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Abstract and Applied Analysis

Volume 2013 (2013), Article ID 178378, 13 pages

http://dx.doi.org/10.1155/2013/178378

## On Solutions of Linear Fractional Differential Equations with Uncertainty

^{1}Department of Electronic and Communications, Faculty of Engineering, Izmir University, Izmir, Turkey^{2}Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran^{3}Young Researchers and Elite Club, Mobarakeh Branch, Islamic Azad University, Mobarakeh, Iran^{4}Department of Chemical and Materials Engineering, Faculty of Engineering, King Abdulaziz University, Jeddah 21589, Saudi Arabia^{5}Department of Mathematics and Computer Sciences, Faculty of Arts and Sciences, Cankaya University, 06530 Ankara, Turkey^{6}Institute of Space Sciences, Magurele-Bucharest, Bucharest, RO 7690, Romania

Received 8 June 2013; Revised 29 August 2013; Accepted 30 August 2013

Academic Editor: Ali H. Bhrawy

Copyright © 2013 T. Allahviranloo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

The solutions of linear fuzzy fractional differential equations (FFDEs) under the Caputo differentiability have been investigated. To this end, the fuzzy Laplace transform was used to obtain the solutions of FFDEs. Then, some new results regarding the relation between some types of differentiability have been obtained. Finally, some applicable examples are solved in order to show the ability of the proposed method.

#### 1. Introduction

The topic of fuzzy differential equations (FDEs) has been rapidly growing in recent years (see, e.g., [1–8] and the references therein). Recently, applying fractional differential equations has grown increasingly and have excited as a considerable interest both in mathematics and applications, such that they were used in modeling of many physical and chemical processes and in engineering [9–15].

In addition, many research papers are published to consider solutions of fractional differential equations (see, e.g., [16–18] and the references therein).

Recently, Agarwal et al. [19] proposed the concept of solutions for fractional differential equations with uncertainty. They considered the Riemann-Liouville differentiability to solve FFDEs which is a combination of Hukuhara difference and Riemann-Liouville derivative. There are some basic papers which are written by Bede and Gal [20] who discussed on shortcomings of applications of Hukuhara difference. So, we adopt a generalization of a strongly generalized differentiability to a fractional case.

In the following, we propose the Riemann-Liouville differentiability by using Hukuhara difference which is named as the Riemann-Liouville H-differentiability. Therefore, a direct procedure is adopted to derive such concept which is constructed based on the combination of strongly generalized differentiability [21] and the Riemann-Liouville derivative [14, 15]. Moreover, we suggest the concept of fractional derivatives under Caputo’s differentiability by applying the Hukuhara difference which is named as Caputo’s H-differentiability. Similar to the deterministic cases, construction of Caputo’s derivatives is based on the definitions of the Riemann-Liouville derivatives in fuzzy cases.

Consequently, we intend to propose an analytical method to solve FFDEs. Since, considering solutions of FFDEs is a new subject, presets the fractional Green’s functions for fuzzy fractional differential equations is considered and, as particular cases, we obtain the classical harmonic oscillator, the damped harmonic oscillator, relaxation equation, all in the fuzzy fractional versions by using fuzzy laplace transforms; so we should first implement analytical method to solve it; then numerical methods can be applied. To this end, we adopt fractional Green’s functions to solve FFDEs by using fuzzy Laplace transforms method. One can see some useful papers about fuzzy Laplace transforms in [2, 22, 23].

Recently, Salahshour et al. proposed some new results toward existence and uniqueness of the solutions of FFDE [24]. Then, Mazandarani and Kamyad numerically solved the FFDE using the Euler method [25]. Also, Agarwal et al. [26] investigated fuzzy fractional integral equation under compactness type condition.

This paper is structured as follows. In Section 1, we recall some well-known definitions of fuzzy numbers and present some needed concepts. In Section 2, Caputo’s H-differentiability is introduced, and the relation between the Riemann-Liouville differentiability and Caputo’s H-differentiability and some of their properties is considered. Consequently, the fuzzy Laplace transforms are considered for fuzzy-valued function, and an essential theorem for the Laplace transform of under Caputo’s H-derivative is given in Section 3. The solutions of FFDEs are investigated by using the fuzzy Laplace transforms and their inverses in Section 4. In Section 5, some examples are solved to illustrate the method. Finally, conclusion is drawn in Section 6.

#### 2. Preliminaries

The basic definition of fuzzy numbers can be seen in [27].

We denote by the set of all real numbers and the set of all fuzzy numbers on is indicated by . A fuzzy number is a mapping with the following properties.(a)is upper semicontinuous.(b) is fuzzy convex; that is, for all , .(c) is normal; that is; for which .(d)supp is the support of the , and its closure is compact.

An equivalent parametric definition is also given in [28–30] as follows.

*Definition 1. *A fuzzy number in parametric form is a pair of functions , , , which satisfy the following requirements: (1) is a bounded nondecreasing left continuous function in ; and right continuous at 0; (2) is a bounded nonincreasing left continuous function in ; and right continuous at 0; (3) ,.

Moreover, we also can present the -cut representation of fuzzy number as for all .

According to Zadeh’s extension principle, operation of addition on is defined by and scalar multiplication of a fuzzy number is given by where .

The Hausdorff distance between fuzzy numbers is given by , where , is utilized in [20]. Then, it is easy to see that is a metric in and has the following properties (see [31]):(1), for all ,(2), for all , ,(3), for all ,(4) is a complete metric space.

Theorem 2 (see [32]). *Let be a fuzzy-valued function on , and it is represented by . For any fixed , assume that and are Riemann-integrable on for every , and assume that there are two positive and such that and for every . Then is improper fuzzy Riemann-integrable on , and the improper fuzzy Riemann-integral is a fuzzy number. Furthermore, one has:
*

*Definition 3. *Let . If there exists such that , then is called the H-difference of and , and it is denoted by .

In this paper, the sign “” always stands for H-difference, and also note that .

##### 2.1. Caputo’s H-Differentiability

In this section, the concept of the fuzzy Caputo derivatives has been reviewed [33–35]. Also, we denote by a space of all fuzzy-valued functions which are continuous on . Also, we denote the space of all Lebesgue integrable fuzzy-value functions on the bounded interval by , and we denote the space of fuzzy-value functions which have continuous H-derivative up to order on such that by .

*Definition 4. *Let ; the fuzzy Riemann-Liouville integral of fuzzy-valued function is defined as follows:

Since , for all , then one can indicate the fuzzy Riemann-Liouville integral of fuzzy-valued function based on the lower and upper functions as follows.

Theorem 5. *Let ; the fuzzy Riemann-Liouville integral of fuzzy-valued function is defined by
**
where
*

Now, we define the fuzzy Riemann-Liouville fractional derivatives of order for fuzzy-valued function (which is a direct extension of strongly generalized H-differentiability [20] and lateral type of H-differentiability [36] in the fractional literature) as follows.

*Definition 6. *Let , let , and let // (). We say that is fuzzy Riemann-Liouville fractional differentiable of order , at , if there exists an element , such that for all sufficiently small

(i) or

(ii)

For sake of simplicity, we say that a fuzzy-valued function is -differentiable if it is differentiable as in Definition 6 case (i) and is -differentiable if it is differentiable as in Definition 6 case (ii).

Theorem 7. *Let , , , and such that for all , then** (i) if is a -differentiable fuzzy-valued function, then
** (ii) if is a -differentiable fuzzy-valued function, then
**
where
*

*Definition 8. *Let , and is integrable; then the right fuzzy Caputo derivative of for and is denoted by and defined by

Theorem 9. *Let , , and , such that for all , then** (i) if is a -differentiable fuzzy-valued function, then
** (ii) if is a -differentiable fuzzy-valued function, then
**
where
*

*Proof. *We prove the case of -differentiability, , (), and for the case of -differentiability the proof is completely similar to previous one, and hence it is omitted.

Let us consider that is -differentiability and that ; then we have the following:
and multiplying by , we get the following:

Similarly, we get the following:

Passing to the limit we obtain
which proves the theorem.

#### 3. The Fuzzy Laplace Transforms

In this section, we consider the fuzzy Laplace transform for fuzzy-valued function; then derivative theorem is given which is essential to determine solutions of FFDEs.

In this way, Allahviranloo and Ahmadi [2] suggested the concept of Laplace transforms for fuzzy-valued function as follows.

*Definition 10 (see [2]). *Let be continuous fuzzy-value function. Suppose that is improper fuzzy Riemann-integrable on ; then is called fuzzy Laplace transforms and is denoted by

*Remark 11. *In [8], the authors have investigated under what conditions the fuzzy-valued functions can possess the fuzzy Laplace transform. So, we suppose that the given fuzzy-valued functions have mentioned conditions throughout the paper.

From Theorem 2, we have Also by using the definition of classical Laplace transform one has then we get

Theorem 12 (see [2]). *Let , be continuous-fuzzy-valued functions; suppose that , are constant; then
*

Lemma 13 (see [2]). *Let be continuous fuzzy-value function on and let ; then
*

Lemma 14 (see [2]). *Let be continuous fuzzy-value function and . Suppose that is improper fuzzy Riemann-integrable on ; then
*

Theorem 15 (first translation theorem (see [2])). *Let be continuous fuzzy value function and let . Then
**
where is real value function. *

In order to solve FFDEs, it is necessary to know the fuzzy Laplace transform of Caputo’s H-derivative of , . The virtue of is that it can be written in terms of .

Theorem 16 (derivative theorem). *Suppose that ; then**
if is -differentiable, and also
**
if is -differentiable. *

*Proof. *For arbitrary fixed we have
Since is, we get the following:
Hence, we get
Then, we obtained the following:
Then, we have
Using (32) leads to obtain
Now, we assume that is the ; then for arbitrary fixed we have
Since is , we get
and, hence, we get
So, we get
Thus, we obtain the following:
which completes the proof.

#### 4. Fractional Green’s Functions

In the following, we present the so-called fundamental solutions of fractional Green’s functions for fuzzy fractional differential equations under Caputo’s H-differentiability. First we consider the nonhomogeneous fuzzy fractional differential equation of order together with nonhomogeneous initial condition where . Fractional Green’s functions for case so-called the classical Green’s functions, that is, considering and , are discussed.

##### 4.1. Determining Algebraic Solutions

The algebraic solutions of fuzzy fractional differential equations have been investigated under Caputo’s H-differentiability. We provided the fuzzy Laplace transform to obtain the solutions of FFDE (42). By taking Laplace transform on the both sides of (42), we get After that, based on the types of Caputo’s H-differentiability we have the following cases.

*Case I. *Let us consider that is a -differentiable function; then (43) is extended based on the its lower and upper functions as follows:
where
In order to solve the linear system (44), for simplify we assume that
where and are solutions of system (44). Then, by using the inverse Laplace transform, and are computed as follows:
To explicit the corresponding Green’s function, which is solution of the above relation satisfying the condition and taking , we use the linearity of the inverse Laplace transform to obtain

*Case II. *Let us consider that is -differentiable; then (43) can be written as follows:
where
Consequently, to solve the linear system (49), we set for simplify
where and are solutions of system (49). Then by making use of the inverse Laplace transform, and are computed as follows:
To show the corresponding Green’s function, which is solution of (42) satisfying the condition and taking , we use the linearity of the inverse Laplace transform to obtain

#### 5. Examples

In this section, we consider several examples, and we find explicit expressions for fractional Green’s functions, including some versions of the fuzzy harmonic oscillator equations and fuzzy relaxation equation under Caputo’s H-differentiability.

*Example 1 (Green’s function for fuzzy damped harmonic oscillator). *Let us examine the following FFDE:
where are real positive constants and is the frequency of the harmonic oscillator. We will solve this example according to the two following cases for .

*Case I. *Suppose that ; then taking Laplace transform on the both sides of above equation, we have
Using -differentiability, we get
Then, after some calculations, we obtain the following:
Consequently, taking the inverse of Laplace on both sides of (57) we have
Finally, we determine the solution of FFDE as follows:
To explicit the corresponding Green’s function under -differentiability, which is solution of (54) satisfying the condition and taking , we use the linearity of the inverse Laplace transform to obtain
On the other hand, taking , we have a homogeneous fuzzy fractional differential equation whose solution under -H-differentiability is given by

*Case II. *
If , then by using -differentiability and Theorem 16, and their inverses, fractional Green’s function will be obtained similar to (60).

*Example 2 (Green’s function for fuzzy the driven harmonic oscillator). *Let us investigate the following FFDEs; namely,

with and ; the fuzzy fractional differential equation associated with the driven harmonic oscillator is obtained. We obtain the same result taking , and solve this example according to the two following cases for .

*Case I. *Suppose that ; then taking Laplace transform on the both sides of above equation, we have the following:
Using -differentiability, we obtain
Then, after some manipulations the following result is reported:
By taking inverse of Laplace on the both sides of (75) we have
Finally, we determine the solution of FFDE as follows:
To show the corresponding Green’s function under -differentiability, which is solution of (62) satisfying the condition and taking , we use the linearity of the inverse Laplace transform to obtain
In the case , we report
which is the classic Green’s function associated with fuzzy the driven harmonic oscillator.

Taking , we have a homogeneous fuzzy fractional differential equation whose solution under -H-differentiability is given by For , we get

*Case II. *Let us suppose that ; then using -differentiability and Theorem 16 and their inverses, fractional Green’s function will be obtained similar to (68).

*Example 3 (Green’s functions for fuzzy fractional relaxation equation). *The next step is to consider the following FFDE:
where in (54) and . We solve this example according to the two following cases corresponding to .

*Case I. *Suppose that ; then taking Laplace transform on the both sides of above equation, we have
Using -differentiability, we get
Then, after some manipulations we get the following:
By taking inverse of Laplace on the both sides of (75) we have
Thus, we determine the solution of FFDE as follows:
Here, we obtain explicitly Green’s functions under -differentiability, introducing and ; that is,
When , we get the classic Green’s function under strongly generalized differentiability
On the other hand, taking , we have a homogeneous fuzzy fractional differential equation whose solution under -H-differentiability is given by
Finally, in the case we get

*Case II. *Suppose that ; then using -differentiability and Theorem 16, and their inverses, fractional Green’s function will be obtained similar to (78).

Now, we provide some examples such that the obtained solutions coincide with the previously reported solution in integer case [37].

*Example 4. *For a special case, let us consider the following FFDE:
where represents the number of radionuclides present in a given radioactive and is a decay constant.

*Case I. *Suppose that ; then using -differentiability and Theorem 16, the solution is derived as follows:

*Case II. *Suppose that ; then using -differentiability and Theorem 16, the solution will be obtained similar to (83). For more details see Figures 1, 2, 3, and 4.

*Example 5. *Let us discuss the following FFDE:
Then, using -differentiability and Theorem 16, the solution becomes as follows:
For more details see Figures 5 and 6.

#### 6. Conclusion

In this paper, the fractional Green’s functions for the solutions of FFDEs by using the fuzzy Laplace transforms under Caputo’s differentiability were applied. Some particular cases were also presented, involving some fuzzy versions of the harmonic oscillator. To this end, some needed concepts are given like the Caputo derivatives, fuzzy Laplace transforms, and their inverses, and so forth. For future research, we extend the boundary value problem for FDE [38] to the fractional case.

#### Acknowledgments

The authors thank the referees for careful reading and helpful suggestions on the improvement of the paper.

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