EXISTENCE OF SOLUTIONS OF GENERAL NONLINEAR FUZZY VOLTERRA-FREDHOLM INTEGRAL EQUATIONS K. BALACHANDRAN AND K. KANAGARAJAN Received 3 April 2004 and in revised form 31 October 2004 We study the problem of existence and uniqueness of solutions of a class of nonlinear fuzzy Volterra-Fredholm integral equations. 1. Introduction Fuzzy differential and integral equations have been studied by many authors [1, 2, 5, 6, 7, 14]. Kaleva [5] discussed the properties of differentiable fuzzy set-valued mappings by means of the concept of H-differentiability introduced by Puri and Ralescu [9]. Seikkala [11] defined the fuzzy derivative which is a generalization of the Hukuhara derivative [9] and the fuzzy integral which is the same as that proposed by Dubois and Prade [3, 4]. Balachandran and Dauer [1] established the existence of solutions of perturbed fuzzy integral equations. Subrahmanyam and Sudarsanam [13] studied fuzzy Volterra integral equations. Park and Jeong [8] proved the existence and uniqueness of solutions of fuzzy Volterra-Fredholm integral equations of the form x(t) = F t,x(t), t 0 T f t,s,x(s) ds 0 g t,s,x(s) ds , (1.1) and Balachandran and Prakash [2] studied the same problem for the nonlinear fuzzy Volterra-Fredholm integral equations of the form x(t) = f t,x(t) + F t,x(t), t 0 T g t,s,x(s) ds, 0 h t,s,x(s) ds . (1.2) The purpose of this paper is to prove the existence and uniqueness of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations of the form x(t) = F t,x(t), T 0 t 0 t f1 t,s,x(s) ds,... , g1 t,s,x(s) ds,..., T 0 0 fm t,s,x(s) ds, gm t,s,x(s) ds , Copyright © 2005 Hindawi Publishing Corporation Journal of Applied Mathematics and Stochastic Analysis 2005:3 (2005) 333–343 DOI: 10.1155/JAMSA.2005.333 (1.3) 0 ≤ t ≤ T. 334 Fuzzy Volterra-Fredholm integral equations 2. Preliminaries Let PK (Rn ) denote the family of all nonempty, compact, convex subsets of Rn . Addition and scalar multiplication in PK (Rn ) are defined as usual. Let A and B be two nonempty bounded subsets of Rn . The distance between A and B is defined by the Hausdorff metric d(A,B) = max{supa∈A inf b∈B a − b,supb∈B inf a∈A a − b}, where · denote the usual Euclidean norm in Rn . Then it is clear that (PK (Rn ),d) becomes a metric space. Let I = [0,1] ⊆ R be a compact interval and denote En = u : Rn → I : u satisfies (i)–(iv) below , (2.1) where (i) u is normal, that is, there exists an x0 ∈ Rn such that u(x0 ) = 1, (ii) u is fuzzy convex, (iii) u is upper semicontinuous, (iv) [u]0 = cl{x ∈ Rn : u(x) > 0} is compact. For 0 < α ≤ 1 denote [u]α = {x ∈ Rn : u(x) ≥ α}. Then from (i)–(iv) it follows that the α-level set [u]α ∈ PK (Rn ) for all 0 ≤ α ≤ 1. If g : Rn × Rn → Rn is a function, then using Zadeh’s extension principle we can extend g to En × En → En by the equation g̃(u,v)(z) = sup min u(x),v(y) . (2.2) z=g(x,y) It is well known that [g̃(u,v)]α = g([u]α ,[v]α ) for all u,v ∈ En , 0 ≤ α ≤ 1, and continuous function g. Further, we have [u + v]α = [u]α + [v]α , [ku]α = k[u]α , where k ∈ R. The real numbers can be embedded in En by the rule c → ĉ(t) where 1 for t = c, ĉ(t) = 0 elsewhere. (2.3) Let D : En × En → R+ be defined by D(u,v) = sup0≤α≤1 d([u]α ,[v]α ), where d is the Hausdorff metric defined in PK (Rn ). Then D is a metric in En and (En ,D) is a complete metric space [5, 10]. Further D(u + w,v + w) = D(u,v) and D(λu,λv) = |λ|D(u,v) for every u,v,w ∈ En and λ ∈ R. It can be proved that D(u + v,w + z) ≤ D(u,w) + D(v,z) for u, v, w, and z ∈ En . Definition 2.1 [5]. A mapping F : I → En is strongly measurable if for all α ∈ [0,1], the set-valued map Fα : I → PK (Rn ) defined by Fα (t) = [F(t)]α is Lebesgue measurable when PK (Rn ) has the topology induced by the Hausdorff metric d. Definition 2.2 [5]. A mapping F : I → En is said to be integrably bounded if there is an integrable function h(t) such that x(t) ≤ h(t) for every x ∈ F0 (t). K. Balachandran and K. Kanagarajan 335 Definition 2.3 [10]. The integral of a fuzzy mapping F : I → En is defined level-wise by I α = F(t)dt I Fα (t)dt = I (2.4) f (t)dt | f : I → Rn is a measurable selection for Fα for all α ∈ [0,1]. It has been proved by Puri and Ralescu [10] that a strongly measurable and integrably bounded mapping F : I → En is integrable (i.e., I F(t)dt ∈ En ). Theorem 2.4. If F : I → En is continuous, then it is integrable. n and λ ∈ R. Then Theorem E be integrable 2.5. Let F,G : I → = F(t)dt + G(t)dt, (i) I (F(t) + G(t))dt I I (ii) I λF(t)dt = λ I F(t)dt, (iii) D(F,G) is integrable, (iv) D( I F(t)dt, I G(t)dt) ≤ I D(F(t),G(t))dt. Now we make the following assumptions. (A1 ) Let J = [0,T], ∆ = {(t,s) : 0 ≤ s ≤ t ≤ T }. If fi ,gi ∈ C(∆ × En ,En ), i = 1,2,...,m, F ∈ C(J × E(2m+1)n ,En ) and if x ∈ C(J,En ) and t z(t) = F t,x(t), T 0 t f1 t,s,x(s) ds,... , T g1 t,s,x(s) ds,... , 0 0 0 fm t,s,x(s) ds, (2.5) gm t,s,x(s) ds , then z ∈ C(J,En ). (A2 ) There exist functions ωi (t,s, p), ω̂i (t,s, p) such that ωi , ω̂i ∈ C(∆ × R+ ,R+ ), R+ = [0, ∞), which are nondecreasing in p and fulfil the conditions ≤ ωi t,s,D x(s),x(s) , D gi t,s,x(s) ,gi t,s,x(s) ≤ ω̂i t,s,D x(s),x(s) for x,x ∈ C J,En , i = 1,2,...,m. D fi t,s,x(s) , fi t,s,x(s) (2.6) (A3 ) There exists a function H(t, p1 , p2 ,..., p2m+1 ) defined for t ∈ J and 0 ≤ p1 ≤ p2 ≤ · · · ≤ p2m+1 < ∞ such that (i) if u ∈ C(J,J) and v(t) = H t,u(t), T 0 then v ∈ C(J,J); t 0 t ω1 t,s,u(s) ds,... , ω̂1 t,s,u(s) ds,... , T 0 0 ωm t,s,u(s) ds, ω̂m t,s,u(s) ds , (2.7) 336 Fuzzy Volterra-Fredholm integral equations (ii) if u,u ∈ C(J,J) and u(t) ≤ u(t) for t ∈ J, then t H t,u(t), T 0 0 t ω1 t,s,u(s) ds,... , ω̂1 t,s,u(s) ds,... , ≤ H t,u(t), T t 0 0 T t ω1 t,s,u(s) ds,... , ω̂m t,s,u(s) ds 0 T ω̂1 t,s,u(s) ds,..., 0 ωm t,s,u(s) ds, 0 ωm t,s,u(s) ds, for t ∈ J; ω̂m t,s,u(s) ds 0 (2.8) (iii) if un ∈ C(J,J), un+1 (t) ≤ un (t), t ∈ J, n = 0,1,2,..., and limn→∞ un (t) = u(t), then t lim H t,un (t), n→∞ T 0 0 T ω̂1 t,s,un (s) ds,... , = H t,u(t), T 0 t ω1 t,s,un (s) ds,... , t 0 0 0 t T ω̂1 t,s,u(s) ds,... , ω̂m t,s,un (s) ds ω1 t,s,u(s) ds,... , ωm t,s,un (s) ds, 0 0 (2.9) ωm t,s,u(s) ds, ω̂m t,s,u(s) ds . (A4 ) D F t,x1 (t),x2 (t),... ,x2m+1 (t) ,F t,x1 (t),x2 (t),...,x2m+1 (t) ≤ H t,D x1 (t),x1 (t) ,D x2 (t),x2 (t) ,...,D x2m+1 (t),x2m+1 (t) (2.10) holds for xi ,xi ∈ C(J,En ), t ∈ J, i = 1,2,...,(2m + 1). (A5 ) There exists a nonnegative continuous function u : J → R+ being the solution of the inequality, t H t,u(t), T 0 0 w1 t,s,u(s) ds,... , T ŵ1 t,s,u(s) ds,... , where q(t) = sup D F t, 0̂, t ∈J t 0 0 t 0 (2.11) ŵm t,s,u(s) ds + q(t) ≤ u(t), t f1 (t,s, 0̂)ds,... , T 0 wm t,s,u(s) ds, T g1 (t,s, 0̂)ds,... , 0 0 fm (t,s, 0̂)ds, gm (t,s, 0̂)ds , 0̂ . (2.12) K. Balachandran and K. Kanagarajan 337 (A6 ) In the class of functions satisfying the condition 0 ≤ u(t) ≤ u(t), t ∈ J, the function u(t) ≡ 0, t ∈ J, is the only solution of the equation u(t) = H t,u(t), T 0 t 0 t w1 t,s,u(s) ds,... , T ŵ1 t,s,u(s) ds,... , 0 wm t,s,u(s) ds, 0 (2.13) ŵm t,s,u(s) ds . In order to prove the existence of a solution of (1.3), we define the sequence xn+1 (t) = F t,xn (t), T 0 x0 (t) ≡ 0̂, t t f1 t,s,xn (s) ds,... , 0 T g1 t,s,xn (s) ds,... , 0 0 fm t,s,xn (s) ds, (2.14) gm t,s,xn (s) ds for n = 0,1,2,.... To prove the convergence of the sequence {xn } to the solution x of (1.3), we define the sequence {un } by the relations un+1 (t) = H t,un (t), T 0 u0 (t) = u(t), t 0 t w1 t,s,un (s) ds,... , T ŵ1 t,s,un (s) ds,... , 0 0 wm t,s,un (s) ds, (2.15) ŵm t,s,un (s) ds for n = 0,1,2,..., where the function u(t) is from the assumptions (A5 ) and (A6 ). Lemma 2.6. If the conditions (A3 ), (A5 ), and (A6 ) are satisfied, then 0 ≤ un+1 (t) ≤ un (t) ≤ u(t), lim un (t) = 0, n→∞ t ∈ J, n = 0,1,2,..., t ∈ J, and the convergence is uniform in each bounded set. (2.16) 338 Fuzzy Volterra-Fredholm integral equations Proof. From (2.11) and (2.15) we have u1 (t) = H t,u0 (t), T 0 0 0 T ŵ1 t,s,u0 (s) ds,... , t 0 t w1 t,s,u0 (s) ds,... , ≤ H t,u(t), T t T ŵ1 t,s,u(s) ds,... , 0 t ŵm t,s,u0 (s) ds 0 w1 t,s,u(s) ds,... , 0 wm t,s,u0 (s) ds, 0 wm t,s,u(s) ds, (2.17) ŵm t,s,u(s) ds + q(t) ≤ u(t) = u0 (t) for t ∈ J. Further, we obtain (2.16) by induction. But (2.16) implies the convergence of the sequence {un (t)} to some nonnegative function φ(t) for t ∈ J. By Lebesgue’s theorem and the continuity of H, it follows that the function φ(t) satisfies (2.13). Now from assumptions (A5 ) and (A6 ), we have φ(t) ≡ 0, t ∈ J. Hence by the Dini theorem [12], the sequence {un } converges uniformly in J. 3. Main results Theorem 3.1. If the assumptions (A1 )–(A6 ) are satisfied, then there exists a continuous solution x of (1.3). The sequence {xn } defined by (2.14) converges uniformly on J to x, and the following estimates: D x(t),xn (t) ≤ un (t), t ∈ J, n = 0,1,2,..., t∈J D x(t), 0̂ ≤ u(t), (3.1) (3.2) hold. The solution x of (1.3) is unique in the class of functions satisfying the condition (3.2). Proof. We first prove that the sequence {xn (t)}, t ∈ J, fulfils the condition t ∈ J, n = 0,1,2,.... D xn (t), 0̂ ≤ u(t), (3.3) Obviously, we see that D(x0 (t), 0̂) = 0 ≤ u(t), t ∈ J. Further, if we suppose that inequality (3.3) is true for n ≥ 0, then D xn+1 (t), 0̂ ≤ D xn+1 (t),x1 (t) + D x1 (t), 0̂ t t ≤ D F t,xn (t), f1 t,s,xn (s) ds,... , fm t,s,xn (s) ds, 0 T 0 0 g1 t,s,xn (s) ds,..., T 0 gm t,s,xn (s) ds , K. Balachandran and K. Kanagarajan 339 t F t, 0̂, f1 (t,s, 0̂)ds,... , 0 t 0 f1 (t,s, 0̂)ds,... , ≤ H t,D xn (t), 0̂ ,D D D 0 T 0 0 gm (t,s, 0̂)ds 0 + q(t) T 0 D g1 (t,s,xn (s) ,g1 (t,s, 0̂) ds,... , t 0 T t 0 T T 0 t w1 t,s,u(s) ds,..., t w1 t,s,D xn (s), 0̂ ds,... , ŵ1 t,s,D xn (s), 0̂ ds,... , ≤ H t,u(t), ≤ u(t) g1 (t,s, 0̂)ds ,..., D gm t,s,xn (s) ,gm (t,s, 0̂) ds + q(t) T 0 D f1 t,s,xn (s) , f1 (t,s, 0̂) ds,... , ≤ H t,D xn (t), 0̂ , t gm (t,s, 0̂)ds , 0̂ 0 f1 (t,s, 0̂)ds ,... , 0 T g1 (t,s, 0̂)ds,..., 0 gm t,s,xn (s) ds, 0 0 0 fm (t,s, 0̂)ds , D fm t,s,xn (s) , fm (t,s, 0̂) ds, T T T ≤ H t,D xn (t), 0̂ , t t g1 t,s,xn (s) ds, 0 0 fm t,s,xn (s) ds, 0 gm (t,s, 0̂)ds T t f1 t,s,xn (s) ds, 0 t fm (t,s, 0̂)ds, t 0 T 0 T g1 (t,s, 0̂)ds,..., 0 t D fm (t,s, 0̂)ds, 0 t + D F t, 0̂, T ŵ1 t,s,u(s) ds,... , 0 0 0 wm t,s,D xn (s), 0̂ ds, ŵm t,s,D xn (s), 0̂ ds + q(t) wm t,s,u(s) ds, ŵm t,s,u(s) ds + q(t) for t ∈ J. (3.4) Now we obtain (3.3) by induction. Next, we prove that D xn+r (t),xn (t) ≤ un (t), t ∈ J, n = 0,1,2,..., r = 0,1,2,.... (3.5) By (3.3), we have D xr (t),x0 (t) = D xr (t), 0̂ ≤ u(t) = u0 (t), t ∈ J, r = 0,1,2,.... (3.6) 340 Fuzzy Volterra-Fredholm integral equations Suppose that (3.5) is true for n,r ≥ 0, then D xn+r+1 (t),xn+1 (t) = D F t,xn+r (t), T t 0 T g1 t,s,xn+r (s) ds,..., 0 t F t,xn (t), T 0 0 t T g1 t,s,xn (s) ds,..., gm t,s,xn+r (s) ds , fm t,s,xn+r (s) ds, 0 f1 t,s,xn (s) ds,..., 0 t f1 t,s,xn+r (s) ds,... , fm t,s,xn (s) ds, 0 gm t,s,xn (s) ds 0 t t f1 t,s,xn+r (s) ds, f1 t,s,xn (s) ds ,..., ≤ H t,D xn+r (t),xn (t) ,D 0 t D D T 0 g1 t,s,xn+r (s) ds, 0 D T fm t,s,xn+r (s) ds, 0 0 t T 0 gm t,s,xn+r (s) ds, 0 g1 t,s,xn (s) ds ,..., T fm t,s,xn (s) ds , 0 gm t,s,xn (s) ds t ≤ H t,D xn+r (t),xn (t) , D f1 t,s,xn+r (s) , f1 t,s,xn (s) ds,... , 0 t 0 D fm t,s,xn+r (s) , fm t,s,xn (s) ds, T D g1 t,s,xn+r (s) ,g1 t,s,xn (s) ds,... , 0 T 0 ≤ H t,D xn+r (t),xn (t) , t t 0 w1 t,s,D xn+r (s),xn (s) ds,... , T wm t,s,D xn+r (s),xn (s) ds, 0 T 0 D gm t,s,xn+r (s) ,gm t,s,xn (s) ds 0 ŵm t,s,D xn+r (s),xn (s) ds ŵ1 t,s,D xn+r (s),xn (s) ds,... , K. Balachandran and K. Kanagarajan 341 ≤ H t,un (t), T 0 t 0 w1 t,s,un (s) ds,... , T ŵ1 t,s,un (s) ds,... , ≤ un+1 (t) t 0 0 wm t,s,un (s) ds, ŵm t,s,un (s) ds for t ∈ J. (3.7) Now we obtain (3.5) by induction. Because of Lemma 2.6, limn→∞ un (t) = 0 in J and we have from (3.5) that xn → x in J. The continuity of x follows from the uniform convergence of the sequence {xn } and the continuity of all functions xn . If r → ∞, then (3.5) gives estimation (3.1). Estimation (3.2) implies (3.3). It is obvious that x is a solution of (1.3). To prove that the solution x is a unique solution of (1.3) in the class of functions satisfying the condition (3.2), we suppose that there exists another solution x̂ defined in J such that x(t) = x̂(t) and x̂(t) ≤ u(t) for t ∈ J. From (3.1) we get D(x̂(t),xn (t)) ≤ un (t), t ∈ J, n = 0,1,2,... and it follows that x(t) = x̂(t) for t ∈ J. This contradiction proves the uniqueness of x in the class of functions satisfying the relation (3.2). This completes the proof of the theorem. Theorem 3.2. If the assumptions (A1 )–(A4 ) are satisfied and the function y(t) ≡ 0, t ∈ J, is the only nonnegative continuous solution of the inequality y(t) ≤ H t, y(t), T 0 t 0 t w1 t,s, y(s) ds,..., T ŵ1 t,s, y(s) ds,..., 0 0 wm t,s, y(s) ds, ŵm t,s, y(s) ds , (3.8) t ∈ J, then (1.3) has at most one solution in J. Proof. We suppose that there exist two solutions x and x̂ of (1.3) such that x(t) = x̂(t), t ∈ J. Put y(t) = D(x(t), x̂(t)), t ∈ J, then y(t) = D x(t), x̂(t) = D F t,x(t), T 0 t 0 0 T t F t, x̂(t), 0 t g1 t,s,x(s) ds,... , T f1 t,s,x(s) ds,... , 0 0 g1 t,s, x̂(s) ds,... , 0 gm t,s,x(s) ds , f1 t,s, x̂(s) ds,... , T t fm t,s,x(s) ds, 0 fm t,s, x̂(s) ds, gm t,s, x̂(s) ds 342 Fuzzy Volterra-Fredholm integral equations ≤ H t,D x(t), x̂(t) ,D t D D D T 0 T 0 t 0 g1 t,s, x̂(s) ds ,..., T gm t,s,x(s) ds, 0 f1 t,s, x̂(s) ds ,..., fm t,s, x̂(s) ds , 0 g1 t,s,x(s) ds, 0 ≤ H t,D x(t), x̂(t) , t t t f1 t,s,x(s) ds, 0 T 0 fm t,s,x(s) ds, 0 t 0 gm t,s, x̂(s) ds D f1 t,s,x(s) , f1 t,s, x̂(s) ds,..., D fm t,s,x(s) , fm t,s, x̂(s) ds, T D g1 t,s,x(s) ,g1 t,s, x̂(s) ds,... , 0 T D gm t,s,x(s) ,gm t,s, x̂(s) ds 0 t ≤ H t,D x(t), x̂(t) , w1 t,s,D x(s), x̂(s) ds,... , 0 t 0 T 0 T wm t,s,D x(s), x̂(s) ds, 0 ŵ1 t,s,D x(s), x̂(s) ds,... , ŵm t,s,D x(s), x̂(s) ds ≤ H t, y(t), T 0 t 0 t w1 t,s, y(s) ds,... , ŵ1 t,s, y(s) ds,... , T 0 0 wm t,s, y(s) ds, ŵm t,s, y(s) ds (3.9) and by (3.8) we conclude that y(t) ≡ 0 for t ∈ J, that is, x(t) = x̂(t), t ∈ J. 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Balachandran: Department of Mathematics, Bharathiar University, Coimbatore 641 046, India E-mail address: balachandran k@lycos.com K. Kanagarajan: Department of Mathematics, Karpagam College of Engineering, Coimbatore 641 032, India E-mail address: kanagarajank@lycos.com