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Research Article | Open Access
T. Allahviranloo, S. Abbasbandy, M. R. Balooch Shahryari, S. Salahshour, D. Baleanu, "On Solutions of Linear Fractional Differential Equations with Uncertainty", Abstract and Applied Analysis, vol. 2013, Article ID 178378, 13 pages, 2013. https://doi.org/10.1155/2013/178378
On Solutions of Linear Fractional Differential Equations with Uncertainty
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.
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].
Recently, Agarwal et al.  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  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  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 . Then, Mazandarani and Kamyad numerically solved the FFDE using the Euler method . Also, Agarwal et al.  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.
The basic definition of fuzzy numbers can be seen in .
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.
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 . Then, it is easy to see that is a metric in and has the following properties (see ):(1), for all ,(2), for all , ,(3), for all ,(4) is a complete metric space.
Theorem 2 (see ). 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  and lateral type of H-differentiability  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
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  suggested the concept of Laplace transforms for fuzzy-valued function as follows.
Definition 10 (see ). 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 , 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 ). Let , be continuous-fuzzy-valued functions; suppose that ,? are constant; then
Lemma 13 (see ). Let be continuous fuzzy-value function on and let ; then
Lemma 14 (see ). Let be continuous fuzzy-value function and . Suppose that is improper fuzzy Riemann-integrable on ; then
Theorem 15 (first translation theorem (see )). 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
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
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
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