage since the solution of FDE has
increasing diameter of its support. So FDEs
was interpreted as family of differential
inclusion to resolve this shortcoming in [8].
Although family of differential inclusion has
been successfully adapted in several
applications, it has a main disadvantage that
the derivative of a fuzzy-number-valued
function doesnt exist. In this direction, the
strongly generalized differentiability was
introduced by Bede and Gal in [2] and studied
in [3, 4, 16]. By this kind of derivative, a larger
class of fuzzy-number-valued function has a
derivative. Indeed, by using the strongly
generalized differentiability the fuzzy initial
value problem (FIVP) has solutions with
decreasing length in their support. However,
the unique-ness condition of solutions is lost.
The results of [3] inspired some authors
that have been applied numerical methods for
the solution of FIVP [12-14, 1, 7]. They
replaced the fuzzy differential equation by its
parametric form and then solved numerically
the system consist of two classic ordinary
differential equations with initial conditions. In
this paper, under generalized differentiability,
we generalize midpoint method to solve FDEs.
On the other hand, in [4] it was shown that
FDEs could be translated to the system of
ordinary differential equations (ODEs). They
presented a characterization theorem, which is
shown the equivalence ODE system of FDE.
Indeed, it states that FDEs can be solved
numerically by suitable numerical method.
So, after preliminary section, the
characterization theorem is presented with the
concept of the generalized differentiability.in
section 4, we generalize midpoint method for
solving FDEs and followed by a complete
error analysis. Finally, a numerical example is
presented.
2012 IEEE Symposium on Humanities, Science and Engineering Research
978-1-4673-1310-0/12/$31.00 2012 IEEE 1579
II. PRELIMINAREIS
Let us denote

the class of fuzzy subsets

of real axis (i.e. ) satisfying the
following properties:
i.

is normal, i.e. there exist

with

,
ii.

is a convex fuzzy set (i.e.

),
iii.

is upper semicontinuous
on ,
iv. , the closure of a
subset is compact.
Then

is called the space of fuzzy

number. Obviously,

and by conditions
(i)-(iv) it follows that

is a non-empty bounded closed interval for
all while belongs to

.
Also, we denote explicitly the -level set
of by

in which,

and

refers the
lower and upper branches of , respectively.
For

, and , the sum

and the product are defined by

,
, where

means the usual

addition of two intervals (subsets) of and

means the usual product between a

scalar and a subset of .
Defining the metric space

by

is a complete metric space and the

following properties are well known:

Definition 1: (see [10]) let ,
is called the H-difference of , if
and it is denoted .
Definition 2: (see [11]) let

be
a fuzzy function. We say is
differentiable at

if there exists an
element

such that the limits

and

exist and are equal to

.
Here the limit is taken in the metric space

Note that the above definition of Hukuhara
derivative is restrictive; for instance in [3] the
authors shown that if where
c is fuzzy number and

is a
function with

, then is not
differentiable. To avoid that shortcoming,
proposed a more general definition of a
derivative for fuzzy-number-valued function
by considering a lateral type of H-derivatives.
Definition 3: (see [3]) let

and

. We say that is differentiable at

if:
1. For all sufficiently near to
0,there exist

and the
limits (in the metric D)

or
2. For all sufficiently near to
0, there exist

and the
limits (in the metric D)

Remark 1: (see [3]) If F is differentiable in
the senses (1) and (2) simultaneously, then
for h > 0 sufficiently small, we have

and

, with

. Thus

, which implies two possibilities:

if

; or

, with , if

.
Therefore, if there exists

in the first
form (second form) with

, then

does not exist in the second form

(first form, respectively).
The principal properties of defined
derivatives are well known and can be found in
2012 IEEE Symposium on Humanities, Science and Engineering Research
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[3, 16, 10]. In this paper, we make use of the
following Theorem [16].
Theorem 1: Let

and denote

for each
.
i. If is differentiable in the first
form ((1)-differentiable) then

and

are differentiable.
ii. Functions and

.
iii. If is differentiable in the
second form ((2)-differentiable)
then

and

are differentiable
functions and

.
Proof: see [16].
III. CHARACTERIZATION
THEOREM FOR FDEs UNDER
GENERALIZED
DIFFERENTIABILITY
Here we study the fuzzy initial value
problem

where

is a continuous
fuzzy mapping and

is a fuzzy number. The

interval I may be [0,A] for some A > 0 or
. Based on the Theorems [3] we can
obtain some results on the existence of
solutions of fuzzy differential equations.
Theorem 2: Let

be a
continuous fuzzy function such that
there exists such that
,
,

. Then problem (1)

has two solutions (one (1)-
differentiable and the other one (2)-
differentiable) on I.
Proof: see [16].
Now by theorem (1) we translate the FIVP
(1) into a system of ODEs. We have

. If is (1)-differentiable
then by theorem (1), the FIVP (1) is equivalent
to the following system of ODEs:

(2)
Also, if is (2)-differentiable then by
theorem (1) the FIVP (1) is equivalent to the
following system of ODEs:

(3)
where

.
As we can see in [16], first we ensure that

the solution of the ODEs

systems (2) and (3) are valid level sets and if

the -cut of derivative of

are valid level sets of a fuzzy valued function.
Then, by stacking theorem (Representation
Theorem) [9] we can construct a fuzzy
solution x t equivalent to (2) and (3) such
that they are (1)-differentiable and (2)-
differentiable, respectively.
By characterization theorems [4], which
show that a fuzzy differential equation can be
translated equivalently into a system of ODEs,
we can use any numerical method for the
system of ODES. Also, by next theorem the
authors of [4] state that the FIVP (1) is
equivalent to the system (2) or (3) in case of
(1)-differentiability or (2)-differentiability,
respectively.
Theorem 3: Let us consider the FIVP (1)
where

is such that
i.

ii.

and

are equicontinuous;
iii. there exist such that

then the FIVP (1) is equivalent to the
system of ODEs (2) or (3) for (1)-
differentiability and (2)-differentiability,
respectively.
Proof: In [4] the equivalency for case of
(1)-differentiability was proved. The result
for (2)-differentiability is obtained by using
theorem (1), too.
IV. MIDPOINT METHOD FOR
SOLVING FDEs BY
CHARACTERIZATION THEOREM
Some numerical methods for solving FDEs
under Hukuhara differentiability such as the
Euler method and Taylor method, Adams-
Bashford method, Adams Moulton method and
Nystrm method were presented in [12, 14, 1,
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7]. But, as we can see, in most cases we cannot
solve the FDEs analytically. So a numerical
approach is needed to solve this shortcoming.
In this section we generalize the midpoint
method as a numerical method for solving
FDE (1) by the Generalized Characterization
theorem with its error analysis.
Let FIVP (1)

where and

. We split I into equally
grid points

. We
denote exact solutions by

and

which are approximated by some

and

, respectively. And also,

if we denote the exact and approximate
solutions at

N
by

and

,
respectively.
Then based on the equations (2) and (3), to
generalize midpoint method we proceed as
follows:
Translate fuzzy differential equation
to its equivalent ordinary differential
equations system based on (1)-
differentiability or (2)-differenti-
ability
Solve numerically ODEs systems
which consist of four classic ordinary
differential equations with initial
conditions
Ensure that the solution and the
derivative of the solution ( ) are
valid level sets
Based on the equations (2) and (3),
for , generalize Euler method
and then for , extend midpoint
method for finding two fuzzy
solutions of FDEs under generalized
differentiability.
For

for

Remark: by theorem (1) we can see that
the uniqueness of the solution of the fuzzy
differential equations lost.
EXAMPLE:
Consider the problem [4]

where

is a fuzzy number. Let

and

. We can get
the exact solution related to (1)-
differentiability and (2)-differentiability
solutions of the problem as follows,
respectively:

To extend Euler and Midpoint methods to
generalized them we divide I into
equally spaced subintervals and to get the
solutions for case (1)-differentiability and case
(2)-differentiability calculate for

and
2012 IEEE Symposium on Humanities, Science and Engineering Research
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and also for compute

and

Following tables and Fig. 1 are shown a comparison between the lower and upper exact and
approximate solutions at according to (2)-differentiability:
Table 1: Comparison between the lower exact solution and the lower approximate solution at

0 -0.904843933909887 -0.904837418035960 0.651587392797026e-5
0.1 -0.814359540518899 -0.814353676232364 0.586428653515103e-5
0.2 -0.723875147127910 -0.723869934428768 0.521269914244282e-5
0.3 -0.633390753736921 -0.633386192625172 0.456111174951257e-5
0.4 -0.542906360345932 -0.542902450821576 0.390952435669334e-5
0.5 -0.452421966954944 -0.452418709017980 0.325793696398513e-5
0.6 -0.361937573563955 -0.361934967214384 0.260634957122141e-5
0.7 -0.271453180172966 -0.271451225410788 0.195476217834667e-5
0.8 -0.180968786781977 -0.180967483607192 0.130317478561071e-5
0.9 -0.090484393390989 -0.090483741803596 0.065158739280535e-5
1 0 0 0

Table 2: Comparison between the upper exact solution and the upper approximate solution at

y

0 0.904843933909887 0.904843933909887 0.651587392797026e-5
0.1 0.814359540518899 0.814359540518899 0.586428653515103e-5
0.2 0.723875147127910 0.723875147127910 0.521269914244282e-5
0.3 0.633390753736921 0.633390753736921 0.456111174951257e-5
0.4 0.542906360345932 0.542906360345932 0.390952435669334e-5
0.5 0.452421966954944 0.452421966954944 0.325793696398513e-5
0.6 0.361937573563955 0.361937573563955 0.260634957122141e-5
0.7 0.271453180172966 0.271453180172966 0.195476217834667e-5
0.8 0.180968786781977 0.180968786781977 0.130317478561071e-5
0.9 0.090484393390989 0.090484393390989 0.065158739280535e-5
1 0 0 0

2012 IEEE Symposium on Humanities, Science and Engineering Research
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Fig. 1. The comparison between the exact and approximate solutions



V. CONCLUSION
A generalized stacking theorem has been
presented for the approximate solution of
FDEs under generalized differentiability. As a
matter of fact, by representation theorem a
FDE can be transferred into two systems of
ODEs, which can be solved by any suitable
numerical method, and then by stacking
theorem we can bunch the fuzzy solutions of
FDE. As a future work, we will apply this
method for fuzzy partial differential equations
and also for second order fuzzy differential
equations.
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