Application of fuzzy differential transform method for solving fuzzy Volterra integral equations

This paper deals with the solutions of fuzzy Volterra integral equations with separable kernel by using fuzzy differential transform method (FDTM). If the equation considered has a solution in terms of the series expansion of known functions, this powerful method catches the exact solution. To this end, we have obtained several new results to solve mentioned problem when FDTM has been applied. In order to show this capability and robustness, some fuzzy Volterra integral equations are solved in detail as numerical examples.     

Global solutions for nonlinear fuzzy fractional integral and integrodifferential equations

This paper is devoted to considering the existence and uniqueness results for fuzzy fractional integral equations employing the method of upper and lower solutions. Moreover, the approach is followed to prove the existence of solutions for the fuzzy initial value problem of fractional integrodifferential equations involving Riemann–Liouville differential operators. The method is illustrated by two examples.     

An extension of Krasnoselskii’s fixed point theorem and its application to nonlocal problems for implicit fractional differential systems with uncertainty

The traditional Krasnoselskii’s fixed point theorem in Banach spaces does not reproduce the rich and varied forms of operator equations in abstract spaces which are not linear structure. Consequently, its applications to integral equations and differential equations have met many obstacles. The present alternative Krasnoselskii’s fixed point theorem in generalized semilinear Banach spaces overcomes this deficiency and opens up for profitable investigation such as differential systems with uncertainty. An application to the existence of solutions of nonlocal problems for fuzzy implicit fractional differential systems under Caputo generalized Hukuhara differentiability with demonstrated example is given to validate the effectiveness of our theoretical results.     

Differential equations with set-valued solutions

We consider a special space of convex compact sets and introduce the notions of derivative and integral for a set-valued mapping that differ from those already known. We also consider a differential equation with set-valued right-hand side satisfying the Carathéodory conditions and prove theorems on the existence and uniqueness of its solutions. This approach, in contrast to the Kaleva approach, enables one to consider fuzzy differential equations as ordinary differential equations with set-valued solutions. Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 10, pp. 1326–1337, October, 2008.     

n阶线性模糊微分方程的结构元解法

研究了n阶线性模糊微分方程的模糊初值问题,将n阶线性模糊微分方程转化成一阶线性模糊微分方程组,利用结构元方法将模糊线性微分方程组转化成两个分明的线性微分方程组,通过分明的线性微分方程组的解构造出原n阶线性模糊微分方程的解.最后,给出了具体的算例.     

On the fuzzy initial value problem

The initial value problem x′(t) = f(t,x(t)), x(0)= x₀, with fuzzy initial value and with deterministic or fuzzy function f is considered. Two different approaches, viz. the extension principle and the use of extremal solutions of deterministic initial value problems, are applied. Generalizations to fuzzy integral equations and fuzzy functional differential equations are indicated.     

Set-valued stochastic integral equations driven by martingales

We consider a notion of set-valued stochastic Lebesgue–Stieltjes trajectory integral and a notion of set-valued stochastic trajectory integral with respect to martingale. Then we use these integrals in a formulation of set-valued stochastic integral equations. The existence and uniqueness of the solution to such the equations is proven. As a generalization of set-valued case results we consider the fuzzy stochastic trajectory integrals and investigate the fuzzy stochastic integral equations driven by bounded variation processes and martingales.     

On a new set-valued stochastic integral with respect to semimartingales and its applications

We present a new approach to a concept of a set-valued stochastic integral with respect to semimartingales. Such an integral, called set-valued stochastic up-trajectory integral, is compatible with the decomposition of the semimartingale. Some properties of this integral are stated. We show applicability of the new integral in set-valued stochastic integral equations driven by multidimensional semimartingales. The uniqueness theorem is presented. Then we extend the notion of the set-valued stochastic up-trajectory integral to definition of a fuzzy stochastic up-trajectory integral with respect to semimartingales. A result on uniqueness of a solution to fuzzy stochastic integral equations incorporating the new fuzzy stochastic up-trajectory integral driven by the multidimensional semimartingale is stated.     

Numerical method for solving linear Fredholm fuzzy integral equations of the second kind

In this paper we use parametric form of fuzzy number and convert a linear fuzzy Fredholm integral equation to two linear system of integral equation of the second kind in crisp case. We can use one of the numerical method such as Nystrom and find the approximation solution of the system and hence obtain an approximation for fuzzy solution of the linear fuzzy Fredholm integral equations of the second kind. The proposed method is illustrated by solving some numerical examples.     

广义模糊Volterra积分方程与强模糊Henstock积分

研究形如的模糊Volterra积分方程整体解的存在性.这里h,k,g是实值函数,f为强模糊Henstock可积的模糊数值函数.所用的方法和工具是利用模糊数值函数的等度可积性和非紧性测度的性质以及广义Darbo不动点定理.     

抽象函数空间的连续小波变换和微分方程

主要讨论了抽象函数的某些微分方程和相应的积分方程之间的关系;通过连续小波变换将这些微分方程能够转换为相应的积分方程;这些微分方程和相应的积分方程在弱收敛意义下是等价的.     

Existence of global solutions to nonlinear fuzzy Volterra integro-differential equations

In this paper, we introduce new solutions for fuzzy differential equations as mixed solutions, and prove the existence and uniqueness of global solutions for fuzzy initial value problems involving integro-differential operators of Volterra type. One example is also given by applying mixed solution concept to fuzzy linear differential equations for obtaining their global solutions.     

Numerical solution of hybrid fuzzy differential equations using improved predictor–corrector method

The hybrid fuzzy differential equations have a wide range of applications in science and engineering. This paper considers numerical solution for hybrid fuzzy differential equations. The improved predictor–corrector method is adapted and modified for solving the hybrid fuzzy differential equations. The proposed algorithm is illustrated by numerical examples and the results obtained using the scheme presented here agree well with the analytical solutions. The computer symbolic systems such as Maple and Mathematica allow us to perform complicated calculations of algorithm.     

Differential Equations With Fuzzy Parameters

This paper is concerned with systems of ordinary differential equations with fuzzy parameters. Applying the Zadeh extension principle to the equations, we introduce the notions of fuzzy solutions and of componentwise fuzzy solutions. The fuzzy extension of the solution operator is shown to provide the unique fuzzy solution as well as the maximal componentwise fuzzy solution. A numerical algorithm based on monotonicity properties of membership functions is presented, together with a proof of convergence. In an interplay of interval analysis and possibility theory, these methods allow to process subjective information on the possible fluctuations of parameters in models involving ordinary differential equations. This is demonstrated in two engineering applications: a queueing model for earthwork and a model of oscillations of bell-towers.     

Stability analysis of fuzzy linear differential equations

Differential equation is a very important field of study not only in theory but in applications, and stochastic differential equation is also a significant branch of research in theory and applications. Based on the concepts of fuzzy process and fuzzy differential equation, we present some concepts of stability for fuzzy differential equations. Furthermore we propose the sufficient and necessary conditions of stability for fuzzy linear differential equations.     

Evaluation of integrals by decomposition

It is shown that in addition to its advantages for nonlinear and/or stochastic differential equations [1,2], the decomposition method may be preferable even for equations, such as linear deterministic ordinary differential equations which are easily solvable by well-known methods in integral form because the evaluations of the integrals is easier. It is also shown that since solutions of differential equations are easily obtained by decomposition, it can be convenient to change a difficult integration problem to an easily solved differential equation and consequently evaluate the integral in an easily computed convergent series.     

A general adjoint relation for functional differential and Volterra integral equations with application to control

A general adjoint relation is developed between solutions of linear functional differential equations and linear Volterra integral equations. Several useful representations for solutions of such equations arise as a consequence of the adjoint relationship. These representations are then used to obtain directly several results for controlling systems described by either linear functional differential equations or linear Volterra integral equations.This work was supported by the National Science Foundation under Grant No. GK-5798.     

Some new explicit bounds for weakly singular integral inequalities with applications to fractional differential and integral equations

Some new weakly singular integral inequalities of Gronwall-Bellman type are established, which generalized some known weakly singular inequalities and can be used in the analysis of various problems in the theory of certain classes of differential equations, integral equations and evolution equations. Some applications to fractional differential and integral equations are also indicated.     

n阶模糊微分方程的一种新解法

研究了具有Seikkala导数的n阶模糊微分方程的模糊初值问题,通过1-水平截集方程和左、右扩展方程的解构造出原模糊微分方程的解,给出了具体的算例.     

模糊随机微分方程解的存在唯一性

将实数空间上的随机微分方程推广到模糊数空间,即为模糊随机微分方程.本文用Picard迭代的方法证明了其解的存在唯一性定理,推广了现有文献的结果,并且给出Picard迭代近似解误差的估计式.