On product-sum of triangular fuzzy numbers ∗ Robert Fullér rfuller@abo.fi Abstract We study the problem: if ãi , i ∈ N are fuzzy numbers of triangular form, then what is the membership function of the infinite (or finite) sum ã1 + ã2 + · · · (defined via the sup-product-norm convolution)? Keywords: triangular fuzzy number, product-sum 1 Definitions A fuzzy number is a convex fuzzy subset of the real line R with a normalized membership function. A triangular fuzzy number ã denoted by (a, α, β) is defined as a−t if a − α ≤ t ≤ a 1− α 1 if a ≤ t ≤ b ã(t) = t−b 1 − if a ≤ t ≤ b + β β 0 otherwise where a ∈ R is the centre and α > 0 is the left spread, β > 0 is the right spread of ã. If α = β, then the triangular fuzzy number is called symmetric triangular fuzzy number and denoted by (a, α). If ã and b̃ are fuzzy numbers, then their product-sum ã + b̃ is defined as in [2] (ã + b̃)(z) = sup ã(x)b̃(y). x+y=z The support suppã of a fuzzy number ã is defined as suppã = {t ∈ R|ã(t) > 0}. ∗ The final version of this paper appeared in: R. Fullér, On product-sum of triangular fuzzy numbers, Fuzzy Sets and Systems, 41(1991) 83-87. doi: 10.1016/0165-0114(91)90158-M 1 2 Product-sum of triangular fuzzy numbers In this paper we shall calculate the membership function of the product-sum ã1 + ã2 + · · · + ãn + · · · where ãi , i ∈ N are fuzzy numbers of triangular form. The results of this paper are linked with those presented in [1,p.933] and extend them. The following theorem can be interpreted as a central limit theorem for mutually product-related identically distributed fuzzy variables of symmetric triangular form (see [3]). Theorem 2.1 Let ãi = (ai , α), i ∈ N. If A := ∞ X ai i=1 exists and it is finite, then with the notations Ãn := ã1 + · · · + ãn , An := a1 + · · · + an , n ∈ N, we have lim Ãn (z) = exp(−|A − z|/α), z ∈ R. n→∞ Figure 1: Product-sum of two triangular fuzzy numbers. Proof. It will be sufficient to show that n 1 − |An − z| if |An − z| ≤ nα nα Ãn (z) = 0 otherwise (1) for each n ≥ 2, because from (1) it follows that |An − z| n lim Ãn (z) = lim 1 − = exp(− | lim An − z | /α) = n→∞ n→∞ n→∞ nα exp(− | A − z | /α), z ∈ R. From the definition of product-sum of fuzzy numbers it follows that suppÃn = supp(ã1 + · · · + ãn ) = suppã1 + · · · + suppãn = [a1 − α, a1 + α] + · · · + [an − α, an + α] = [An − nα, An + nα], n ∈ N. We prove (1) by making an induction argument on n. Let n = 2. In order to determine Ã2 (z), z ∈ [A2 − 2α, A2 + 2α] we need to solve the following mathematical programming problem: |a1 − x| 1− α |a2 − y| 1− → max α subject to |a1 − x| ≤ α, |a2 − y| ≤ α, x + y = z. 2 By using Lagrange’s multipliers method and decomposition rule of fuzzy numbers into two separate parts (see [2]) it is easy to see that Ã2 (z), z ∈ [A2 − 2α, A2 + 2α] is equal to the optimal value of the following mathematical programming problem: a1 − x a2 − z + x 1− 1− → max (2) α α subject to a1 − α ≤ x ≤ a1 , a2 − α ≤ z − x ≤ a2 , x + y = z. Using Lagrange’s multipliers method for the solution of (2) we get that its optimal value is |A2 − z| 2 1− 2α and its unique solution is x = 1/2(a1 − a2 + z) (where the derivative vanishes). Indeed, it can be easily checked that the inequality A2 − z |A2 − z| 2 ≥1− 1− 2α α holds for each z ∈ [A2 − 2α, A2 ]. In order to determine Ã2 (z), z ∈ [A2 , A2 + 2α] we need to solve the following mathematical programming problem: a1 − x a2 − z + x| 1+ 1+ → max (3) α α subject to a1 ≤ x ≤ a1 + α, a2 ≤ z − x ≤ a2 + α. In a similar manner we get that the optimal value of (3) is |z − A2 | 2 . 1− 2α Let us assume that (1) holds for some n ∈ N. By similar arguments we obtain Ãn+1 (z) = (Ãn + ãn+1 )(z) = |An − x| |an+1 − y| sup Ãn (x) · ãn+1 (y) = sup 1 − 1− = nα α x+y=z x+y=z |An+1 − z| n+1 , z ∈ [An+1 − (n + 1)α, An+1 + (n + 1)α], 1− (n + 1)α and Ãn+1 (z) = 0, z ∈ / [An+1 − (n + 1)α, An+1 + (n + 1)α], This ends the proof. Figure 2 gives a graphical illustration of the limiting distribution. The proof of the following theorem carried out analogously to the proof of the preceding theorem. 3 Figure 2: The limit distribution of the product-sum ã1 + · · · + ãn + · · · . Theorem 2.2 Let ãi = (ai , α, β), i ∈ N be fuzzy numbers of triangular form. If A := and it is finite, then with the notations of Theorem 1 we have |A − z| if z ≤ A exp − α lim Ãn (z) = n→∞ |A − z| exp − if z ≥ A β P∞ i=1 ai exists Figure 3: Product-sum of n triangular fuzzy numbers. 3 Question Let ãi = (ai , α, β)LR , 1 ≤ i ≤ n be fuzzy numbers of LR-type. On what condition will the membership function of the product-sum Ãn have the following form An − z n if An − nα ≤ z ≤ An , L nα Ãn (z) = (4) z − A n n if An ≤ z ≤ An + nβ R nβ References [1] Dubois D. and Prade H.,Additions of Interactive Fuzzy Numbers, IEEE Transactions on Automatic Control, 1981, Vol.26, 926-936. [2] Dubois D. and Prade H.,Inverse Operations for Fuzzy Numbers, Proc. IFAC Symp. on Fuzzy Information, Knowledge, Representation and Decision Analysis, Marseille, 1983, 399-404. [3] Rao,M.B.and Rashed A., Some comments on fuzzy variables, Fuzzy Sets and Systems, 6(1981) 285-292. 4 Follow ups The results of this paper have been extended and improved in the following papers. in journals A32-c35 Daniel M. Batista, Nelson L.S. da Fonseca, Robust scheduler for grid networks under uncertainties of both application demands and resource availability, COMPUTER NETWORKS, 55(2011), issue 1, pp. 3-19. 2011 http://dx.doi.org/10.1016/j.comnet.2010.07.009 4 A32-c35 Weidong Xu, Chongfeng Wu, Weijun Xu, Hongyi Li, A jump-diffusion model for option pricing under fuzzy environments, INSURANCE: MATHEMATICS AND ECONOMICS, 44(2009), pp. 337-344. 2009 http://dx.doi.org/10.1016/j.insmatheco.2008.09.003 A32-c34 J. Dombi, N. Győrbı́ró, Addition of sigmoid-shaped fuzzy intervals using the Dombi operator and infinite sum theorems, FUZZY SETS AND SYSTEMS 157 (7): 952-963 APR 1 2006 http://dx.doi.org/10.1016/j.fss.2005.09.011 Fullér has studied the sup-T sum with triangular fuzzy intervals [A32,A30] and in a more general context [A24]. These results were developed further and extended by Hong [11-13] and Mesiar [15]. (page 953) A32-c33 Hong DH, On types of fuzzy numbers under addition, KYBERNETIKA 40 (4): 469-476 2004 http://kybernetika.utia.cas.cz/pdf_article/40_4_654_full.pdf A32-c32 Dug Hun Hong, T-sum of L-R fuzzy numbers with unbounded supports, Commun. Korean Math. Soc., 18 (2003), no. 2, 385–392. 2003 A32-c31 Dug Hun Hong, Some results on the addition of fuzzy intervals FUZZY SETS AND SYSTEMS, 122(2001) 349-352. 2001 http://dx.doi.org/10.1016/S0165-0114(00)00005-1 A32-c30 D.H.Hong and S.Y.Hwang, The convergence of T-product of fuzzy numbers, FUZZY SETS AND SYSTEMS, 85(1997) 373-378. 1997 http://dx.doi.org/10.1016/0165-0114(95)00333-9 Recently, t-norm-based addition of fuzzy numbers and its convergence have been studied [A32, A30, A28, A24, 6, 7, 9]. (page 373) A32-c29 A.Markova, T-sum of L-R fuzzy numbers, FUZZY SETS AND SYSTEMS, 85(1997) 379384. 1997 http://dx.doi.org/10.1016/0165-0114(95)00370-3 A32-c28 S.Y.Hwang and D.H.Hong, The convergence of T-sum of fuzzy numbers on Banach spaces, APPLIED MATHEMATICS LETTERS, 10(1997) 129-134. 1997 http://dx.doi.org/10.1016/S0893-9659(97)00072-4 In 1991, Fullér calculated the membership function of the product-sum of triangular fuzzy numbers, and he asked for conditions on which the product-sum of L-R fuzzy numbers has the same membership function. The answer for this question was given by Triesch [2] and Hong [3], which is the conditions that log L and log R are concave functions. Recently, Houg and Hwang [1] determined the exact membership function of the t-norm-based sum of fuzzy numbers, in the case of Archimedean t-norm having convex additive generator function and fuzzy numbers with concave shape functions, which is the generalization of Fullér and Keresztfalvi’s result [4]. The purpose of this paper is to study the membership function of the t-norm-based sum of fuzzy numbers on Banach spaces, which generalizes earlier results by Fullér [5] and Hong and Hwang [1]. The idea follows from Hong and Hwang’s paper [1]. (page 129) 5 A32-c27 D.H.Hong and C. Hwang, A T-sum bound of LR-fuzzy numbers, FUZZY SETS AND SYSTEMS, 91(1997), pp. 239-252. 1997 http://dx.doi.org/10.1016/S0165-0114(97)00144-9 A32-c26 K.-L. Zhang and K. Hirota, On fuzzy number lattice (R̃, ≤), FUZZY SETS AND SYSTEMS, 92(1997), pp. 113-122. 1997 http://dx.doi.org/10.1016/S0165-0114(96)00164-9 A32-c25 A.Markova, Addition of L-R fuzzy numbers, Bulletin for Studies and Exchanges on Fuzziness and its Applications, 63(1995), pp. 25-29. 1995 A32-c24 D.H.Hong, A note on product-sum of L-R fuzzy numbers, FUZZY SETS AND SYSTEMS, 66(1994), pp. 381-382. 1994 http://dx.doi.org/10.1016/0165-0114(94)90106-6 Triesch (1993) provided a partial answer to Fullér’s (1991) question about the membership function of the finite sum (defined via sup-product-norm convolution) of L-R fuzzy numbers. In this short note, we prove the other half. (page 381) Fullér [A32] asks for conditions on L-R fuzzy numbers ãi = (ai , α, β)LR , i = 1, 2, . . . , n which imply that partial product sums are given by the formula An − z n L if An − nα ≤ z ≤ An , nα Ãn (z) = z − An n if An ≤ z ≤ An + nβ R nβ P where An = ni=1 ai . (page 381) A32-c23 M.F.Kawaguchi and T.Da-te, Some algebraic properties of weakly non-interactive fuzzy numbers, FUZZY SETS AND SYSTEMS, 68(1994) 281-291. 1994 http://dx.doi.org/10.1016/0165-0114(94)90184-8 A32-c22 D.H.Hong and S.Y.Hwang, On the convergence of T-sum of L-R fuzzy numbers, FUZZY SETS AND SYSTEMS 63(1994) 175-180. 1994 http://dx.doi.org/10.1016/0165-0114(94)90347-6 A32-c21 E.Triesch, On the convergence of product-sum series of L-R fuzzy numbers, FUZZY SETS AND SYSTEMS, 53(1993) 189-192. 1993 http://dx.doi.org/10.1016/0165-0114(93)90172-E A32-c20 Jin Bai Ki On product-sum of fuzzy complex numbers of elliptic type, THE JOURNAL OF FUZZY MATHEMATICS, Vol.1, No.3 (1993) 611-617. 1993 A32-c19 M.F.Kawaguchi and T.Da-te, Properties of fuzzy arithmetic based on triangular norms, Journal of Japan Society for Fuzzy Theory and Systems, 5(1993) 1113-1121 (in Japanese). Japanese Journal of Fuzzy Theory and Systems, 5(1993) 677-687 (English Translation version). 1993 in proceedings and in edited volumes 6 A32-c9 Mencattini A, Salmeri M, Lojacono R., On a generalized T-norm for the representation of uncertainty propagation in statistically correlated measurements by means of fuzzy variables, In: 2007 IEEE International Workshop on Advanced Methods for Uncertainty Estimation in Measurement, Trento; Italy , pp. 10-15. 2007 http://dx.doi.org/10.1109/AMUEM.2007.4362562 A32-c8 M. Nachtegael, S. Schulte, V. De Witte, T. Mélange; E. E. Kerre, Image Similarity - From Fuzzy Sets to Color Image Applications, in: Advances in Visual Information Systems, Lecture Notes in Computer Science, vol. 4781, pp. 26-37. 2007 http://dx.doi.org/10.1007/978-3-540-76414-4_4 A32-c7 M. Nachtegael, D. Van der Weken, V. De Witte, S. Schulte T. Mélange, E.E. Kerre, Color Image Retrieval Using Fuzzy Similarity Measures and Fuzzy Partitions , in: Proceedings of the 2007 IEEE International Conference on Image Processing (ICIP’2007), September 16-19, 2007, San Antonio, Texas, [file name: 04379511], pp. VI-13 - VI-16. 2007 A32-c6 A. Danak, A.R. Kian, Fuzzy contributive games: an extension to the game of civic duty In: 17th IEEE International Conference on Tools with Artificial Intelligence (ICTAI 05), 14-16 November 2005, Hong Kong, China, pp. 561-566. 2005 http://dx.doi.org/10.1109/ICTAI.2005.67 A32-c5 D.Dubois, E.Kerre, R.Mesiar and H.Prade, Fuzzy interval analysis, in: Didier Dubois and Henri Prade eds., Fundamentals of Fuzzy Sets, The Handbooks of Fuzzy Sets Series, Volume 7, Kluwer Academic Publishers, [ISBN 0-7923-7732-X], 2000, 483-581. 2000 A32-c4 D.H.Hong and C. Hwang, Upper bound of T-sum of LR-fuzzy numbers, in: Proceedings of IPMU’96 Conference (July 1-5, 1996, Granada, Spain), 1996 343-346. 1996 in books A32-c3 Elisabeth Rakus-Andersson, Fuzzy and Rough Techniques in Medical Diagnosis and Medication, Studies in Fuzziness and Soft Computing series, vol. 212/2007, Springer, [ISBN 978-3-54049707-3], 2007. A32-c2 Jorma K. Mattila, Text Book of Fuzzy Logic, Art House, Helsinki, [ISBN 951-884-152-7], 1998. A32-c1 R. Lowen, Fuzzy Set Theory, Kluwer Academic Publishers, [ISBN: 0-7923-4057-4], 1996. 7