Linear First-Order Fuzzy Differential Equations: World Scientific

International Journal of Uncertainty,
Fuzziness and Knowledge-Based Systems

Vol. 14, No. 6 (2006) 687-709
World Scientific Publishing Company
^ World Scientific
www.worldscientific.com
LINEAR FIRST-ORDER FUZZY DIFFERENTIAL EQUATIONS
Int. J. Unc. Fuzz. Knowl. Based Syst. 2006.14:687-709. Downloaded from www.worldscientific.com
by UNIVERSITY OF HAIFA on 06/14/13. For personal use only.
JUAN J. NIETO
Departamento de Andlisis
Matemdtico,
Facultad de Matemdticas,
Universidad de Santiago de Compostela,
Santiago de Compostela, 15782, Spain
amnieto@usc.es
ROSANA RODRIGUEZ-LOPEZ
Departamento de Andlisis
Matemdtico,
Facultad de Matemdticas,
Universidad de Santiago de Compostela,
Santiago de Compostela, 15782, Spain
amrosana@usc. es
DANIEL FRANCO
Departamento de Matemdtica Aplicada I,
Escuela Tecnica Superior de Ingenieros
Industrials,
Universidad Nacional de Educacion a Distancia,
Apartado de Correos 60149, Madrid, 28080, Spain.
dfranco @ind. uned. es
Received 14 December 2004
Revised 30 October 2006
We give the expression for the solution to some particular initial value problems in the
space E1 of fuzzy subsets of K. We deduce some interesting properties of the diameter
and the midpoint of the solution and compare the solutions with the corresponding ones
in the crisp case.
Keywords: Fuzzy sets, Fuzzy systems, Linear systems, Fuzzy differential equations, Fuzzy
initial value problems.
1. I n t r o d u c t i o n
Expression for the unique solution to the initial value problem for linear first-order
ordinary differential equations is well known. For I a real interval, M G i a constant,
a : I > R, and u : I > R, the two following equations are equivalent:
v!(t) + Mu(t) = cr(t),
u'(t) =
-Mu(t)+a(t),
687
688
J. J. Nieto, R. Rodriguez-Lopez
& D. Franco
independently of the sign of the constant M. The solution to those equations for
an initial condition u(0) = no, UQ R, (0 G I), can be obtained as:
u(t) = uoe~Mt + / <r(s) eM(*"*) ds,tel,t>
0.
Jo
For the fuzzy case, the corresponding equations are not equivalent, even in the
particular case where a(t) = X{o}? f r t I, and X{o} the characteristic function of
{0}. Recall that, if x, y E1 are such that x-\-y = X{o}> then x, y are real numbers
and y = x, but x + (x) = X{o} is n t necessarily true for x E1 (take, for
instance, x = X[o,i])- Equation
u'(t)+Mu(t)
= X{o}
implies that the solution is crisp and

u'{t) =
-Mu(t),
but the converse is not true in general. Besides, the multiplication of x G E1 by a

negative constant implies the inversion of the endpoints of the level sets, that is,
-l[x]a
= -l[XahXar\
= \-Xar,-Xal],
Va G [0,1],
and this fact produces that the expressions of the solutions for
ur(t)+u(t)
= X{0},
u'{t) -u(t)
= X{0},
and
are completely different.

In this paper, and for M G M, M > 0, we analyze the existence of solution for
the initial value problems associated to the fuzzy equations
u'(t)+Mu(t)
Uf(t) = -Mu(t)
=cr(t), te
I,
+ cr(t), t G / ,
uf(t) =Mu{t)
+ a{t), t G J,
u\t) -Mu(t)
=cr(t), te I,
and compare their solutions by calculating the midpoint and the diameter of their
respective level sets. We point out that the study of midpoints for fuzzy sets has
many applications in Artificial Intelligence (Ref. 1). In Refs. 2-5, the expression
of the solution to analogous problems for a(t) = X{o>5 t I, and a fixed M is
studied. Other references dealing with fuzzy equations or their integral equivalent
formulation are Refs. 6-9, and, recently, Refs. 10-15, while the basic theory about
fuzzy metric spaces is included in Ref. 4.
Linear First-Order
Fuzzy Differential
Equations
689
For M > 0, we calculate the expression of the solution to the initial value
problems corresponding to equations
Uf(t) = -Mu(t)
+ cr(t), t G I,
u'{t) =Mu(t)+a(t),
t e J,
whose existence and uniqueness can be deduced in the case of I bounded from
the application of the fuzzy Picard-Lipschitz Theorem (Theorem 3.2.1 in Ref. 5,
Theorem 13.2.1 in Ref. 4 and Ref. 8), since functions f,g : I x E1 > E1 given,
respectively, by
f(t,x)
= -Mx
+ a(t),
and
g(t,x) = Mx + a(t),
are Lipschitzian in x and continuous in (, x) for a continuous. Indeed, let x,y G E1
and t G J,
doo(/(*, *), /(* V)) = dU-Mx
+ d(t), -My + a{t))

= doo(-Mx,-My)
=MdOQ(x1y)1
and analogously for g. As we show, existence of the solution for initial value problems
relative to
u'(t)+Mu(t)
= cr(t),
tel,
u\t) -Mu(t)
= cr(t),
tel,
and
with M > 0, is subject to the verification of some conditions of compatibility

involving the constant M, the function a and the initial data UQ. In fact, if we try
to determine the existence and uniqueness of solution for
u'(t)+Mu(t)
= cr(t),
tel,
by using the fuzzy Picard-Lipschitz Theorem, we can write the equation in its
equivalent expression
u'(t) = a(t) -H Mu(t), t G I,
whose right-hand side function /*(, x) = a(t)nMx would represent a Lipschitzian
function in case it made sense, but the Hukuhara differences a(t) H Mu(t) in the
previous equation are not well-defined unless we can guarantee that
diam[a(t)]a > Mdiam[u(t)]a,
Vt,Va,
and additional hypotheses are required in order to obtain that the level set Hukuhara
differences define a fuzzy real number. This shows that it is not a trivial question
and that further analysis should be made.
690
J. J. NietOf R. Rodriguez-Lopez
& D. Franco
2. Expression of Solutions
2.1. uf{t) + Mu(t)
= o-(t), t E I, M > 0.
Let M > 0, J a real interval i" = [0,T] with T > 0 or J = [0,+oo), cr G

uo <E E1 and consider problem
C^.E1),
V ( ) + M w ( ) = cr(t), G J,
(1)
w(0) = 1^0-
Theorem 1. Problem (1) has a unique solution in I, given by

U{t) = U0X{e-Mt}
C r (^)X{e M ( s -*)} ds>
t e
(2)
JO
if, for each t I, there exists f3 > 0 such that the Hukuhara differences
u(t + h)
u(t) and u(t)
u(t h)
exist, for all 0 < h < (3.

Proof. Taking
[u(t)}a =
[u(t)ahu(t)ar}J
and
Ual(t)
= u(t)aU
Uar(t)
u(t)ar,
(1) is written levelwise as

u'cd(t) + Mual(t)=<ral(t),
< r ( t ) + Muar(t)
Ual(0)
tel,
= <rar(t), t e I,
= (U0)ah
âr(O) =
(u0)ar.
Using an integrating factor, we get

uai(t) = (u0)aie-Mt
+ f aal(s)eM^-^
Jo
ds,
and, analogously for uar(t), producing (2). Now we study the differentiability of u
in the sense of Hukuhara. Let t G I, and h > 0, then, for every a G [0,1],
u(t + h)-Hu(t)\
h
rt
-Mtfe~Mh-l
~~ [uojaie
+ J a(s)aleM^
/ -Mh
ds (
_ i \
h
p-Mh
'J + ^ 1
rt+h
<s)aleM^
ds,
Linear First-Order
Fuzzy Differential
Equations
691
and
u(t + ft) H u(t)
ft
ft
+ J
-Mh
(uo)are~ -Mt
/ 0-Mh
a(s)areM^
_ i \
p-Mh
ds {*
j + t-j-
rt+ti
a(s)areM^
ds.
The limits of these functions as ft 0 + , uniformly in a are, respectively,

a{s)aleM^s-tUs1
z(t)ai = <r(t)ai - M(u0)aie~-Mt M [
Jo
and
z(t)ar = (J(t)ar ~ M{u0)are-Mt
- M f a ( s ) a r e M ^ ds,
Jo
since (txo)a/> (uo)ary a r e bounded uniformly in a G [0,1], crâi, cr(s)arj are bounded
on [0,] uniformly in a (a is bounded in the compact [0,] by continuity),
-Mh _
lim
1 +
Mh
0,
ft
and
i
pt+h
lim - /
hô+ ft Jt
a(s)aleM^s-tUs
a(t)ah
lim - /
hô+ ft Jt
a(s)areM^s-tUs
a(t)ar,
uniformly in a by continuity of a at t. The same behavior can be checked for the

left-sided Hukuhara quotients
u(t)
u(t ft)
ft
and
U>(t) ~H u(t ft)

ft
for ft > 0.
This proves that
dH
u(t + ft) H u(t)

ft
[z(t)ahz(t)Q
as ft > 0 + , uniformly in a, so that
where, for G J, z() given levelwise by

[*(*)]H*(*)aZ,*(*)ar],
1
is a fuzzy number since E is complete.

We have proved that u'(t) = z(t) G .E1, for all t G J. It is easy to check that
u'(t) + Mu(t) = z(t) + Mu(t) = cr(t), t G i",
692
& D. Franco
and u(0) = uo, so that we obtain the solution to (1).
Remark 1. If for t G / ,
diam([a(t)}a) > Me~Mt
fdiam([u0}a)
+ / diam([a(s)]a)eMs
dsj ,Va,
(3)
and there exists (3 > 0 such that for 0 < /i < /?,
(o)aze- M '(e- M / l - 1) + /' a(s) a Z e M ^-*) ds(e" M f c - 1)
+ Jt
a(s)aieM(8~(t+h" ds nondecreasing in a,
Mt
Mh
(u0)are- (e- 1) + /' a(s) a r e M ( s -*) d s ( e - M h - 1)
+ Jt
a(s)areM(s~(t+h"
ds nonincreasing in a,
Mt
Mh
h
(u0)ale- (l
- e ) + J*~ a(s)aleM^
ds(l - eMh)
+ ft-h a(s)aieM
^ ds nondecreasing in a,
Mt
Mh
(u0)are- (l
- e ) + / J " a(s)areM^
ds(l - eMh)
( }
+ Jt-/i c r ( s )are M ^ s _ t ^ ds nonincreasing in a,

then, if u is given by (2) and t G / , the Hukuhara differences
?/( + /i) H u(t), u(t)
u(t h)
exist for 0 < h < /?.

Indeed, for the Hukuhara differences of (2) to exist, it is necessary that
diam([u(t)]a) = diam([u0]a)e-Mt
+ / diam([a( 5 )] a )e M ( s - t ) ds,
Jo
is a nondecreasing function in t. But this is a real differentiate function and, by
(3),
jdiam{[u{t))a)
= diam([a(t)]a) -
Me~Mt
diam([u0}a)+
f diam([a(s))a)eMs
ds) > 0.
Thus, the level set Hukuhara differences exist. The intervals

[u(t + h)al-
U(t)al, U(t ^h)^-
[u(t)al ~ U>(t ~ h)ai, U(t)ar
U(t)ar],
-U(t-
h)ar],
define the level sets of a fuzzy set, for each t and 0 < h < j3:
Using (3), we obtain that
U(t + h)al ~ U(t)al
< U(t + h)ar
~ u(t)ar,
Va,
u(t)ai - u(t - h)ai < u(t)ar - u(t - ft)or, Va,

By (4), u(t + h)ai u(t)ai, u(t)ai u(t h)ai, are nondecreasing functions
in a and u(t + h)ar u(t)ar, u{t)ar u(t h)ar are nonincreasing in a.
Linear First-Order
Fuzzy Differential
Equations
693
Since u(t), u(t + /i), u(t h) (h < t) are elements in E1, then
U(t + h)al ~ U(t)al, U(t + h)ar -
U(t)ar,
U(t)al ~ U(t ~ h)au U{t)ar - u(t ~ ft)or,

are left-continuous in a.
R e m a r k 2. Condition (4) can be written as: for t G I, there exists f3 > 0 such
that, for 0 < h < /?, and 0 < a < b < 1,
^ i frhMsfo
- (s)ai)eMs ds
> (uo)bi - (uo)ai + J 0 (o-(s)bi - cr(s)ai)eMs ds
eMh_!
(^(s)or - Cr(s)6r)eMs ds
/t
> (ô)ar - (ô)6r + JQ (a(s)ar
~ Cf(s)hr)eMs
Ms
!_e-Mh Jl_h{(j(s)u
- (j(s)ai)e
> (uo)bl - (uo)al + Jo (a(S)bl

a s
!_e-Mfe ft-h( ( )ar

> Mar
~ a(s)br)e
+ JQ (a(s)ar
~ Mbr
ds
~ &(s)al)eMs
Ms
ds
(5)
ds
ds
~ Cf(s)br)eMs
ds
R e m a r k 3. For x G E1, and a G [0,1], mp([x]a) denotes the midpoint of [x] a , that
is, \{xai + xar). Note that n, the solution to (1), verifies that
+ / âm([cr(5)] a )e M ( s - t ) ds, t G I,
Jo
and
mp(Kt)] a ) = m p ( [ ^ 0 ] a ) e - M t + / m p ( [ ( j ( s ) ] a ) e M ^ ^ s
Jo
J((t*o)ai + Mar)e~Mt
2
(a(s)al + a ( s ) a r ) e M ^ ) ds, G J.
+\ j
R e m a r k 4. If <r = X{c}, then diam([cr(t)]a) = 0, for every t, a, and (3) is reduced

to
Me~Mtdiam([u0]a)
< 0, for all a, and all t,
that is,
^ o = X{c / }-
In such a case, (4) is trivially true and the solution is crisp

u
(t)
= X{cfe-Mt
^{l-e-Mt)}-
In the ordinary case, u$ G R, cr G C(I, R), conditions (3), (4) are valid, the Hukuhara
differences always exist as ordinary differences and the unique solution is given by
Mt
U(t) = U0 e~
Jo
[ta(s)eM^s-tUs1teL
694
2.2. u'(t) = -Mu(t)
& D. Franco
+ cr(t), t E I, M > 0.
Let M > 0, I = [0,T] with T > 0, or J = [0,+oo), a G ^ ( I , ^ 1 ) , u0 G \ and

consider problem
u'(t) = -Mu(t)
+ cr(t), t G J,
(6)
w(0) = u0.
Theorem 2. Problem (6) has a unique solution in I, given by the following expression for all t G Ij a G [0,1],
eMt
<*)ai =
e-Mt
2"tfi(*,a)
2-U*(t>a)>
eMt
(?)
e-Mt
<t)ar = C / i ( t , a ) + - ^ - E / 2 ( t , a ) ,
(8)
where
U1(t1a) = diam([u0]a) + [ diam([a(s)}a)e-Ms
Jo
ds,
[722((t,
+
t , a)
a) =
= (uo)
(w0)oZ
+ (Mn)ftr
Mar
+ // (o-(s)
(cr(5)aZ
+ cr(s)
S " 0 ) ftr
a r)) e
nj +
nj +
Jo
ds.
Proof. Take
[w(t)] = [w(t) oZ ,w(t) ar ].
We obtain (Refs. 2, 3, 5) that the function w given, for t G I, a G [0,1], by
w(t)ai = - ^ i a m ( [ t / 0 ] a ) e M t + ( K ) a z + Mar)
w(*)ar = \diam{[u0}a)eMt
+ ^ ((n 0 ) o / + Mar)
e~M\
e~M\
(9)
(10)
is the solution to problem

wf(t) = -Mw(t),
te I,
w(0) = u0.
If we calculate the solution to
v'(t) = -Mv(t)
+ cr(t), t G I,
(11)
^(0) = X{o},
then
(w + v)(0) = w(0) + v(0) = u0 + X{o} = ô,
Linear First-Order
Fuzzy Differential
Equations
695
and, for t G I,
(w + v)'(t) = w'(t) + v'(t) = -Mw(t)
+ (-Mv(i)) + cr(t)
= -M(w(t)
+ v(t)) + cr(t) = -M(w
+ v)(t) + cr(t),
thus K; + 1 ; is the solution to (6). We seek a solution to (11) of the type
At)ar)~\-eMte-^)\car(t))'
(U)
for t I, a [0,1], such that

[v(0)}a = [v(0)ahv(0)ar}
= {0}, Va,
that is, for a G [0,1],

/0\
/V(0)aA
\0J
/ 1 l\
\v{)arj
\~1
fcal(0)\
1 J \car(0)
J '
which is a nonsingular homogeneous linear system, hence the unique solution is

cai(0)=0,
car(0)=0, Vae[0,l].
Now, for the expression

fv(t)al \
\v{t)ar)
( cal(t)eMt + car(t)e-Mt
\-cal(t)eMt+car(t)e-Mt)>
\
[L6)
to define an element in E1, it is necessary that cai(t) is a nonpositive function.

Besides, given v by
[v(t)]a =
[v(t)ahv(t)ar}1
where v(t)ai, v(t)ar are expressed in (13), for the existence of the Hukuhara differences v(t + h) H v(t) and v(t) H v(t /i), for h > 0 small enough, it is necessary
that
diam([v(t)]a) = -cal(t)eMt
+ car(t)e-Mt
- cal(t)eMt
- c a r (t)e~ M t =
-2cal(t)eMt
is nondecreasing in t, (for instance, if cai(t) is a nonincreasing function in t). Note

that, for t G I, a G [0,1],
Ht)]a = [cal(t)eMt + car(t) e~M\ -cal(t)eMt
+ car(t) e-M%
(14)
Now, we calculate cai(t) and car(t) in order to obtain the solution of (11). Passing
to the level sets, we obtain, for all a G [0,1], t G / ,
v,al(t) =
-Mvar(t)+<jal(t),
v,ar(t) = -Mval(t)
+ aar(t),
and, using (14),

c'al(t)eMt + cal(t)MeMt
+ c'ar(t)e~Mt
Mcar{t)e~Mt
= Mcal(t)eMt
- Mcar(t)e-Mt
+ aal(t),
696
cfal(t)eMt
- cal(t)MeMt
& D. Franco
+ dar(t)e~Mt
Mcar(t)e-Mt
= -Mcal(t)eMt
- Mcar(t)e-Mt
+ aar(t),
that is.
c'al(t)eMt+c'ar(t)e-Mt
-c'al(t)eMt+c'ar(t)e-Mt
= aal(t),
= aar(t),
which provides that

\e-Mt(aal(t)-aar(t)),
c'al(t) =
c'aAt) = \eMt {ciaiit) + aar(t))

hence, integrating,
1 /"'
al(t) = 2 /
M S
(CT*(S) ~ Var(s))
ds,
Kl(s)
ds.
and
Cor(t) = \feMS
+ aar(S))
These calculations confirm the conditions

cai(t) < 0, for all t, a, nonincreasing function in t.
Taking into account (14), we get for t I, and a G [0,1],
v(t)ai = - \ ( e-Msdiam([a(s)]a)ds
* Jo
l rt
v(t)ar = 7:
2 Jo
eMt
\J
eMS{aal{s) +aar{s)) ds e M
e-Msdiam([a(s)}a)dse Mt
+ l- J eMs (aal(s) + aar(s)) ds e~Mt. (16)
For checking that v(t) defines a fuzzy number, note that a is continuous,
diam([(T(s)}a) and a(s)ar decrease in a and a(s)ai increases in a.
Now, we prove that v is differentiate in the sense of Hukuhara and that the
derivative of v in the sense of Hukuhara at t is Mv(t) + a(t). Note that it is
trivially true that the levelset Hukuhara differences exist since
diam([v(t)]a) = -2cal(t)eMt
= [ e-Msdiam([a(s)]a)
Jo
eMtds
Linear First-Order
Fuzzy Differential
Equations
697
is nondecreasing in t. Moreover, the Hukuhara differences

v(t + h)
-H
v(t), v(t) -H v(t - h)
exist for h small enough. To prove this fact, let t I. Using (15) and (16), we get,
for t I and a [0,1],
(v(t + h) -H v(t))al = \ f e-Msdiam([a(s)}a)

^ Jo
eMs M*)
+ \ f
1
ds eMt(l -
+ ar(s)) ds e-M\e-Mh
eMh)
- 1)
JO
1
ft + h
- /
e-Msdiam([a(s)}a)
i
ds
rt+h
eM(aal(s)+aar(s))dse-M(t+h\
-j
(v(t + h) -H v{t))ar = \ [ e-Msdiam([a(s)]a)

2 Jo
+ \j
eM^h^
ds eMt(eMh
eM (aal(s) + aar(s)) ds e~M\e~Mh

1
ft+h
- 1)
- 1)
e-Msdiam([a(s)}a)dseM(t+V
=- I
>t+h
1
^
J
e-Ms
(aal(s)+aar(s))dse-M^t+h\
It
which define the endpoints of the level sets for a fuzzy number. Indeed, condition
diam([v(t + h)}a) > diam([v(t)}a)
implies that
(v(t + K) -H V(t))ai = V(t + h)ai ~ v(t)ai
< v(t + h)ar - v(t)ar = (v(t + h) -H
v(t))ar.
Besides, for a& a - ,

(V(t + h) -H V(t))aki (v(t + h) ~H v{t))aU
(v(t + h) -H v{t))akr
(v(t + h) -H v(t))Jcart
since the continuity of a implies that J0 <r(s)x{eRs} ds, Jt

o-(s)x{eRs} ds are el1
ements in E , for R = M , t I, h > 0. Finally, we have to prove that
(v(t + h) H v(t))ai is nondecreasing in a and (v(t + h) H v(t))ar is nonincreasing
in a. Take a, b [0,1], a < 6, then
(v(t + h) -H v(t))al < (v(t + h) -H
v(t))u
698
& D. Franco
since
e-MseMt(l
- eMh)(diam([a(s)]a)
diam([a(s)}b))
< eMse-Mt(e-Mh
- l)(a(s)bl
+ a(s)br - a(s)al -
a(s)ar),
+ a(s)br - a(s)al -
a{s)ar),
for s G [0, t], and
- e-MseM^t+h\diam([a(s)}a)
diam([a(s)]b))
< eMse-M^t+h\a{s)bl
for s G [t, t + h]. Indeed, the first assertion is valid for s <t,
e 2M(t- s ) ( 1
diam([a(s)]b))
_ e^)(diam([<T(s)]a) _
< (1 - eMh)(diam([a(s)]a)
diam([a(s)]b))
< (e~Mh - l)(a(s)u
+ a{s)br - a{s)ai -
a(s)ar),
due to
(2 _ eMk - e-Mh)(a(s)bl
- a(s)al) < 0 < (e~Mh - eMh)(a(s)br
a(s)ar).
The second assertion is equivalent to

-e2M^t+h-s\diam([a(s)}a)
- diam([a(s)]b)) < a(s)bl + a(s)br - a(s)al -
a(s)ar,
which is trivially true for s G [t,t + h]. With a similar procedure, we achieve
(v(t + h)-Hv(t))
ar
is nonincreasing in a, and the same reasoning applies to the case of the Hukuhara
differences v(t) H v(t h) with h > 0 small enough.
Now, for t e I,
71/r
M
frt
(-Mv(t)
a\ a J Mt
e-Msdiam([a(s)]
)dse
+ a(t))ai = - /
* Jo
rf
y J
(-Mv(t)+a(t))ar
M r
= /
2 Jo
eMs (aal(s) + aar(s)) ds e~Mt + aal(t),
e-Msdiam([a(s)}a)dseMt
M
- Y J
rf
eMS
Ms)
+ ^r(s))
ds e~Mt + aar{t).
Then,
lim dx (<* + h)-B<t)
hô+
V
h
lim
sup max{|(/9(t,/i, a)|, ^ ( t , / i , a)|},
^0+aG[0,l]
Linear First-Order
Fuzzy Differential
Equations
699
where
Mt __peMh
Mh
peMt
<p(t,h,a) = ?-
+ , 1i + i
M h
TUTfr
^-
ft
e-Msdiam{[a{s))a)ds
- /
lo
Jo
e-Mte-Mh_l
rt
M h
h
0Mt
0Mh
pt+h
e-Msdiam([a(s)]a)ds
ft
eMs(aal(s)+aar(s))ds
[
Jo
pt+h
pt+h
/
eMs (aal(s) + aar(s)) ds - <ral(t),
-Mt -Mh
Jt
which tends to zero as h > 0 , uniformly in a G [0,1], since a is bounded in [0,t]

(&ah ar are bounded on [0,t] uniformly in a),
,.
- e M / l + l + M/i
,.
e~Mh-l
+ Mh
^
hm
= hm
= 0,
/i-ô+
h
hô+
h
and, using the continuity of a at t,
e-Msdiam([a(s)]a)
- /
h Jt
i
ds -
Mt
e-
diam([a(t)}a)1
pt+h
j- J
eMs (aal(s) + aar(s)) ds -+ eMt (aal(t) +
aar(t)),
uniformly in a G [0,1]. Analogously, for

pMt
pMh
_ i _ jLfi.
tl>(t,h,a) =
ft
e-Msdiam([a(s)]a)ds
/
e-Mte-Mh_1
+ Mh
h
eMt
eMh
h
e-Mt
+ ^
rt+h
p
^
f eMs (aal(s) + aar(s))
Jo
ds
e-Msdiam([a(s)]a)ds
Jt
e~Mh
^ /
pt+h
eMs (aal(s) + aar(s)) ds -
aar(t).
The same procedure is valid for the case of the left-sided Hukuhara derivative of v
at t. This completes the proof, since v is differentiate in the sense of Hukuhara at
every t and v'(t) = Mv(t) +<r(). Note that adding w to v, we obtain (7) and (8),
which provide the solution to (6).
Remark 5. Expressions (7) and (8) are valid for / bounded or / = [0, +oo), with
aeCil.E1).
Remark 6. In particular, if a = X{o}, then (6) is
u'(t) = -Mu(t),
u(0) = u0,
700
& D. Franco
and the solution is given by (9)-(10). If UQ = X{o}> then the solution is v in the
previous Theorem.
R e m a r k 7. If we denote by mp([x\a) the midpoint of [x]a, that is, ^(xai + xa
and by r([x]ca ) the radius of [x]a, that is, r([x]) = hdiam{[x\a), then (7) can be
expressed as
u{t)al = - (r([u0]a) + j
r([a(s)]a)e-Ms
ds ) eMt
mp([u0]a)+
f mp([a(s)}a)eMs
Jo
ds
and (8) as
<t)ar = (r([u0]a) + f r([a(s)]a)e-Ms
ds\
eMt
Ms An
+ lmp({u0}a) + / mp([a(s)}a)eMs
ds)
-Mt
This solution is calculated taking into account the midpoint and the diameter of
the level sets (of the initial data as well as function a), which characterize the level
sets.
R e m a r k 8. If uo and a are crisp, then (3) and (4) are valid, and the solutions
given by (2) and (7)-(8) are the same crisp function:
u(t) = u0e~Mt
+ / a(s)eMis~t)
Jo
ds, t e I.
Note that, in this case,

r([uo]a) = 0, mp([uo]a) = UQ, for all a,
and
r
(W(s)]a)
= > mp([(s)}a) = <Ks), for all s, and all a.
In fact, in the crisp case, (1) and (6) are equivalent problems.
R e m a r k 9. In the general case, if u is the solution to (6), then
diam([u(t)]a) = diam([u0]a)eMt
+ f diam{[a{s)]a)eM{t-s)
Jo
ds, t e I,
and
mp([u(t)]a) = mp([u0]a)e-Mt
+ / mp([a(s)])e M ( s - t ) ds
Jo
= \((uo)ai + {uo)ar)e-Mt
+ \ J (a(s)al + v(s)ar)eM(*-
ds, t e I.
Linear First-Order
2.3. u'(t)
= Mu(t)
Fuzzy Differential
Equations
701
+ cr(t), t G I , M > 0
Let M > 0, I a real interval, J = [0,T] with T > 0 or I = [0,+oo), a G

uo E1 and consider problem
u'(t) = Mu(t)+a(t)J
C{I,EX),
el,
(17)
u(0) = w0.
T h e o r e m 3. Problem (17) has a unique solution in I, given by

u(t) = u0X{eMt} + / o-(s)x{eM(t-sn ds, t G I.
Jo
Proof. Take [t^(t)]a = [u(t)ai,u(t)ar],
(18)
and (17) is written levelwise as
u'al(t) = Mual(t)+aal(t),
u'ar{t) = Muar(t)
tel,
+ <Tar(), t G I.
Using an integrating factor, we get

uai(t) = (u0)aieMt + f aal(s)eM^
Jo
and analogously for uar(t), then
ds,
[u(t)]a = [u0]aeMt + / [a(s)]aeM^-s)

ds,
Jo
for every a G [0,1] and t G / , obtaining (18).
It is obvious that u(t) defined by (18) defines a fuzzy number. Now, we check
that u is differentiable in the sense of Hukuhara at every point t with Hukuhara
derivative at t equal to Mu(t) + cr(t), which is a fuzzy number for all t,
(Mu(t) + a(t))al = M(u0)aieMt
+ M [ a(s)al eM^ds
a{t)ah
a(t)ar.
Jo
(Mu(t) + a(t))ar
= M(u0)areMt
+ M [ a(s)ar eM^~sUs
Jo
The Hukuhara differences u(t + h) H u(t), u(t) H u(t h) for u given by (18)
exist (at least for h small), since
diam([u(t)]a) = eMt (diam([u0}a)
+ [ diam([a(s)]a)e-Ms
is a nondecreasing function in t, so that

(U(t + h) -H
U{t))ai < (U(t + h) ~H U(t))0
(u(t) ~H U(t ~ h))ai < (u(t) ~H U(t ~ h))0
ds
702
& D. Franco
and these expressions define left-continuous functions in a. Moreover, it is obvious

by the definition of u that
(u(t + h) -
U(t))al,
(u(t)
~H U(t -
h))al
are nondecreasing in a and
(u(t + h) -H u(t))ari
(u(t) -H u(t - h))ar
are nonincreasing in a.
Let t E I be fixed, h > 0, and calculate the Hukuhara difference quotients
u(t + h)-Hu(t)\
^Mt(eMh-l
h
_ ^ ,
al
pt
/ Mh
<?(s)aieM^
i\
r>Mh
ds ( ^ - j r - ^ J + ~
rt+h
*(s)aleM^
/t
<K*)are M(t - 8) ds.
ds
and
u{t + h)-Hu{t)\
h
+ J
, .
(Uo)are
" "'"'
Jar
a(s)areM^
MtfeMh~l
V h
ds (j^-1)
+ V
Using the continuity of a, it is easy to prove that

'u(t + h) -H u(t) \
h
hô+
'u(t + h) -H u{t) \
h
hô+
(Mu(t)+a(t))ah
and
an
uniformly in a, hence,
lim <t
+ h
g " W = Mu(t)+a(t)
in (E 1 , <*,),
and, similarly,
lim " ( t )
"(*
k)
= Mu(t)+a(t)
in (E 1 , <*,),
which proves that u is Hukuhara differentiable at t with derivative

M^(t)+cr(t) G ^ 1 ,
and the equation is satisfied.
For a different interpretation of linear fuzzy differential equations, see Ref. 15.
Remark 10. Note that if we replace M by M in (18), we obtain (2).
Linear First-Order
Fuzzy Differential
Equations
703
Remark 11. If tx is the solution to (17), then

diam([u(t)]a) = diam([u0]a)eMt
+ / diam{[a{s)]a)eM{t-s)
Jo
dsy t E / ,
and
mp([u(t)}a) = mp([u0]a)eMt
+ [ mp{[a{s)}a)eM{t-s)
Jo
ds
Mt
)((uo)al +i (uo)ar)e
+i \Q J (a(s)al + a ( s ) a r ) e M ^ ds, t E I.
vû/a//^
Q Wû/uc
2.4. u'() - Mw(t) = cr(t), t I , M > 0

Let M > 0, I = [0, T] or / = [0, +oo), cr G C(I, E^.UQEE1,
Ur{t)-Mu{t)
and consider problem
=cr(t), t E / ,
(19)
u(0) = UQ.
Theorem 4. Define
W1(tJa)=diam([u0]a)+
W2(t,
a) = (U0)al + (uo)ar
[ diam([a(s)]a)eMs
Jo
+
ds,
(o-(s)ol + Cr(s)ar) e ~ M s d s .
Jo
Expressions
e-Mt
<t)ai =
eMt
W i ( t , a ) + W 2 (t,a),
e
-Mt
<t)ar = ^-Wâ)
(20)
eMt
+ W 2 (t,a),
(21)
/or t E I, a E [0,1], represent the unique solution to problem (19) in I, if they define
a fuzzy number, that is, if
u(t)ai nondecreasing and u(t)ar
nonincreasing in a,
and for every t E I, there exists (3 > 0 such that the Hukuhara differences
u(t + h) H v>(t), u(t) H u(t h)
exist for 0 < h < (3.
Proof. Take
[u(t)]a =
[u(t)ahu(t)ar]J
(22)
704
& D. Franco
and search for a solution of the type

e~M*
'u(t)al\_f
eM*\(cal(t)\
for t E I, a E [0,1], with

[u(0)]a
= {(U0)ah(u0)ar},
Va,
that is, for all a E [0,1],

((uo)al \
(u(0)ai \
1 lUc a l (0)
Solving this system, we obtain the unique solution

Coz(0) =
--diam([u0]a)J
ar(0) = -((U0)al +
Mar),
for a E [0,1]. Then, for all t and a,

[ U (i)] a = [e-Mtcal(t)
+ eMtcar(t),
-e~Mtcal{t)
+ eMtcar(t)},
(24)
and the following equations deduced from (19) must be satisfied

u'al(t) - Muar(t) = aal(t), t I, a [0,1],
u'ar(t) - Mual{t) = aar(t), t I, a [0,1].
These conditions yield, for t J, a [0,1],
c'al(t)e-Mt
-c'al(t)e-Mt
+
eMtc'ar(t)=Vai(t),
Mt
+ e c'ar(t) = aar(t),
and
c'al{t) =
-\diam([a(t)Y)eM\
dar{t) = \{aal{t) +
aar{t))e-M\
which taking into account the initial values cai(0) and car(0) give, for t E / , a E [0,1],
-\diam{[u0}a)
cai(t)
1
- \ [ diam([a(s)}a)eMs
ds,
1 ff
Car\t)
This joint to (24), produces (20) and (21). Hypothesis (22) and continuity of a
guarantee that those level sets define a fuzzy number since it is obvious that
U(t)al < U(t) ar
and these functions are left-continuous in a.
Linear First-Order
Fuzzy Differential
Equations
705
For t G I, and h > 0 small enough, the Hukuhara difference quotients are given
by
'u{t + h) H u(t)~
h
l~e
\-Mt
"2
/ pMh
"2^ (
1
-Mh
J (diam([u0]a) + f diam([a(s)]a)eMs
_ 1\
JT~ ) (
ds
/*
{Uo)al + {Uo)ar +
{a{s)al + , J s
( )-) e " M S ds
rt+h
/t+Al
je-M(t+h)
and
2h '
- /
~- -a Ms
diam([a(s)] )e dsi
^ y
(a(S)ai+a(S)ar)e-M^SeM^)
i/( + h)
u(t)
/p-Mh
: -e~Mt (
-2 ^
( f t "
_ i \
/>t
J ( diam([u0}a) + / diam([a(s)]a)eMs
) ( M a / + M a r + jf
ds
(*(*)a* + ^ a r K ^
dfi
t+/i
+ /
+
2hJ
diam([a(s)]a)eMs
ds
M{t+h)
^s)ai+^)ar)e~Msds
which converge as h 0 + uniformly in a, respectively, to g()a/ and g(t) a r , where

(*)aJ = *(t)al + ^~MtWi(t,a)
^-eMtW2(t,a),
q(t)ar = {t)ar ~ ê~MtWx(t,a)
êMtW2(t,a),
and
which define a fuzzy number q(t) by [q(t)]a = [q(t)ahq(t)ar], a [0,1]. The same
element in E1 is the limit in d^ as h > 0 + of the Hukuhara difference quotients
u(t)
u{t h)
h
*
r
We have proved that u (t) = q(t), t I and, by the expression of q(t), it is easy
to check that, for all a G [0,1], and t G I,
H
[?/() - Mu(t)]a = [q(t) - Mu(t)]a = [a(t)aha(t)ar]
= [a(t)]a.
The initial condition u(0) = u$ is trivially verified, in consequence, u is the solution

to (19).
706
& D. Franco
R e m a r k 12. It is not always true that (20) and (21) define a fuzzy number. For
instance, taking a(t) = xô} crisp, then (20) and (21) are reduced to
e-Mt
eMt
diam([u0}a)
u(t)ai =
e-Mt
eMt
(t)ar = -^diam([u0}a)
((u0)ai + (ô)or),
((u0)ai +
(u0)ar),
for t G I, a G [0,1], which do not define a fuzzy number for an arbitrary initial
condition UQ. In fact, taking the following triangular fuzzy number u$ as the initial
data
u
(t)=
{ - ^ ( t - loo), t e [0,100],
0,
otherwise,
the level sets are given by

a1
100(1 - a)
100 :
[o] =
aG[0,l],
hence, if we set
-Mt
(100(1 -a
V
2
QMt
v(t,a)
a-1
100
100
+ 100(1 - a) ) ,
then
u(t)ai = - / i ( t , a ) + z/(,a),
u(t)ar = /i(t,a)
^^(t.a),
for t G / , a G [0,1], and it is not valid that

[u(t)u,u(t)br]
[u(t)al,u(t)ar],
&! b > CL.
For this condition to hold, u(t)ai should be a nondecreasing function in a, that is,
/i(t,a) + u(t,a) < /i(t, b) + u(t, 6),
for a < 6, but this is equivalent, for 6 > a, to
-100e- M t + 100e Mt < ê~Mt
Mt
100
or
9999e Mt < lOOOle" Mt
which is valid for 0 < t small, but it fails if t large, for instance, at t
2
9999e > 9999-2 > 10001.
M>
since
Linear First-Order
Fuzzy Differential
Equations
707
Then, if the interval / is large, (20)-(21) do not necessarily define a fuzzy number.
Remark 13. Taking into account that UQ G E1, the continuity of a, and the
expression of
(u(t + h) -H U(t))ah (u(t + fy ~H U(t))ar,
(u(t) ~H U(t - h))ah (u(t) ~H U(t -
h))arj
for h > 0, we obtain the following sufficient conditions for the existence of the
Hukuhara differences u(t + h) H u(h), u(t) H u(t h), for every t and h > 0 small
Condition (3).
For t I, there exists j3 > 0 such that, for 0 < h < /?,
u(t + h)ai u(t)ai nondecreasing in a
u(t + h)ar u(t)ar nonincreasing in a,
u
(t)ai u{t h)ai nondecreasing in a
u
(t)ar u(t h)ar nonincreasing in a.
. ,
Note that the existence of the levelset Hukuhara differences of u comes from (3)
and continuity of cr, since
diam[u(t)}a = diam([u0]a)e-Mt
+ / diam([a(s)}a)eMs
Jo
ds e~Mt
is nondecreasing in t. Its derivative is

diam([a(t)]a) - Me~Mt
(diam([u0}a)
+ f diam([a(s)]a)eMs
ds) > 0.
Remark 14. If u is the solution to (19), then

+ / diam([(j(s)] a )e M ( s - t ) ds, t e / ,
Jo
and
mp([u(t)}a) = mp([u0}a)eMt
\{{u0)al
+ / mp([a(s)]a)eMit-s)
Jo
+ (u0)ar)eMt
+\ j
ds
(a(s)al + a(*) ar )e M <*-> ds, t e I.
3. Relation Among the Solutions to Different Problems

In conclusion, for M > 0, initial value problems for equations
uf(t) = -Mu{t)
u\t)
= Mu(t)
+ cr(t), t e I, (Eq. (6)),

+ <T(), t E / , (Eq. (17)),
708
& D. Franco
have always a unique solution. However, solutions relative to equations

u'{t) + Mu(t) = cr(t), t e I, (Eq. (1)),
u'(t) - Mu(t) = cr(t), t E I, (Eq. (19)),

exist under restrictive conditions, in fact, for a a crisp function, the initial data and
the solution are necessarily crisp.
There are two elements which characterize the solution u(t) of a fuzzy problem,
the diameter and the midpoint of each level set. If we compare the solution to (1)
with the solution to (6), although their expressions seem to be very different, we can
appreciate that the midpoint of each level set [u(t)]a is exactly the same. However,
the diameter changes, replacing M by M.
The same happens if we compare the solutions of (17) and (19). That is, the
operation of passing the term depending on the constant to the other side of the
identity produces a change in the diameter of the level sets of the solutions, but
preserves the midpoint invariant.
Now, if we compare (1) and (19), which differ only in the sign of the constant
(passing from a positive one to a negative one or vice versa), we find that the
diameter of the level sets of the solutions is the same, but in this case, the midpoint
of the level sets is different (we can pass from one expression to another, by writing
M instead of M). Similar considerations can be made for solutions of (6) and
(17).
Note that the solutions of (1) and (17) have a similar expression, we can obtain
one from the other replacing M by M. The same change applies to the diameter
and the midpoint of the level sets of the solution. Analogously for solutions to (6)
and (19).
As we have shown, the expression of the solution changes if we change the
sign of the constant M or if we change the term Mu(t) to the other side of the
equation. Nevertheless, there is a close relation among the different solutions of these
problems, that can be appreciated by comparing the diameter and the midpoint of
their level sets.
Finally, note that for M = 0 conditions (3), (4), (22), and (25) are trivially
fulfilled and the expressions for the solutions to the different problems (1), (6),
(17), and (19) are equal to
u(t) =
UQ
+ / a(s) ds, t e J,
Jo
the unique solution to problem
u'(t) = ait), t e / ,
u(0) = u0.
Linear First-Order Fuzzy Differential Equations 709

Acknowledgements
Research partially supported by Ministerio de Ciencia y Tecnologia / F E D E R ,
project BFM2001-3884-C02-01; Ministerio de Educacion y Ciencia / F E D E R
project MTM2004-06652-C03-01; and by X u n t a de Galicia / F E D E R , projects
P G I D I T 0 2 P X I C 2 0 7 0 3 P N and PGIDIT05PXIC20702PN.
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Linear First-Order Fuzzy Differential Equations: World Scientific

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International Journal of Uncertainty,

Fuzziness and Knowledge-Based Systems

LINEAR FIRST-ORDER FUZZY DIFFERENTIAL EQUATIONS

implies that the solution is crisp and

but the converse is not true in general. Besides, the multiplication of x G E1 by a

are completely different.

+ d(t), -My + a{t))

with M > 0, is subject to the verification of some conditions of compatibility

Let M > 0, J a real interval i" = [0,T] with T > 0 or J = [0,+oo), cr G

Theorem 1. Problem (1) has a unique solution in I, given by

C r (^)X{e M ( s -*)} ds>

u(t) and u(t)

exist, for all 0 < h < (3.

(1) is written levelwise as

Using an integrating factor, we get

The limits of these functions as ft 0 + , uniformly in a are, respectively,

uniformly in a by continuity of a at t. The same behavior can be checked for the

U>(t) ~H u(t ft)

u(t + ft) H u(t)

as ft > 0 + , uniformly in a, so that

where, for G J, z() given levelwise by

is a fuzzy number since E is complete.

and u(0) = uo, so that we obtain the solution to (1).

+ Jt-/i c r ( s )are M ^ s _ t ^ ds nonincreasing in a,

exist for 0 < h < /?.

Thus, the level set Hukuhara differences exist. The intervals

U(t)al, U(t ^h)^-

[u(t)al ~ U>(t ~ h)ai, U(t)ar

< U(t + h)ar

u(t)ai - u(t - h)ai < u(t)ar - u(t - ft)or, Va,

U(t)al ~ U(t ~ h)au U{t)ar - u(t ~ ft)or,

> (^o)ar - (^o)6r + JQ (a(s)ar

> (uo)bl - (uo)al + Jo (a(S)bl

!_e-Mfe ft-h( ( )ar

R e m a r k 4. If <r = X{c}, then diam([cr(t)]a) = 0, for every t, a, and (3) is reduced

< 0, for all a, and all t,

In such a case, (4) is trivially true and the solution is crisp

2.2. u'(t) = -Mu(t)

Let M > 0, I = [0,T] with T > 0, or J = [0,+oo), a G ^ ( I , ^ 1 ) , u0 G \ and

is the solution to problem

+ v(t)) + cr(t) = -M(w

thus K; + 1 ; is the solution to (6). We seek a solution to (11) of the type

for t I, a [0,1], such that

that is, for a G [0,1],

which is a nonsingular homogeneous linear system, hence the unique solution is

Now, for the expression

to define an element in E1, it is necessary that cai(t) is a nonpositive function.

is nondecreasing in t, (for instance, if cai(t) is a nonincreasing function in t). Note

and, using (14),

which provides that

c'aAt) = \eMt {ciaiit) + aar(t))

These calculations confirm the conditions

is nondecreasing in t. Moreover, the Hukuhara differences

v(t), v(t) -H v(t - h)

(v(t + h) -H v(t))al = \ f e-Msdiam([a(s)}a)

(v(t + h) -H v{t))ar = \ [ e-Msdiam([a(s)]a)

eM (aal(s) + aar(s)) ds e~M\e~Mh

Besides, for a& a - ,

since the continuity of a implies that J0 <r(s)x{eRs} ds, Jt

for s G [0, t], and

< (e~Mh - l)(a(s)u

- a(s)al) < 0 < (e~Mh - eMh)(a(s)br

(a(s)al + a() ar )e M <-> ds, t e I.