ISSN No-2031-5063

Vol.1,Issue.III/Sept11pp.1-4

Research Paper

A new approach to solve Fuzzy differential equation by using third order Runge-Kutta method.
N. M. Deshmukh
Department of Engineering Mathematics, Sanjivani rural education society's College of Engineering, Kopargaon

Abstract A solution of first order Fuzzy differential equation is obtained by Runge-Kutta method of third order (iterative method).The new approach presented in this paper gives complete error analysis by very simple and innovative technique Keywords:- Ordinary differential equation, Fuzzy differential equation, Runge- Kutta method.

] Introduction :The concept of Fuzzy differential equation was first introduced by Chang and Zadeh [1].Later Dubois and Prade [2] defined and used the extension principle. Other methods have been discussed by Puri and Ralescu [3].The existence of solutions of Fuzzy differential equation has been studied by several authors [4,5]. Abbasbandy and Allahviranloo [6] developed numerical algorithms for solving Fuzzy differential equation based on Seikala's derivative of the Fuzzy process introduced in [7]. In the present paper ,the Runge-Kutta method of order three to solve Fuzzy differential equation have been established. The structure of the paper is as follows. In the first three sections, Some concepts and introductory materials to deal with the Fuzzy initial value problem have been recalled. In section 4 and 5 Runge-Kutta method of order three and its iterative solution for solving Fuzzy differential equations are presented. The illustration of numerical example is finally given in section 6. 2] Basic concepts and definition:{A triangular Fuzzy number is defined by three real numbers a<b<c. where the base of the triangle is the interval [a , c] and its vertex is at x=b }The most popular kind of Fuzzy numbers is triangular Fuzzy numbers .These numbers are defined as =(a, b, c) and their membership functions are defined as follows

the left and right boundaries of given by We will have :-1] 2] 3] 4] Let denote by

cuts of a triangular Fuzzy number = (a, b, c) are respectively.

the class of fuzzy set subsets of the real axis (i.e.

satisfying the

following properties. a) b) is normal i.e. is convex fuzzy set with

c) d) Then

is upper semi continuous on is compact ,where denotes the closure of A.

is called the space of Fuzzy number (see e.g.5) Obviously Here . is understood as

We define the r -level set --------- (2) is compact.

Then it is well known that for each We denote by i] ii] iii] is bounded closed interval It is clear that the following statements are true

is a bounded left continuous non-decreasing function over [0,1] is a bounded right continuous non-increasing function over [0,1]

where b ? a, b ? c .
Remark:- A Crisp number a may be regarded as the triangular Fuzzy number (a, a, a). For a given possibility

for more details see [6],[7]. Let

By Hausdroff distance between Fuzzy numbers, where ], The following properties are well-known (see e.g.[11],[16]) ]

and Lemma 2.1 Let the sequence of numbers the given positive constants A &B. Then Proof:- See[8] Lemma 2.2 Let the sequence of numbers , the given positive constants A and B.Then denoting satisfy satisfy

is complete metric space.

,for .

for where

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A new approach to solve Fuzzy differential equation by using third

Lemma 2.3 Let F(t,u,v) and G(t,u,v) belong to C( over .Then for arbitrarily fixed ) and the partial derivatives of F and G be bounded where
Taylors series expansion about gives

Vol.1,Issue..III/Sept11

L is a bound of partial derivatives of F & G and .

If we set ------ [4.3]

Theorem 2.4 Let F(t,u,v) and G(t,u,v) belong to C( over .Then for arbitrar y fixed converge to the exact solution Theorem 2.5 Let F(t,u,v) and G(t,u,v) belong to C( over ) and the partial derivatives of F and G be bounded the iterative numerical solution of
= Now,

) and the partial derivatives of F and G be bounded to numerical solutions of uniformly in t.

}

and 2Lh<1.Then for arbitrary fixed converge to the exact solution

When 3] Fuzzy Initial Value Problem

=

Here we introduced Fuzzy Initial Value Problem in following form -------- ( 3) Where y is Fuzzy function of t, f (t, y) is a Fuzzy function of crisp variable t and Fuzzy variable y, y is the Fuzzy derivative of y and therefore we have a Fuzzy Cauchy problem. We denote the Fuzzy function y by y .It mean the r-level set of y(t) for ,
By matching coefficients with those of the Taylor series, follow system of equation obtain . ]+. ------(4.4) Substituting in (4.2) we get ,

is a triangular shaped Fuzzy number ,

By using the extension principle of Zadeh, we have the membership function ------- (4)
So is a Fuzzy number. From this it follows that -------- (5) Where ]} ]} We define -------- (6)

see (4.3 and 4.4) ------(i)

------- ( ii) ------- (iii) ------- (iv) ------- (v) ------- (vi)

. Definition 3.1:- A function

-------- (7)

The third order Runge-Kutta method corresponds to the solution obtained by setting
is called a Fuzzy function. If for arbitrary fixed exist is said to be continuous. Throughout this work we also consider Fuzzy functions which are continuous in metric space D .Then the continuity of f(t, y(t); r) guarantees the existence of Definitionate of f(t, y(t); r) for

Therefore from (vi) We put Therefore Therefore in (iv)

Therefore the function G & F can be definite too. 4 Runge- Kutta method of order three Consider the initial value problem ------- 4.1 Assuming the following Runge - Kutta method with three slopes ------- 4.2 Where

Substitute

in (ii)

Putting Therefore Putting

and

in (iv)

in equation (1), we get

Therefore Third order Runge-Kutta method is obtained as follows

The parameters

and

are chosen to make

Where ,

For determination of these values using Taylors series expansion.

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A new approach to solve Fuzzy differential equation by using third

Table 1: Exact solution
5 Let Third order Runge-Kutta method for solving Fuzzy differential equation: be exact solution and be the approximated solution of the Fuzzy

Vol.1,Issue..III/Sept11

r 0 0.2 0.4

Exact solution 2.310539554, 2.392088009, 2.473636464, 2.555184919, 2.636733374, 2.718281828, 2.990110011 2.935744375 2.881378738 2.827013102 2.772647465 2.718281828

initial value problem (3)

Throughout this argument the value of r is fixed . Then the exact and approximate solution of are respectively denoted by

0.6 0.8 1

The grid points at which the solution is calculated Then we obtain

5 Let Third order Runge-Kutta method for solving Fuzzy differential equation: be exact solution and be the approximated solution of the Fuzzy

Where

initial value problem (3)

Throughout this argument the value of r is fixed . Then the exact and approximate solution of are respectively denoted by

and, Where,
The grid points at which the solution is calculated Then we obtain

We have, Where,

Where

and Where

and, Where,

Clearly 6 Numerical Examples :-

converges to

respectively whenever

Example : Consider the Fuzzy differential equation

We have, Where,

The exact solution is given by

At t = 1 we get

and Where

Using third order Runge-Kutta method approximation and denote

and by

Clearly
Where I = 0, 1,------,N-1 and h=1/N

converges to

respectively whenever

6 Numerical Examples :Example : Consider the Fuzzy differential equation

Now using these equation as an initial guess for the following iterative solutions respectively

Where,

The exact solution is given by

At t = 1 we get
and Where,

Using third order Runge-Kutta method approximation and denote

and by
And j = 1,2,3. ( Therefore, (1 ) And are obtained. Thus we have ) and .

Where

I = 0, 1,------,N-1 and h=1/N

The comparison of exact and approximate solution obtained by third order Runge -Kutta method is also represented in graphical form as shown in Fig.1 and Fig.2.

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A new approach to solve Fuzzy differential equation by using third

Now using these equation as an initial guess for the following iterative solutions respectively

Vol.1,Issue..III/Sept11

Where,

and Where,

And j = 1,2,3. ( Therefore,

Thus we have ) and .

(1 ) And

are obtained.

The comparison of exact and approximate solution obtained by third order Runge -Kutta method is also represented in graphical form as shown in Fig.1 and Fig.2.

Table 1: Exact solution r 0 0.2 0.4 0.6 0.8 1 Exact solution 2.310539554, 2.392088009, 2.473636464, 2.555184919, 2.636733374, 2.718281828, 2.990110011 2.935744375 2.881378738 2.827013102 2.772647465 2.718281828

Table 2: Approximated solution: r \ h 0 0.2 0.4 0.6 0.8 1 2.0808807 , 2.154323618, 2.227766469, 2.30120932, 2.374652171, 2.692909543, 0.1 2.692904523 2.643942623 2.594980723 2.5460188222 2.497056922 2.692909543 2.31034788, 2.391889656, 2.473431349, 2.554973042, 2.636046069, 2.718056428, 0.01 2.987949837 2.935525421 2.881139814 2.826778685 2.772417553 2.718056428

Table 3 : Error for different values of r and h r/h 0 0.2 0.4 0.6 0.8 1 0.1 0.526864342 0.529566143 0.532268010 0.534969879 0.537671746 0.050744570 0.01 0.002351848 0.000417307 0.000444039 0.000446294 0.000917217 0.000450800

Conclusion: The third order Runge-Kutta method is used to find a numerical solution of fuzzy differential equation. By minimizing the step size h, the solution by exact method and Runge-Kutta method almost coincides. Acknowledgment: Author is thankful to Management, Principal of SRES's College of Engineering, Kopargaon and Prof. B. R. Shinde and Prof. A. J. Deshpande for constant encouragement and help required from time to time. References [1] S. L. Chang and T. A. Zadeh , On Fuzzy mapping and control , IEEE Trans. Systems man cyber net, 2(1972)30-34. [2] D. Dubois and H.Prade ,Towards Fuzzy differential calculus, Differentiation Fuzzy sets and systems, Part 3,8(1982)225-233. [3] M.L.Puri and D.A.Ralescu, Differentials of Fuzzy functions, J.Math.Anal.Appl.91(1983)321-325. [4] K.Balachandran and P.Prakash , Existence of solutions of Fuzzy delay differential equation with nonlocal condition., J. of the Korea Soc. for Indust and Appl.Maths, 6(2002)88- 89. [5] K.Balachandran and Kanagarajan ,Existence of solution of Fuzzy delay integro differential equations with nonlocal condition , J. of Korea Soc. for Indust. and Appl Maths, 9(2005). [6] S.Abbasandy and T.Allahviranloo, Numerical solution of Fuzzy differential equations by Taylor method , J. of Computational Methods in Appl. Maths, 2(2002)113- 124. [7] S.Seikkala , On the Fuzzy initial value problem ,Fuzzy sets and systems ,24(1987)319- 330. [8] J.J.Buckley and E.Eslami , Introduction to Fuzzy Logic and Fuzzy sets Physica-Verlag, Heidelberg ,Germany 2001.

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