Numerical Methods for Fuzzy Initial Value Problems

نویسنده

  • Eyke Hüllermeier
چکیده

In this paper, fuzzy initial value problems for modelling aspects of uncertainty in dynam­ ical systems are introduced and interpreted from a probabilistic point ofview. Due to the uncertainty incorporated in the model, the behavior of dynamical systems modelIed in this way will generally not be unique. Rather, we obtain a large set of trajectories which are more or less compatible with the description of the system. We propose so-called fuzzy reachable sets for characterizing the (fuzzy) set of solutions to a fuzzy initial value problem. Loosely spoken, a fuzzy reachable set is defined as the (fuzzy) set of possible system states at a certain point of time, with given constraints concerning the initial system state and the system evolution. The main-part of the paper is devoted to the development of numerical methods for the approximation of such sets. Algorithms for precise as weil as outer approximations are presented. It is shown that fuzzy reachable sets can be approximated to any degree of accuracy under certain assumptions. Our method is illustrated by means of an example from the field of economics.

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عنوان ژورنال:
  • International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

دوره 7  شماره 

صفحات  -

تاریخ انتشار 1999