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2 authors, including:
Martin Stepnicka
University of Ostrava
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I. I NTRODUCTION
Differential equations are used for modeling various physical phenomena. Unfortunately, many problems are dynamical
and too complicated and developing an accurate differential
equation model for such problems requires complex and time
consuming algorithms hardly implementable in practice. Thus,
a usage of fuzzy mathematics seems to be appropriate.
A lot of work has been done in the field of fuzzy differential
equations see e.g. [2], [3] or [12]. On the other hand, a fuzzy
approach to numerical solution of differential equations has
not been investigated so deeply yet. Some results have been
published e.g. in [7].
Fuzzy transform have been introduced as an approximation
method but and it has been successfully applied into other
mathematical problems as well. It has been shown that if
the original function is replaced by an approximation model,
then a certain simplification of complex computations could
be achieved.
In [4] I. Perfilieva introduced an application to the Cauchy
problem. The main idea consists in applying the fuzzy transform to both sides of the first ordered ordinary differential
equation. This turns the given differential equation to an
algebraic one which is easily solvable by existing numerical
methods. Then the obtained numerical solution is transformed
returned back to the space of continuous functions. The application of fuzzy transform to ordinary differential equations is
published in [4], [5] as well as other numerical methods using
this technique.
n
X
Ai (x)Fi
(2)
II. P RELIMINARIES
i=1
F
(x, y) =
fn,m
n X
m
X
(6)
u(x, 0) = f (x),
a
RdRb
c a
.
(3)
Ai (x)Bj (y)dxdy
Analogously to the 1-dimensional case we define the inverse
F-transform.
Definition 5: Let [Fij ]nm be the F-transform of a function
f . Then the function
Fij =
A. Heat Equation
(4)
i=1 j=1
u 2 u u u
L
,
,
,
= q(x, y)
(5)
x2 y 2 x y
where L is a linear form. Moreover, in order to have a unique
solution, some specific initial and boundary conditions are
given.
Remark: The first two types of partial differential equations
are sometimes called evolutionary equations where the second
variable is supposed to be a time variable. That is why in the
next two subsections we will use a domain D = X T and
all the symbols y will be replaced by t.
The method of F-transform consists in applying the Ftransform (w.r.t. to some given basis functions) to both sides
of equation (5). This leads to an algebraic equation which is
going to be solved. The solution of this algebraic equation is
a discrete representation of an analytical solution of equation
(5) and by the inverse F-transform, this will be returned back
to the space of continuous functions C(D).
Before we start to analyze concrete types of equations, let
us fix some basis functions Ai (x), Bj (y), i = 1, . . . , n, j =
1, . . . , m, with equidistant step hx on X and hy on Y where
x X, y Y . All the F-transforms considered in the next
subsections are meant w.r.t. these basis functions.
u(0, t) = T1 (t),
(7)
u(1, t) = T2 (t).
(8)
(9)
xx
t
are the F-transform components of
and Uij
where Qij , Uij
u
2u
the functions q, t and x2 , respectively w.r.t. the given basis
functions. Partial derivatives on the left hand side of equation
(6) are supposed to be replaced by their finite differences (see
[8]), before we apply the F-transform, which means
u
t
by
2u
x2
by
and similarly
t
as follows:
Then we can estimate Uij
R d R b u(x,t)
t
t Ai (x)Bj (t)dxdt
c a
Uij
=
RdRb
Ai (x)Bj (t)dxdt
c a
R d R b (u(x,t+ht )u(x,t))
Ai (x)Bj (t)dxdt
c a R d R bht
Ai (x)Bj (t)dxdt
c a
RdRb
1 c a u(x, t + ht )Ai (x)Bj (t)dxdt
=
RdRb
ht
Ai (x)Bj (t)dxdt
c a
RdRb
1 c a u(x, t)Ai (x)Bj (t)dxdt
+
RdRb
ht
Ai (x)Bj (t)dxdt
c
1
= (Ui(j+1) Uij ).
ht
Similarly we obtain
xx
Uij
1
(U(i1)j 2Uij + U(i+1)j ).
h2x
(10)
(11)
u(1, t) = T2 (t).
(15)
(16)
tt
xx
where Qij , Uij
and Uij
are the F-transform components of
2
2u
the functions q, t2 and xu2 , respectively w.r.t. the given basis
functions.
Similarly to (11) we obtain
1
(Ui(j1) 2Uij + Ui(j+1) ).
h2t
.
t
2ht
Ui2 Ui0
2ht
(x, y) D
yy
xx
Uij
+ Uij
= Qij
(19)
(20)
(21)
yy
xx
where Qij , Uij
and Uij
are the F-transform components of
2
2u
the functions q, t2 and xu2 , respectively w.r.t. the given basis
functions.
Equations (21) leads to
1
(4Uij U(i1)j U(i+1)j Ui(j1) Ui(j+1) ) = Qij (22)
h2
for i = 2, . . . , n 1 and j = 2, . . . , m 1.
From boundary condition (20) we get Uij = Gij g((i
1)h, (j 1)h) at the nodes with indices i {1, n} and j
{1, m}. The rest of unknown elements Uij can be found from
the following system of linear equations in matrix form:
Kh Uh = Qh
where
Uh = [U11 , . . . , U2(m1) ; U32 , . . . , U3(m1) ; . . .
R+
(17)
2u 2u
+ 2 = q(x, y),
x2
y
tt
Uij
(13)
u
(x, 0) = g(x),
t
xx
tt
Uij
Uij
= Qij
C. Poissons equation
. . . ; U(n1)2 , . . . , U(n1)(m1) ]T
where
Qh = [Q22 , . . . , Q2(m1) ; Q32 , . . . , Q3(m1) ; . . .
. . . ; Q(n1)2 , . . . , Q(n1)(m1) ]T
(23)
and
Q2(m1)
= h2 Qij ,
= h2 Q22 + G12 + G21 ,
= h2 Q2(m1) + G2m + G1(m1) ,
Q(n1)2
Qij
Q22
Q(n1)(m1)
Qi2
Qi(m1)
Q2j
Q(n1)j
for i = 3, . . . n 2, j = 3, . . . , m 2.
Matrix Kh has the following three-diagonal block structure
H E
0
...
0
E H E . . .
0
0
E H
...
0
Kh = .
..
..
..
..
..
.
.
.
.
0
. . . E H E
0
...
0
E H
(24)
j=1,...,m
=0
ht
h2x
(25)
4 1 0 . . .
0
1 4 1 . . .
0
0 1 4 . . .
0
H= .
..
..
..
..
..
.
.
.
.
0 . . . 1 4 1
0 ...
0 1 4
1 0
0 ...
0 1
0 ...
0 0
1 ...
E= .
.
..
..
0 ... 0
1
0 ... 0
0
(m 2) (m 2)
0
0
0
..
.
0
1
and with the help of the proved equality || e1 ||= 0 and the
fact that (j 1)ht is a finite number less than R, we can write
|| ej ||= O(ht + h2x )
h2x ).
u(1, t) = 0,
2x,
u(x, 0) =
2(1 x),
(31)
0 x 12 ,
1
2 x 1.
(32)
uF
n,m (z1 , z2 )
| u(z1 , z2 )
|=
n X
m
X
= | u(z1 , z2 )
Ai (z1 )Bj (z2 )Uij |
i=1 j=1
<
V. D EMONSTRATION
u(0, t) = 0,
(29)
is minimized by the components Fij given by (3).
Criterion (29) characterizes an integral proximity of the
original approximated function and arbitrary function from
class (28). The uniform convergence in C(D) in combination
with a minimization of the previous integral criterion provide
a powerful tool which we are going to explain.
When the right hand side q(x, y) of equation (6) is damaged
by a noise (inaccuracies in measurements), the ordinary finite
difference method is not stable.
For more results and details we suggest the reader to see
[6]. For a concrete demonstration with graphical outputs we
have prepared section V.
n X
m
X
a i=1 j=1
u 2 u
= 5(4(x1/2)2 +1)et/2 ,
t x2
i=1 j=1
n X
m
X
i=1 j=1
= + O(ht + h2x ).
(27)
(28)
Fig. 1.
Fig. 3.
method.
and
MSM6198898701 and 1M6798555601 of the MSMT
CR
Fig. 2.
Numerical solution of modified equation (30). Finite difference
method with help of F-transform.