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Existence and Uniqueness of the Solution of Two-dimensional Fuzzy Volterra Integral Equation with Piecewise Kernel

This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to analyze the equations. The research aims to provide a comprehensive understanding of the solution properties of these integral equations, which are crucial in various mathematical and physical applications. By examining the existence and uniqueness of solutions, thi

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Existence and Uniqueness of the Solution of Two-dimensional Fuzzy Volterra Integral Equation with Piecewise Kernel

This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to analyze the equations. The research aims to provide a comprehensive understanding of the solution properties of these integral equations, which are crucial in various mathematical and physical applications. By examining the existence and uniqueness of solutions, thi

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© © All Rights Reserved
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Existence and Uniqueness of the Solution of Two-dimensional

arXiv:2501.04701v1 [math.GM] 11 Dec 2024

Fuzzy Volterra Integral Equation with Piecewise Kernel


Samad Noeiaghdam

Institute of Mathematics, Henan Academy of Sciences, Zhengzhou, 450046, China. [email protected]

Abstract
This study investigates the existence and uniqueness of solutions to Volterra integral
equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-
dimensional, and the collocation method is employed to analyze the equations. The research
aims to provide a comprehensive understanding of the solution properties of these integral
equations, which are crucial in various mathematical and physical applications. By examin-
ing the existence and uniqueness of solutions, this study contributes to the development of
numerical methods for solving Volterra integral equations with discontinuous kernels. The
findings of this research have the potential to impact various fields, including physics, engi-
neering, and economics, where integral equations play a significant role in modeling complex
phenomena.

keywords: Fuzzy Volterra integral equation; Existence and Uniqueness of the solution;
Collocation method

1 Introduction
Engineering and physics both include several uses for VIEs [1]. The load balancing issue, energy
storages, and power systems with renewable and storage batteries are only a few of the issues
that arise. Additional applications can be found in the basic storage properties such as capac-
ity, efficiency, number of cycles, discharge/charge rate, load distribution between the available
storages based on forecasted electric load, and generation from conventional and renewable en-
ergy sources. This particular class of integral equations was initially described by Sidorov and
Lorenzi. The VIEs for renewable and diesel generating in energy storage have been covered by
Sidorov et al. [2]. Tao et al. have studied the use of neural networks to anticipate load and
pollution in [3]. Sidorov et al. in [4] examined the solution of nonlinear VIE systems with a
focus on a few applications to power system operation. For the best power flow, Domyshev et al.
revised the two-step optimization process [5]. Sidorov et al. approximated the Volterra model
of energy storage to forecast the demand in power networks in [6]. The precision of the loading
batteries has finally been managed by Noeiaghdam et al. in [7] using the VIE with discontinuous
kernel. Also many other studies on the numerical solution of Volterra integral equation with
discountinuous kernel can be found in [16, 17, 18, 19, 20, 21, 22, 23].

1
Because of the mentioned important applications, we study the following two dimensional
linear and nonlinear FVIE with piecewise kernel

m Z
X ap (s) Z bp (t)
z(s, t) = g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(z(σ, τ ))dτ dσ, (1)
p=1 ap−1 (s) bp−1 (t)

and ′
m Z
X ap (s) Z bp (t)
z(s, t) = g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ z(σ, τ )dτ dσ, (2)
p=1 ap−1 (s) bp−1 (t)

where
0 = a1 = a0 (s) < a1 (s) < ... < am′ −1 (s) < am′ (s) = s,
and
0 = a1 = b0 (t) < b1 (t) < ... < bm′ −1 (t) < bm′ (t) = t,
the kernel kp : Ω × Ω → R+ ; p = 1, ..., m′ are arbitrary positive functions, s, t ∈ Ω : [a1 , a2 ] ×
[a1 , a2 ], z, g : Ω → RF are fuzzy functions, φ : RF → RF is a continuous fuzzy function and RF
shows the set of all fuzzy numbers.
Numerous researches have been done on fuzzy issues. In [9, 10], Fariborzi Araghi and
Noeiaghdam used numerical approaches to solve fuzzy integrals. By using the homotopy anal-
ysis transform technique and the Sinc-collocation approach, Noeiaghdam et al. have solved
several types of fuzzy integral equations in [8, 11]. Noeiaghdam and Fariborzi Araghi have also
explored the best outcomes and approach iterations for addressing fuzzy issues in [14, 15]. The
fuzzy Taylor expansion was used by Allahviranloo et al. to solve fuzzy differential equations in
[13] and Mikaeilvand et al. discussed the fuzzy system of equations in [12].
The main goal of this work is to use the discrete collocation method to solve piecewise fuzzy
Volterra integral equations which contain both linear and nonlinear problems. To discover the
approximate solution to the issue, we use the two-dimensional fuzzy Lagrange interpolation
polynomials and the two-dimensional fuzzy Guass-Legendre integration algorithm. By demon-
strating the fundamental theorem and the corollary, we also talk about the solution’s existence
and uniqueness. Numerous instances in one and two-dimensional scenarios, both linear and
nonlinear, are solved. We will demonstrate the accuracy and effectiveness of the strategy by
plotting the graphs and tabulating the tables.
The following is how the paper has been set up: The two-dimensional fuzzy Gauss-Legendre
quadrature formula and the two-dimensional fuzzy Lagrange interpolation are presented in Sec-
tion 2. The appropriate discrete algebraic equations are found in Section 3 along with the
discrete collocation method. The existence and uniqueness of the original equation’s solution
are established in Section 4.

2 Preliminaries
The two-dimensional fuzzy Gauss-Legendre quadrature formula and the two-dimensional fuzzy
Lagrange interpolation, which will be employed in this article, are introduced in this section.

2
2.1 2-D fuzzy Lagrange interpolation polynomials
Let u(x, y) ∈ CF (A = [a, b] × [c, d]), CF (A) represent the two-dimensional space of fuzzy contin-
uous functions. To split [a, b] × [c, d] into (N + 1) × (N + 1) nodes, consider using a = x0 < x1 <
... < xN = b and c = y0 < y1 < ... < yN = d. Following that, (xi , yj ), 0 ≤ i, j ≤ N, N ∈ N∗ are
the (N +1)2 tensor product interpolation nodes on area A = [a, b]×[c, d]. Assuming IN u ∈ PNF is
satisfied, and PNF (A) is the space of all fuzzy algebraic polynomials of degree N in each variable,
IN will serve as the interpolation operator.

(IN u)(xi , yi ) = u(xi , yj ), 0 ≤ i, j ≤ N


The form of the two-dimensional fuzzy Lagrange interpolation polynomial is
N X
X N
(IN u)(x, y) = Li (x)Lj (y) ⊙ u(xi , yj ) (3)
i=0 j=0

which Li (x) and Lj (y) are the basis functions used for Lagrange interpolation, and they are
defined as follows:
N N
Y (x − xk ) Y (y − yl )
Li (x) = , Lj (y) = , 0 ≤ i, j ≤ N. (4)
(xi − xk ) (yj − yl )
k=0,k6=i l=0,l6=j

In this study, we examine the possibility of employing the first class of Chebyshev nodes as
interpolation nodes, namely
2i + 1 2j + 1
xi = cos( π), yi = cos( π), 0 ≤ i, j ≤ N. (5)
2N + 2 2M + 2

2.2 2-D Fuzzy Gauss-Legendre integration formula


The formula for the fuzzy two-dimensional Gauss-Legendre quadrature is provided by
Z 1 X N
N X
(F R) u(s, t)dtds ≈ ωi ωj ⊙ u(si , tj ), (6)
−1 i=0 j=0

where the zeros of Legendre polynomials LN +1 (x) are shown by {si }N N


i=0 and {tj }j=0 and

2 2
ωi = , ωj = , 0 ≤ i, j ≤ N, (7)
(1 − s2i )[L′N +1 (si )]2 (1 − t2j )[L′N +1 (tj )]2

are the corresponding weights.

3
3 Main Method
We use the following transformation
1+x 1+y
s= ,t = , x, y ∈ [−1, 1],
2 2
and
1+η 1+ξ
τ= ,σ = , ξ ∈ [−1, x], η ∈ [−1, y]
2 2
to rewrite Eqs. (1) and (2) as
m Z ′
X ap (x) Z bp (y)
u(x, y) = f (x, y) ⊕ (F R) k̂p (x, y, ξ, η) ⊙ H(u(ξ, η))dηdξ, (8)
p=1 −1 −1

and ′
m Z
X ap (x) Z bp (y)
u(x, y) = f (x, y) ⊕ (F R) k̂p (x, y, ξ, η) ⊙ u(ξ, η)dηdξ, (9)
p=1 −1 −1

where    
1+x 1+y 1+x 1+y
u(x, y) = z , , f (x, y) = g , ,
2 2 2 2
 2  
1 1+x 1+y 1+ξ 1+η
k̂p (x, y, ξ, η) = kp , , , ,
2 2 2 2 2
 
1+ξ 1+η
H(u(ξ, η)) = φ z( , ) .
2 2
For solving the nonlinear case (8), if we substitute the interpolation points (xi , yj ) in Eq.
(8) we get
m Z ′
X ap (xi ) Z bp (yj )
u(xi , yj ) = f (xi , yj ) ⊕ (F R) k̂p (xi , yj , ξ, η) ⊙ H(u(ξ, η))dηdξ, 0 ≤ i, j ≤ N.
p=1 −1 −1
(10)
When we use the fuzzy Gauss-Legendre numerical integration, we should transform the inte-
gration domain [−1, ap (xi )] × [−1, bp (yj )] to [−1, 1] × [−1, 1] using the following transformation:
1+ap (xi ) ap (xi )−1
ξ = ξ(xi , θ) = 2 θ + 2

1+bp (yj ) bp (yj )−1


η = η(yj , θ) = 2 ρ + 2 , p = 1, 2, ..., m′ ,
and Eq. (10) can be written as

m Z
X 1 Z 1
u(xi , yj ) = f (xi , yj ) ⊕ (F R) k̃p (xi , yj , ξ(xi , θ), η(yj , ρ)) ⊙ H(u(ξ(xi , θ), η(yj , ρ)))dρdθ,
p=1 −1 −1
(11)

4
where
1+x 1+y
k̃p (x, y, ξ, η) =
. k̂p (x, y, ξ, η).
2 2
Applying the fuzzy Gauss-Legendre integration rule we get
m X N
N X′
X
ũ(xi , yj ) = f (xi , yj ) ⊕ wk wl ⊙ k̃p (xi , yj , ξ(xi , θk ), η(yj , ρl )) ⊙ H(ũ(ξ(xi , θk ), η(yj , ρl ))),
p=1 k=0 l=0
(12)
where {θk }Nand
k=0 {ρl }N
are the sets of N + 1 Gauss-Legendre quadrature points. Now we
l=0
use the fuzzy Gauss-Legendre polynomial Un to interpolate the value of ũ
N X
X N
UN (x, y) = Lm (x)Ln (y) ⊙ ũ(xm , yn ). (13)
m=0 n=0

Combining Eqs. (12) and (13) we get



m X N
N X N X
N
X X
ũ(xi , yj ) = f (xi , yj )⊕ wk wl ⊙k̃p (xi , yj , ξ(xi , θk ), η(yj , ρl ))⊙H( Lm (ξ(xi , θk ))Ln (η(yj , ρl ))⊙ũ(xm , y
p=1 k=0 l=0 m=0 n=0
(14)
If we solve the system of linear Eqs. (17) then the values of ũ(xi , yj ) can be found and substi-
tuting in UN (x, y) = N
P PN
i=0 j=0 Li (x)Lj (y) ⊙ ũ(xi , yj ) we will be able to find the approximate
solution.
Repeating the process for the linear case (9) and the interpolation points (xi , yj ) we can
write
m′ Z ap (xi ) Z bp (yj )
X
u(xi , yj ) = f (xi , yj ) ⊕ (F R) k̂p (xi , yj , ξ, η) ⊙ u(ξ, η)dηdξ, 0 ≤ i, j ≤ N. (15)
p=1 −1 −1

Applying the fuzzy Gauss-Legendre integration for the integral part of the above problem we
get
m X N
N X′
X
ũ(xi , yj ) = f (xi , yj )⊕ wk wl ⊙k̂p (xi , yj , ξ(xi , θk ), η(yj , ρl ))⊙ũ(ξ(xi , θk ), η(yj , ρl )), (16)
p=1 k=0 l=0

and using the fuzzy Lagrange polynomials Un we have


N X
X N
ũ(xi , yj ) = f (xi , yj ) ⊕ am,n ⊙ ũ(xm , yn ), 0 ≤ i, j ≤ N. (17)
m=0 n=0

where
m X′
N X
N
X
am,n = wk wl ⊙ k̂p (xi , yj , ξ(xi , θk ), η(yj , ρl )) ⊙ Lm (ξ(xi , θk ))Ln (η(yj , ρl )).
p=1 k=0 l=0

Solving the system of linear Eqs. (17) we can find the values of ũ(xi , yj ) and the approximate
solution can be obtained by UN (x, y) = N
P PN
i=0 j=0 Li (x)Lj (y) ⊙ ũ(xi , yj ).

5
4 Existence and Uniqueness of the solution
Assume that we have the following Lipschitz condition for the function φ(z(σ, τ )) as

∃L > 0; D(φ(z(σ, τ )), φ(v(σ, τ ))) ≤ LD(z(σ, τ ), v(σ, τ )); ∀(σ, τ ) ∈ Ω, z, v ∈ RF , (18)

where D(z(σ, τ ), v(σ, τ )) shows the Hausdorff distance between z, v.

Lemma 1. For nonnegative integrable functions k(s, t) and y(s, t) the two-dimensional Gronwall
inequality is defined as
Z sZ t
y(s, t) ≤ C + k(σ, τ )y(σ, τ )dτ dσ, ∀s, t ∈ Ω (19)
0 0

and Z sZ t
y(s, t) ≤ C.exp( k(σ, τ )dτ dσ), (20)
0 0
where C is a nonnegative constant.

Applying the condition (18) and Lemma 1 we can prove the following theorem.

Theorem 1. Assume that kp (s, t, σ, τ ), p = 1, ..., m′ is a positive and continuous on Ω × Ω and


φ(z(σ, τ ) is continuous on RF which satisfies the condition (18), then FVIE (1) has a unique
solution.

Proof: Assume that z(s, t) and v(s, t) are two different fuzzy solutions of (1). Since
(p)
kp (s, t, σ, τ ), p = 1, ..., m′ sre continuous and positive functions on Ω × Ω there exists Mk > 0

6
(p)
such that Mk = maxa1 ≤s,t,σ,τ ≤a2 kp (s, t, σ, τ ) and we get

D(z(s, t), v(s, t))

m Z ′
 X ap (s) Z bp (t)
= D g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(z(σ, τ ))dτ dσ,
p=1 ap−1 (s) bp−1 (t)

m Z ′
X ap (s) Z bp (t) 
g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(v(σ, τ ))dτ dσ
p=1 ap−1 (s) bp−1 (t)

m′  Z ap (s) Z bp (t) Z ap (s) Z bp (t) 


(p)
X
≤ Mk D (F R) φ(z(σ, τ ))dτ dσ, (F R) φ(v(σ, τ ))dτ dσ
p=1 ap−1 (s) bp−1 (t) ap−1 (s) bp−1 (t)

m′ Z ap (s) Z bp (t)
(p)
X
≤ Mk D(φ(z(σ, τ )), φ(v(σ, τ )))dτ dσ
p=1 ap−1 (s) bp−1 (t)

m′ Z ap (s) Z bp (t)
(p)
X
≤ Mk L D(z(σ, τ ), v(σ, τ ))dτ dσ, ∀s, t ∈ Ω
p=1 ap−1 (s) bp−1 (t)
(21)
We define the function F : Ω → R+ ∪ {0} and let F (s, t) = D(z(s, t), v(s, t)). From (21) and
Lemma 1 we get F (s, t) = D(z(s, t), v(s, t)) = 0 and we have unique solution of problem (1).
To show the existence of solution we use the following iterative process

z0 (s, t) = g(s, t),


(22)
Pm′ R ap (s) R bp (t)
zn (s, t) = g(s, t) ⊕ (F R) p=1 ap−1 (s) bp−1 (t) kp (s, t, σ, τ ) ⊙ φ(zn−1 (σ, τ ))dτ.

7
Now we can prove the convergence of the sequence {zn }∞
n=0 .

D(z1 (x, y), z2 (x, y))

m Z ′
 X ap (s) Z bp (t)
= D g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(z0 (σ, τ ))dτ dσ,
p=1 ap−1 (s) bp−1 (t)

m Z′
X ap (s) Z bp (t) 
g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(z1 (σ, τ ))dτ dσ
p=1 ap−1 (s) bp−1 (t)

m ′  Z ap (s) Z bp (t) Z ap (s) Z bp (t) 


(p)
X
≤ Mk D (F R) φ(z0 (σ, τ ))dτ dσ, (F R) φ(z1 (σ, τ ))dτ dσ
p=1 ap−1 (s) bp−1 (t) ap−1 (s) bp−1 (t)

m ′ Z ap (s) Z bp (t)
(p)
X
≤ Mk D (φ(z0 (σ, τ )), φ(z1 (σ, τ ))) dτ dσ
p=1 ap−1 (s) bp−1 (t)

m ′ Z ap (s) Z bp (t)
(p)
X
≤ Mk L D (z0 (σ, τ ), z1 (σ, τ )) dτ dσ
p=1 ap−1 (s) bp−1 (t)

m ′
(p)
X
≤ Mk LstD ∗ (z0 , z1 )
p=1
(23)
where D ∗ (z0 , z1 ) = supa1 ≤σ,τ ≤a2 D(z0 (σ, τ ), z1 (σ, τ )).
P ′ (p)
( m
p=1 Mk Lst)
k
D(zk (s, t), zk+1 (s, t)) ≤ D ∗ (z0 , z1 ) (24)
k!k!

8
thus for n = k + 1 we get
D(zk+1 (s, t), zk+2 (s, t))

 m′ Z
X ap (s) Z bp (t)
= D g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(zk (σ, τ ))dτ dσ,
p=1 ap−1 (s) bp−1 (t)

m Z′
X ap (s) Z bp (t) 
g(s, t) ⊕ (F R) kp (s, t, σ, τ ) ⊙ φ(zk+1 (σ, τ ))dτ dσ
p=1 ap−1 (s) bp−1 (t)

m′  Z ap (s) Z bp (t) Z ap (s) Z bp (t) 


(p)
X
≤ Mk D (F R) φ(zk (σ, τ ))dτ dσ, (F R) φ(zk+1 (σ, τ ))dτ dσ
p=1 ap−1 (s) bp−1 (t) ap−1 (s) bp−1 (t)

m′ Z ap (s) Z bp (t)
(p)
X
≤ Mk D (φ(zk (σ, τ )), φ(zk+1 (σ, τ ))) dτ dσ
p=1 ap−1 (s) bp−1 (t)

m′ Z ap (s) Z bp (t)
(p)
X
≤ Mk D (zk (σ, τ ), zk+1 (σ, τ )) dτ dσ
p=1 ap−1 (s) bp−1 (t)

′ P ′ (p)
m ap (s) bp (t) ( m
p=1 Mk Lστ )
k
Z Z
(p)
X
≤ Mk D ∗ (z0 , z1 )dτ dσ
ap−1 (s) bp−1 (t) k!k!
p=1

P ′ (p)
( m
p=1 Mk Lst)
k+1
≤ D ∗ (z0 , z1 ).
(k + 1)!(k + 1)!
(25)
Thus the inequality (24) holds for all n ∈ N . For any positive integer q we get
D(zn (s, t), zn+q (s, t)) ≤ D(zn (s, t), zn+1 (s, t)) + ... + D(zn+q−1 (s, t), zn+q (s, t))
P ′
( m
(p) n
P ′
( m
(p) n+q−1
! (26)
p=1 Mk Lst) p=1 Mk Lst)
≤ + ... + D ∗ (z0 , z1 ), ∀s, t ∈ Ω.
(n)!(n)! (n + q − 1)!(n + q − 1)!

From (26) we have:


lim D(zn (s, t), zn+q ) = 0. (27)
n→0
That is the fuzzy sequence {zn (s, t)}∞
n=0 is convergent and its limit is the only solution of (1).
Corollary 1. Let kp (s, t, σ, τ ), p = 1, ..., m′ be continuous and positive on Ω × Ω and z(s, t) be
continuous on Ω the linear two dimensional VIE (2) has a unique solution.
Proof: Same as the prove of Theorem 1.

9
5 Conclusion
This study has investigated the existence and uniqueness of solutions to Fuzzy Volterra inte-
gral equations (FVIEs) with discontinuous kernels, which have significant applications in load
leveling problems in energy storage. Both linear and nonlinear cases were examined, and the
collocation method was employed to analyze the equations. The research aimed to provide a
deeper understanding of the solution properties of FVIEs with discontinuous kernels, which is
essential for developing effective numerical methods. The findings of this study contribute to
the advancement of mathematical modeling and simulation in energy storage systems, enabling
more accurate predictions and optimized performance. The results have important implications
for the design and operation of energy storage systems, and can inform decision-making in this
field.

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