Abstract
Type-2 fuzzy sets are generally used to describe those membership values of fuzzy sets that are imprecise. This paper attempts to develop the theory of type-2 fuzzy partial differential equations (T2FPDE) using type-2 fuzzy initial condition. The theory of type-2 FPDEs could be used with type-2 fuzzy initial values, type-2 fuzzy boundary values and type-2 fuzzy parameters. Some natural phenomena can be modelled as dynamical systems whose initial conditions and/or parameters might be imprecise in nature. This imprecision of initial values and/or parameters are generally modelled by fuzzy sets. In this paper the concept of generalized H2-differentiability is applied. This concept is based on the enlargement of the class of differentiable type-2 fuzzy mappings which are commonly known as Hukuhara derivatives. Some theorem is presented to show the solution of a fuzzy type-1 and type-2 PDE could be obtained by solving the corresponding embedded systems based on fuzzy differential inclusions. An algorithm is also developed to simulate of type-2 fuzzy partial differential equations and obtain its solution numerically. Some illustrative examples have also been provided for different type-2 FPDE models.
Keywords
Introduction
The concept of fuzzy derivative was first introduced by Chang and Zadeh [1]. It was further developed by Dubois and Prade [2] using the extension principle. Few other concepts related to fuzzy derivative have been discussed by Puri and Ralescu [3]. The fuzzy initial value problem (FIVP) has been studied by Kaleva [4] and Seikkala [5]. Quite a few definitions of the differentiability of fuzzy functions have been presented as a consequence. Among these, the Hukuhara differentiability [H-differentiability] and the strongly generalized differentiability [3, 6], became most acceptable and have attracted more attention. Therefore, in recent times, many papers about FDEs are found using H-differentiability and the strongly generalized differentiability.
In 1975 Zadeh presented a more general concept of Type-2 Fuzzy Sets (T2FSs) to model imprecision and uncertainty [7]. T2FS is a fuzzy set in which membership grades are Type-1 Fuzzy Sets (T1FSs). Hence, a T2FS includes not only data uncertainty, but also the uncertainty on the membership function is presented. T2FSs are helpful in those cases where the exact form of the membership functions cannot be determined or where membership function grades are themself fuzzy or imprecise in nature. T1FSs and T2FSs differ in that, a T1FS is an aggregation of different individuals’ (experts’) experience and presented in the form of one single type-1 fuzzy membership function. On the other hand a T2FS is the union of all different individuals’ (experts’) experiences. T2FSs are better to deal with high levels of uncertainties present in real problems which are highly complex in terms of computational effort. Besides the parameters and state variables of different dynamical systems like environmental and biological systems are highly imprecise, and hence could be modelled more appropriately by type 2 fuzzy variables and by type 2 fuzzy differential equations.
Differential inclusions (DI) is an important generalization of differential equations. The solution to a DI is a reachable set, instead of a single trajectory. Although these concepts are well known in control theory, they are yet to be explored properly in the field of modelling and simulation. The main applications may be related to the uncertainty in dynamical systems. The theory of DI is developed by Blasi [8], followed by Raczynski [9] and Diamond [10]. Abbasbandy et al. [11], Khastan et al. [12] applied fuzzy differential inclusion to solve fuzzy differential equations.
Differentiability of type 2 fuzzy functions was first defined by Mazandarani et al. [13], based upon type-2 Hukuhara differentiability [H2-differentiability] and also Perfect Type-2 Fuzzy Numbers [T2FNs] and perfect Quasi Type-2 Fuzzy Numbers [QT2FNs] have been defined. However the representation and different algebraic operations of T2FS was introduced by Hamrawi and Coupland [14], and Hung [15]. Using the
There are a few research work focused on the solution of type-1 fuzzy ODEs and PDEs have published is last two decades. The major drawback of early methods was that straightforward use of interval calculus for the solution of fuzzy differential equation can produce incorrect results for even type-1 fuzzy systems of ODEs. This is due to the fact that the fuzzy formalism is unable to represent the interaction that the differential equation establishes between variables. In recent past some efficient methods were developed to obtain the numerical solution of type-1 fuzzy ODEs Allahviranloo et al. [16], Abbasbandy et al. [17], Hosseini et al. [18], Allahviranloo et al. [19] and PDEs Allahviranloo et al. [20], Arqub et al. [21]; but the numerical solution of type-2 FPDE is yet to achieve reliable methodologies. In this paper we’ve introduced the idea of embedded system of a type-1 and type-2 FPDE and developed a methodology to obtain numerical solution of type-1 and type-2 FPDE by solving the corresponding embedded systems.
There are a number of different systems whose behaviour is explained and modelled by several dynamical systems, where the parameters as well as the initial values are not precisely deterministic. In practise the dynamical systems with imprecise variables and parameters could be better modelled by fuzzy dynamical systems. Moreover the consideration of membership function of a fuzzy set is an issue of debate for long time. The membership function of a fuzzy set is often couldn’t be precisely determined or might have different forms. In these cases the fuzzy set is eventually a T2FS. Thus the dynamical systems whose parameter values and/or initial condition are imprecise or if the membership grade of any of these is imprecise; then it should be modelled by T2DE and type-2 dynamical systems. Different types of membership of T2FS could be considered, for the sake of simplicity in this paper only triangular membership functions of T2FS is considered and the proposed method to solve the T2FDE could be very easily applied to other types of membership functions of T2FS.
The rest of the paper is organized as follows. Section 2, briefly explains type-2 fuzzy sets (T2FS), type-2 fuzzy derivative, type-2 fuzzy partial differential equation (T2FPDE), type-2 fuzzy boundary value problem (T2BVP). We also define the embedded PDE system based on fuzzy differential inclusion (T2DI), corresponding to a FPDE and some theorems are provided to show that the solution of the original FPDE is the union of solutions of the corresponding embedded systems. In Section 3, the development of a methodology for numerical solution of T2FDE is described. In Section 4, several examples of different physical and environmental phenomenon have been presented and solved by using numerical simulation. In Section 5, the results of the examples are discussed. Finally the conclusion and future research directions are presented in Section 6.
Basic concepts
Throughout this paper, the set of all real numbers is denoted by R, the set of all natural numbers by N, the set of all type-1 fuzzy numbers (T1FNs) on R by E1 and the set of all perfect type-2 fuzzy numbers (T2FNs) on R by E2.
Type-2 fuzzy sets (T2FSs)
i.e.
Let
Based on this definition, a T2FS
An α-cut set of the vertical slice of
The
Where
Differentiability of the type-2 fuzzy number-valued functions is based on the metric space defined by Huang [15] as follows:
Note
A perfect T2FN can be completely determined using its FOU and PS if all its vertical slices are T1FNs, and piecewise functions of the same kind.
Let E2 be the set of all triangular perfect QT2FN and
Where
The α-cut of PS is
Let
Where ∘ stands for +, - , × or ÷.
Differentials of type-2 fuzzy functions
In this section, we define the differentiability of the type-2 fuzzy number-valued functions whose definition is similar to that of the strongly generalized differentiability [6].
The function
The function
The function
The function
If
If
if if
Let
Let
The functions
Or
The functions
Or
The functions
Here the limits are taken in the metric space (E2, d2).
From the Definition 2.2.5 of type 2 partial differentiability in first form it follows
Therefore from Definition 2.2.5 we obtain
If If
i.e.
Let
i.e.
Hence the theorem is proved.
For example, suppose
From the definition of
Similarly the boundary value problem (BVP) for type-2 fuzzy partial differential equation (T2FPDE) could be defined based on a family of differential inclusions at each
The corresponding type-1 fuzzy embedded system can be written as
Where
Let
That is
As type-2 fuzzy number is a generalization to type-1 fuzzy numbers therefore we could consider
The corresponding ordinary embedded system can be written as F (D) X = f (X),
Where f, I
i
,
Let Y be any type-1 fuzzy solution to the embedded system. Then F (D) Y = f (Y),
That is
As type-1 fuzzy number is a generalization to ordinary crisp numbers therefore we could consider Y to be a type-1 fuzzy number and this shows that Y is a solution to the type-1 fuzzy PDE. Y is eventually any footprint of uncertainty of the solution of the corresponding type-1 PDE system. Since Y is any arbitrary solution of the ordinary (crisp) embedded system therefore any solution of the ordinary (crisp) embedded system is a solution to the type-1 fuzzy PDE system. This completes the proof.
Numerical solution of type-2 fuzzy partial differential equation
To solve the fuzzy arbitrary order differential systems, it might be seem intuitive to apply the interval mathematics directly to the numerical algorithms for deterministic systems. However the straightforward use of interval calculus for the resolution of fuzzy fractional differential equation can produce incorrect results for even type 1 fuzzy systems. As a consequence, spurious values are introduced into the solution and the evolution of the system may reach to a region where no numerical solution exists [23].
Consider a system of PDEs in the vector form where variable and parameter values can be expressed as intervals. Let n is the order of the system, and k is the number of interval-valued parameters. Then
Where I
i
; i = 1, 2, …… is the vector of interval initial conditions, B
r
; r = 1, 2, …, n is the interval boundary condition and
Now for each
Then the above fuzzy partial dynamical systems is converted into sets of ordinary partial dynamical systems with any arbitrary ordinary functions
Now in the consequence if
Finally, find the maximum and minimum value of each state variable from all the above solutions to obtain
Thus the solution of a type-2 fuzzy PDE is obtained by solving the corresponding embedded system.
Illustrative examples of solving type-2 fuzzy partial differential equation
In this section we have considered three different PDE, namely heat equation, advection diffusion equation and wave equation. These are some well-known mathematical models of parabolic, elliptic and hyperbolic PDEs respectively. The state variables and the initial condition of each is considered to be imprecise and represented as triangular T2FNs. Hence we extend those PDE systems into type-2 fuzzy PDE systems. In this section each model example for FPDE is solved by the above mentioned algorithm in Section 3 based on corresponding embedded system and fuzzy differential inclusion. The results of each FPDE system are described graphically with respect to different independent variables. For different
PDE with one spatial variable
Heat Equation in one spatial dimension
Let us suppose the function u describes the temperature at a given location. This function will change over time as heat spreads throughout space. The heat equation is used to determine the change in the function u over time. The rate of change of u is proportional to the “curvature” of u. Over time, the tendency is for peaks to be eroded, and valleys to be filled in. If u is linear in space (or has a constant gradient) at a given point, then u has reached a steady-state and is unchanging at this point (assuming a constant thermal conductivity).
An interesting property of heat equation is that even if u has a discontinuity at an initial time t = t0, the temperature becomes smooth as soon as t > t0. For example, if a bar of metal has temperature t1 and another has temperature t2 (t1 > t2) and they are stuck together end to end, then very quickly the temperature at the point of connection will become t3, t1 > t3 > t2 and the graph of the temperature will run smoothly from t1 to t2.
The heat equation in one spatial dimension is given below:
The distribution of u is provided graphically for different α-cuts (α = 0, 0.2, 0.4, 0.6, 0.8, 1). The upper value of upper interval are represented by red, lower value of upper interval by black, upper value of lower interval by blue and lower value of lower interval by green.
Wave equation in one spatial dimension
The wave equation is a hyperbolic partial differential equation. It typically concerns a time variable t, one or more spatial variables x1, x2, …, x
n
, and a scalar function u = u (x1, x2, …, x
n
, t). The wave equation for u is solutions of this equation describe propagation of disturbances out from the region at a fixed speed in one or all spatial directions, as do physical waves from plane or localized sources; the constant α is identified with the propagation speed of the wave which is a linear equation. Therefore, the sum of any two solutions is again a solution: in physics this property is called the superposition principle. The wave equation alone does not specify a physical solution; a unique solution is usually obtained by setting a problem with further conditions, such as initial conditions, which prescribe the amplitude and phase of the wave. Another important class of problems occurs in enclosed spaces specified by boundary conditions, for which the solutions represent standing waves, or harmonics, analogous to the harmonics of musical instruments. The wave equation in one spatial dimension is given below:
With initial condition
The distribution of u is provided graphically for different α-cuts (α = 0, 0.2, 0.4, 0.6, 0.8, 1). The upper value of upper interval are represented by red, lower value of upper interval by black, upper value of lower interval by blue and lower value of lower interval by green.
PDE with two spatial variables
Advection-diffusion equation in two spatial dimension
The advection–diffusion equation is a combination of the diffusion and advection equations, and describes physical phenomena where particles, energy, or other physical quantities are transferred inside a physical system due to two processes: diffusion and convection. Where u is the variable of interest which might be species concentration for mass transfer or temperature for heat transfer. d is the diffusivity (also called diffusion coefficient), such as mass diffusivity for particle motion or thermal diffusivity for heat transport,
With initial condition
Here we consider the parameter values as follows d = 0.01, v x = 1.1, v y = 0.9, λ = 0.06, S = 0;
The distribution of u is provided graphically for different α-cuts (α = 0, 0.2, 0.4, 0.6, 0.8, 1). The upper value of upper interval are represented by red, lower value of upper interval by black, upper value of lower interval by blue and lower value of lower interval by green.
Results and discussion
After solving different one dimensional and two dimensional PDE systems numerically we have obtained some results that are shown with corresponding graphical representation.
In Section 4.1 two PDEs in one spatial dimension is considered. Here the type-2 fuzzy heat equation is described in 4.1.1 and type-2 fuzzy wave equation in one spatial dimension are described in 4.1.2. In Section 4.1.1 type-2 fuzzy heat equation is solved and the plot for the temperature variable u verses time t is represented in Figs. 4.1.1.1 and 4.1.1.2 which describes the plot for the temperature variable u verses spatial variable x.

Plot of t verses u for a fixed value of x at.

Plot of x verses u for a fixed value of t.
In Section 4.1.2 type-2 fuzzy wave equation is solved and the plot for the variable u verses time t is represented in Figs. 4.1.2.1 and 4.1.2.2 which describes the plot for the temperature variable u verses spatial variable x.

Plot of t verses u for a fixed value of x.

Plot of x verses u for a fixed value of t.
In Section 4.2 the type-2 advection diffusion equation is considered in two spatial dimensions. Type-2 fuzzy advection diffusion equation is solved and the plot for the concentration variable u verses time t is represented in Figs. 4.2.1.1, 4.2.1.2 which describes the plot for the concentration variable u verses spatial variable x and Fig. 4.2.1.3 describes the plot for the concentration variable u verses spatial variable y.

Plot of t verses u for a fixed value of x.

Plot of x verses u for a fixed value of t.

Plot of y verses u for a fixed value of t.
From the above results we can notice that at α-level 1 (α = 1) the solution for all preceding PDEs converges with the type-1 fuzzy solution of the corresponding models. Also the defuzzyfication of all the models yields the result for the corresponding PDE i.e. the solution of the corresponding deterministic PDE with defuzzyfied values of parameters and/or initial conditions and/or boundary conditions are the same as the defuzzified value of the solution of T2FPDEs in all of the above case. Hence the proposed method illustrate the impact of the imprecision and uncertainty of the initial condition, boundary conditions and/or parameter values of different PDEs on the solution (state variables) of the dynamical systems. Moreover, at the absolute precision level or grade of membership is at α-level 1 (α = 1) the solution coincide with the ordinary dynamical system. Thus a T2FPDE gives a generalized solution of ordinary dynamical systems in this sense the solution obtained by solving T2FPDE is more general than the corresponding PDE.
The solution of a T2FPDE is obtained by solving the corresponding embedded system which is an embedment of ordinary PDEs with the initial condition, boundary conditions and parameter values within the uncertainty region. The proposed algorithm provides an acceptable and reliable solution of T2FPDE and could be successfully applied to other nonlinear T2FPDEs.
Studying type-2 fuzzy partial differential equations (T2FPDE) in some detail, we can conclude that for any system where the membership functions of some uncertain variables/parameters/functions and data itself are uncertain, T2FSs are one of the best alternative to model such uncertain system. The main objective of this paper is to define the type-2 fuzzy partial differential inclusion and develop a methodology to obtain numerical solution of T2FPDE. The representation of T2FPDEs is based on differentiability of the type-2 fuzzy number-valued functions, i.e., H2-differentiability.
H2-differentiability is a more general definition of strongly generalized differentiability since it is based on type-2 fuzzy number-valued function and type-2 Hukuhara difference. When the vertical slices of the type-2 fuzzy number-valued function are singleton, type-2 fuzzy number-valued function and type-2 Hukuhara difference are reduced to the type-1 fuzzy number-valued function and Hukuhara difference respectively. Consequently, T2FPDEs are the generalization of T1FPDEs, but the computational complexity of T2FPDEs is higher than of T1FPDEs to solve numerically. Also, the definition of type-2 fuzzy differential inclusion is developed so that if vertical slices of the type-2 fuzzy number-valued function are singleton, type-2 fuzzy differential inclusion reduces to type-1 fuzzy differential inclusion, which is verified by the plot of numerical solutions when at α-level 1, both the lower value and the upper value of the upper and lower interval of the state variables are overlapped. Also the defuzzification of the solution of all the models yields the result for the corresponding ordinary PDE i.e. the solution of original ordinary PDE with defuzzified values of parameters and/or initial conditions and/or boundary conditions is the same as the defuzzified value of the solution of the T2FPDEs in all the cases. This verifies and validates the obtained result.
In this paper, we have presented the definition of type-2 fuzzy differential inclusion and some related theorems, a methodology to solve T2FPDEs and the parametric closed form of the triangular perfect QT2FNs. In future studies, we may investigate the nth order T2FPDEs and type-2 fuzzy based on type-2 fuzzy differential inclusion.
