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Properties of interval valued function space under the gH difference and their application to semi linear interval differential equations


Academic year: 2020

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Properties of interval-valued function

space under the gH-difference and their

application to semi-linear interval differential


Juan Tao


and Zhuhong Zhang




2Department of Big Data Science

and Engineering, College of Big Data and Information Engineering, Guizhou University, Guiyang, Guizhou 550025, P.R. China Full list of author information is available at the end of the article


The conventional subtraction arithmetic on interval numbers makes studies on interval systems difficult because of irreversibility on addition, whereas the gH-difference as a popular concept can ensure interval analysis to be a valuable research branch like real analysis. However, many properties of interval numbers still remain open. This work focuses on developing a complete normed quasi-linear space composed of continuous interval-valued functions, in which some fundamental properties of continuity, differentiability, and integrability are discussed based on the gH-difference, the gH-derivative, and the Hausdorff-Pompeiu metric. Such properties are adopted to investigate semi-linear interval differential equations. While the existence and uniqueness of the (i)- or (ii)-solution are studied, a necessary condition that the (i)- and the (ii)-solutions to be strong solutions is obtained. For such a kind of equation it is demonstrated that there exists at least a strong solution under certain assumptions.

MSC: 65G40; 46C99; 34A12

Keywords: interval-valued function space; Hausdorff-Pompeiu metric; gH-derivative; semi-linear interval differential equation; strong solution

1 Introduction

In real-world engineering fields, many dynamic problems can be formulated by dynamic models, such as motor servo systems, navigation control, and so forth. However, this kind of system involves usually multiple uncertain parameters or interval coefficients [], and thus interval analysis, developed by Moore [] plays an important role in studying the ex-istence and uniqueness of the solutions for interval differential equations (IDEs). Despite being initially introduced as an attempt to handle interval uncertainty, which appears in mathematical programming problems with bounded uncertain parameters (e.g. [–]), one such theory has been gradually applied to IDEs [–], due to the development of differential dynamics. To our knowledge, a great deal of work on interval theory was done by researchers many years ago, and on studies of fundamental arithmetic properties of the interval number [, –]. Especially, after Moore established the interval arithmetic rules [], Oppenheimer and Michel [] claimed subsequently that interval systems with


the usual addition were a commutative semi-group but failed as a group. Unfortunately, since such systems are not an Abelian group for addition, interval arithmetic cannot yield the structure of a linear space. Generally, the arithmetic of addition is irreversible, namely for any two interval numbersaandb, ifa+b= ,bis not equivalent to –ausually, where  = [, ]. This way, whereas the difference ofaandbcan be defined by such a version of addition, many properties present in real analysis are not true in the context of inter-val number arithmetic,e.g. aa= . In order to develop a useful theoretical framework on interval number like real number theory, Hukuhara [] introduced another concept of interval difference foraandbin , namely the Hukuhara difference (H-difference,

ab), whereab=cif and only ifa=b+c. However, although such a concept can satisfyaa= ,abis meaningful only whenw(a)≥w(b), wherew(a) andw(b) de-note the widths ofaandb, respectively. In order to overcome one such fault, after Markov [] pointed out that the width ofabwas equal to the sum of the widths ofaandb, he gave the concept of a nonstandard subtraction expressed also by the symbol of ‘–’. Such a concept can guarantee thataa= , and the width of the intervalabequals the ab-solute value of the difference of the widths ofaandb. Thereafter, Stefanini [, –] extended the version of the H-difference to the concept of a generalized Hukuhara differ-ence (gH-differdiffer-ence,agb) which coincided with the nonstandard subtraction operator introduced in Markov [], Definition , p.. Such a gH-difference has been comprehen-sively adopted to investigate interval dynamic systems, because apart from still satisfying

aga= , the gH-difference always exists for any two intervals. Thus, it is an invaluable mathematical concept in probing interval number theory. In our last work [], some fun-damental arithmetic rules on interval numbers, based on the conventional addition and gH-difference were extended to the case of interval-valued vectors, while some properties, in particular associative and distributive laws, were obtained.


Recently, several researchers have paid great attention to studies on the properties of interval-valued functions, in particular continuity, differentiability, and integrability. Some reported representative achievements promote the importance of interval dynam-ics. Chalco-Canoet al.[, , ] made hard efforts to study systematically some rela-tionships among GH-, gH-, Markov, andπ-differentiability [, , , ]. They claimed that (i) if an interval-valued functionf was GH-differentiable, then it wasπ-differentiable, and (ii) iff wasπ-differentiable, then it was gH-differentiable. They also derived several Ostrowski inequalities capable of being used for studying IDEs’ solution estimates, rely-ing upon the concept of the gH-derivative []. The concepts of the GH-derivative and the gH-derivative are usually utilized to define the types of the solutions for IDEs [–, , , ]. However, since many arithmetic properties of real number theory are not true in the branch of interval analysis, it is extremely difficult to probe IDEs’ theoretical founda-tions. Even so, some pioneering works on the existence and uniqueness of the solutions are gaining great interest among researchers. Theoretically, studies on IDEs depend greatly on the type of interval-valued derivative, as different concepts of derivatives require that IDEs satisfy different conditions so as to ensure IDEs’ solution existence and uniqueness.

More recently, several special IDEs were defined based on GH-differentiability, and then transformed into integral equations with the H-difference [–, –, ]. Their so-lution properties, including the existence, uniqueness, and continuous dependence, have been well investigated by some researchers. Malinowski [, ] made great contributions to analyzing a kind of IDE, depending on the second type of Hukuhara derivative included in the concept of GH-derivative. Subsequently, some important properties of the solu-tions were found such as the existence of local solusolu-tions, convergence, and continuous dependence of the solution on initial value and right-hand side of the equation. Skripnic [] proved the existence of the solutions of IDEs by virtue of the Caratheodory theo-rem and the concept of generalized differentiability [], in which the version of deriva-tive was equivalent to that of GH-derivaderiva-tive. Additionally, based on the GH-derivaderiva-tive, Ngoet al.[, , –] carried out a series of studies for multiple kinds of IDEs such as interval-valued integro-differential equations, interval-valued functional differential equations, and so on. They obtained some significant conclusions as regards the existence of the solutions, by developing comparison theorems.


Summarizing, interval differential dynamic systems are a still open research topic in the context of differential dynamic systems. Three fundamental issues are under considera-tion: (i) how to define and analyze the space of the solutions, (ii) whether some classical conclusions such as fixed point theorems in the branch of classical functional analysis can be adapted to IDEs, and (iii) how to derive analytic solutions or numerical ones for IDEs. Thus, in this paper we probe into the existence and uniqueness of the solutions for a class of semi-linear interval dynamic systems, after developing a complete normed quasi-linear space. Most precisely, we first give a quasi-linear space on interval number and a related continuous interval-valued function space, and meanwhile their properties are sufficiently discussed. Second, an important and classical fixed point theorem is gen-eralized to the interval-valued case so as to discover IDEs’ properties. Finally, we conclude that there exists at least a strong solution for a kind of semi-linear IDE as considered in this work.

2 Preliminaries and basic properties of gH-difference

LetIRdenote a set composed of all closed intervals inR. For a given intervala= [aL,aR],

ais said to be a degenerate interval ifaL=aR. We say thataequals intervalbonly when

aL=bLandaR=bR, whereb= [bL,bR]. Some interval arithmetic rules onIRare defined below []:

(i) a+b= [aL+bL,aR+bR];

(ii) ka=[[kaLkaR,,kaRkaL],], kk< ;≥,

(iii) ab=a+ (–)b= [aLbR,aRbL];

(iv) ab= [min{uA},max{uA}], whereA={aLbL,aLbR,aRbL,aRbR};

(v) |a|=max{|aL|,|aR|},w(a) =aRaL;

(vi) abaLbL,aRbR.

In general,aadoes not equal  except thatais a degenerate interval. This indicates that the subtraction is not the inverse of Minkowski addition above. However, the cancellation law of addition on interval numbers holds,i.e.,a+c=b+cif and only ifa=b. Sinceaa= , many properties of the real number theory cannot be extended to interval analysis. So, Hukuhara [] introduced another concept of subtraction in order to overcome this drawback. He defined the H-difference (i.e.,ab) ofaandb ascifa=b+c, namely

ab=c. Although such a subtraction can yieldaa= ,abexists only whenw(a)≥

w(b). Subsequently, Stefanini [–] proposed a more general concept of subtraction as below.

Definition .([]) The gH-difference ofaandbis defined by

agb=c, (.)

wherecsatisfiesa=b+cifw(a)≥w(b), orb=a+ (–)cifw(a) <w(b).

The above definition indicates that any two intervalsaandbhave their gH-difference. In addition, we notice that the concepts of the gH-difference and H-difference have an important relationship, namelyagb=abifw(a)≥w(b). However, whenw(a) <w(b),


(i) agb= [min{aLbL,aRbR},max{aLbL,aRbR}];

(ii) aga= ,ag =a,ga= (–)a;

(iii) (–a)gb= (–b)ga;

(iv) agb= (–b)g(–a) = –(bga);

(v) (a+b)gb=a,ag(a+b) = –b;

(vi) (agb) +b=a, ifw(a)≥w(b);a+ (–)(agb) =b, ifw(a) <w(b);

(vii) k(agb) =kagkb,kR.

In our last work [], we also obtained some properties of the gH-difference, for exam-ple:

(i) (a+b)gc=a+bgcif and only ifw(c)≤w(b)withcIR;

(ii) a(bgc) =abgac, ifbandcare symmetric, or one of the following conditions


(a) w(b)≥w(c), and≤cb,bc≤; (b) w(b)≤w(c), and≤bc,cb≤.

In the present work, in terms of the concept of the gH-difference, we obtain some prop-erties summed up below.

Lemma . The following properties are true:

(i) agb= if and only ifb=a;

(ii) (a+b)g(a+c) =bgc;

(iii) (agb)g(agc) =cgb,ifw(a)≤min(w(b),w(c))orw(a)≥max(w(b),w(c)).

Proof Case (i) is true by the definition of the gH-difference.

Case (ii): write (a+b)g(a+c) =d. Based on the gH-difference, we havea+b=a+c+d ora+c=a+b+ (–)d. Hence, it follows from the cancellation law of addition on interval number thatb=c+dorc=b+ (–)d. This illustrates thatbgc=d.

Case (iii): writeagb=e,agc=f, andegf =g. Whenw(a)≤min(w(b),w(c)), we note thatb=a+ (–)eandc=a+ (–)f. Thus, ifw(e)≥w(f), thene=f +g, and hence

a+ (–)e=a+ (–)f+ (–)g. This yieldsb=c+ (–)g. On the other hand, ifw(e) <w(f), we havef =e+ (–)g, and hencea+ (–)f =a+ (–)e+g. Thus one derives thatc=b+g. In total, we obtaing=cgb. Similarly, whenw(a)≥max(w(b),w(c)), it follows thata=b+e anda=c+f. Ifw(e)≥w(f), one can derive thatc+f =b+e=b+f+g, that is,c=b+g. On the other hand, ifw(e) <w(f), we haveb+e=c+f =c+e+ (–)g, and thenb=c+ (–)g. Thus we also getg=cgb.

For the convenience of notation, writerab=w(a) –w(b) andrbc=w(b) –w(c). We obtain the following properties.

Lemma . The following properties hold:

(i) (agb)gc=

ag(b+c), if rab≥, (a+ (–)c)gb, else;

(ii) ag(bgc) =

(a+c)gb, if rbc≥,

cg(b+ (–)a), else;

(iii) ag(b+c) =

(agb)gc, if rab≥,


(iv) agb+c=

(a+c)gb, if rab≥,

ag(b+ (–)c), else.

Proof Writeagb=dandbgc=d. Ifrab≥, thena=b+d; ifrab< , thenb=a+(–)d. Similarly, ifrbc≥, thenb=c+d; ifrbc<  thenc=b+ (–)d.

Case (i): writedgc=e. By definition, it implies thatd=c+eifw(d)≥w(c), andc=d+ (–)eifw(d) <w(c). In the case ofrab≥, ifw(d)≥w(c), one gets thata=b+d=b+c+e; and ifw(d) <w(c), thenb+c=b+d+ (–)e=a+ (–)e. Therefore, we havee=ag(b+c). Conversely, in the case ofrab< , ifw(d)≥w(c), thenb=a+ (–)d=a+ (–)c+ (–)e, and ifw(d) <w(c), thena+ (–)c=a+ (–)d+e=b+e. This indicates thate= (a+ (–)c)gb. Case (ii): writeagd=e. We can obtaina=d+eifw(a)≥w(d), andd=a+ (–)eif

w(a) <w(d). In the case ofrbc≥, ifw(a)≥w(d), one can derive thata+c=c+d+e=

b+e; ifw(a) <w(d), thenb=c+d=a+c+ (–)e. These two equalities follow from

e= (a+c)gb. On the other hand, in the case ofrbc< , ifw(a)≥w(d), thenb+ (–)a=

b+ (–)d+ (–)e=c+ (–)e; ifw(a) <w(d), thenc=b+ (–)d=b+ (–)a+e. Thus, we gete=cg(b+ (–)a).

Case (iii): writeag(b+c) =e. The first equality is the same as the first one of case (i). We only need to demonstrate the second one. To this end, if rab< , it is obvious that

w(a)≤w(b+c). This means thatb+c=a+ (–)e. Therefore, (a+ (–)d) +c=a+ (–)e. Hence, we gete=d+ (–)c.

Case (iv): in the case ofrab≥, we know thata=b+d, which yieldsa+c=b+c+d; again sincew(a+c)≥w(b), we getd+c= (a+c)gb. Conversely, in the case ofrab< , we note thatw(a) <w(b+ (–)c) andb=a+ (–)d, which illustrates thatb+ (–)c=a+ (–)(d+c). Thus,d+c=ag(b+ (–)c). This completes the proof.

3 Normed quasi-linear space

3.1 Interval number space

In this section, we first develop a quasi-linear space onIR, and then we analyze its prop-erties under the gH-difference, by introducing the Hausdorff-Pompeiu metric on inter-val numbers. For a,b,cIR, andk,lR, the addition and scalar multiplication have some well-known properties: (i)a+b=b+a, (ii)a+ (b+c) = (a+b) +c, (iii)a+  =a, (iv)k(a+b) =ka+kb, (v)k(la) = (kl)a, (vi) a=a. Unfortunately, there usually does not existdIRs.t.a+d= , and the equality (k+l)a=ka+lais true only whenkl≥ []. For example, takea= [, ],b= [–, –],k= , andl= –. Obviously, one can find that (k+l)a=  andka+la= [, ]. Thus, (k+l)a=ka+lb; on the other hand, ifa+b= , then  +bL=  and  +bR= , and henceb= [–, –], which yields a contradiction.

In brief,IRis not a linear space under the above arithmetic rules of addition and scalar multiplication, but it can almost keep the features of linear space, provided that we replace subtraction by the gH-difference. Thus, we callIRa quasi-linear space with gH-difference. In one such quasi-linear space, we can easily obtain an additional property, namely for a givenaIR, there exists a uniquedIRsuch thatagd= . Additionally, in order to investigate the relation between elements inIR, we introduce the Hausdorff-Pompeiu metric [] onIR,i.e.,


Through simple induction, the triangle inequality of the Hausdorff-Pompeiu metric onIR

always holds, namely

H(a,b)≤H(a,c) +H(c,b). (.)

Aubin and Cellina [] asserted that (IR,H) was a complete metric space. Further, such a metric can imply the following properties with the H-difference [, ]:

(i) H(a+b,a+c) =H(b,c);

(ii) H(ka,kb) =|k|H(a,b), wherekR; (iii)

H(a+b,c+d)≤H(a,c) +H(b,d); (.)

(iv) ifab,acexist, thenH(ab,ac) =H(b,c); (v) ifab,cdexist, thenH(ab,cd) =H(a+d,b+c).

Notice that equations (iv) and (v) are true only whenab,ac, andcdexist. We next identify whether the two equations of (iv) and (v) above hold after replacingbyg. For convenience of the representation, writerab=w(a) –w(b),rac=w(a) –w(c), andrcd=

w(c) –w(d) witha,b,c,dIR.

Lemma . There always exists the following inequality:

H(agb,agc)≤H(b,c). (.)

Especially,the equality holds if rabrac≥.

Proof Writed=agbande=agc. In the case ofrabrac≥, ifrab≥ andrac≥, we can obtaind=abande=acby the definition as in equation (.), and hence it follows from property (iv) of Hausdorff-Pompeiu metric above that the equality is true; ifrab≤ andrac≤, thenb=a+ (–)dandc=a+ (–)e. This, together with properties (i) and (ii) of Hausdorff-Pompeiu metric above, easily showsH(d,e) =H(a+ (–)d,a+ (–)e) =H(b,c). Therefore, whenrabandrachave the same sign, the equality in equation (.) holds. In the case ofrabrac< , ifrab>  andrac< , thena=b+dandc=a+ (–)e, and accordingly, we have

H(b,c) =Hb,b+d+ (–)e

=H,d+ (–)e



Similarly, whenrab<  andrac> , we can also prove that equation (.) holds.

The above lemma can be illustrated by taking a= [, ], b= [–, –], and c= [, ]. Through simple inference, we obtain thatH(agb,agc) =H([, ], [–, –]) = , and


Lemma . The following inequality is always true,

H(agb,cgd)≤H(a+d,b+c). (.)

Especially,the equality holds if rabrcd≥.

Proof Writee=agbandh=cg d. In the case ofrabrcd≥, ifrab≥ andrcd≥, we can obtain bothe=abandh=cd; ifrab≤ andrcd≤, thenb=a+ (–)eand

d=c+ (–)h. This easily shows that equation (.) is valid. In the case ofrabrcd< , ifrab>  andrcd< , thena=b+eandd=c+ (–)h. Therefore,

H(a+d,b+c) =Hb+c+e+ (–)h,b+c

=He+ (–)h, 



In the same way, ifrab<  andrcd> , then

H(a+d,b+c) =Ha+d,a+d+ (–)e+h

=H, (–)e+hH(e,h).

In brief, the above conclusion holds.

For example, take a= [, ], b = [, ], c= [, ], and d= [–, –]. We can see that

H(agb,cgd) =H([–, –], [, ]) = , andH(a+d,b+c) =H([–, ], [, ]) = . Hence, equation (.) is valid.

Lemma .([]) Let a,b,cIR,then

H(ac,bc)≤H(,c)H(a,b). (.)

Based on the above Hausdorff-Pompeiu metric, defineaI=H(a, ) withaIR. Fur-ther, by simple inference we notice that · Isatisfies the basic properties of the classical concept of norm. Therefore,IRcan be naturally said to be a normed quasi-linear space.

Theorem . For a,bIR,the following basic properties are true:

(i) agbI=H(a,b);

(ii) aIbIagbIaI+bI;

(iii) abI=aIbI.

Proof Cases (i) and (ii) hold obviously. Case (iii): since

abI=H(ab, )



=H(a, )H(b, ) =aIbI,

the conclusion is true.

Takea= [–, –] andb= [, ]. ThenagbI=[–, –]I=  andH(a,b) = . Further, aIbI = –,aI+bI = ,abI =[–, –]I = , andaIbI = . Thus, the above conclusions in Theorem . hold.

We next discuss the completeness of the normed quasi-linear spaceIR, where a version of interval convergence is given.

Definition . Foran,aIR,n= , , . . . , ifangaI→ asn→ ∞,{an}n≥is said to be convergent toa(simply written aslimn→∞an=a).

Similarly, we introduce the version of Cauchy convergence inIR. That is,{an}n≥is con-vergent if and only ifangamI→ asm,n→ ∞. It is easy to prove that (IR, · I) is complete by means of the completeness of (IR,H).

Theorem . (IR, · I)is a complete normed quasi-linear space.

Proof Let{an}n≥be an arbitrary Cauchy sequence in (IR, · I). SinceH(an,am) =ang

amI, we obtainH(an,am)→ asm,n→ ∞. Therefore,{an}n≥is a Cauchy sequence in (IR,H) and, accordingly, there existsaIRsuch thatH(an,a)→ asn→ ∞, due to the completeness of (IR,H). This implies thatangaI→ asn→ ∞.

3.2 Interval-valued function space

LetI= [t,t] andt∈I.f :IIRis an interval-valued function. We say thataIRis the limit off at the pointtiff(t)gaI → astt.f is said to be continuous on

I, if for any givent∈I,f(t)gf(t)I → astt. Define the following continuous interval-valued function space,

C(I,IR) ={f|f :IIR,f is continuous onI}.

Introduce the following well-known arithmetic rules forf,gC(I,IR):

(i) (f+g)(t) =f(t) +g(t); (ii) (kf)(t) =kf(t),kR; (iii) (fgg)(t) =f(t)gg(t);

(iv) (fg)(t) =f(t)g(t).

Under these arithmetic rules, we discuss some basic properties inC(I,IR).

Theorem . If f,gC(I,IR),then kf,f+g,fgg,and fg are continuous on I.

Proof For anyt∈I, since



, kR,

kf is continuous at the pointt. Again, through equation (.), we obtain

Hf(t) +g(t),f(t) +g(t)




Thus, following the definition of continuity, we derive thatf +gC(I,IR). Further, equa-tions (.) and (.) yield


Hf(t) +g(t),g(t) +f(t)




Thus,fggC(I,IR). On the other hand, equations (.) and (.) imply that







and, consequently,fgC(I,IR).

Through the process of the proof above, we notice thatfC(I,IR) if and only iffL,fR

C(I,R), wheref(t) = [fL(t),fR(t)]. Further, according to the above arithmetic rules,C(I,IR) is also a quasi-linear space. Define

ρ(f,g) =sup


Hf(t),g(t). (.)

One can prove that the metric ofρsatisfies the three basic properties of a metric space, namely iff,g,hC(I,IR), then

(i) ρ(f,g)≥;ρ(f,g) = if and only iff =g; (ii) ρ(f,g) =ρ(g,f);

(iii) ρ(f,g)≤ρ(f,h) +ρ(h,g).

Thus, (C(I,IR),ρ) is a metric space. In addition, in terms of the properties of the Hausdorff-Pompeiu metric, it is easy to see thatρ has the following properties, namely iff,g,ϕ,ψC(I,IR), then:

(i) ρ(f+ϕ,f +ψ) =ρ(ϕ,ψ);

(ii) ρ(kf,kg) =|k|ρ(f,g), wherekR; (iii) ρ(fϕ,fψ) =ρ(,f)ρ(ϕ,ψ); (iv) ρ(f+g,ϕ+ψ)≤ρ(f,ϕ) +ρ(g,ψ);

(v) ρ(fgϕ,fgψ)ρ(ϕ,ψ);

(vi) ρ(fgg,ϕgψ)ρ(f +ψ,g+ϕ).

We further discuss some properties ofC(I,IR) useful for studying the properties of IDEs. To this point, introduce the version of convergence of an interval-valued function se-quence. Forfn,fC(I,IR),n= , , . . . , ifρ(fn,f)→ asn→ ∞,{fn}n≥is said to be conver-gent tof. Similarly, we say that{fn}n≥is a Cauchy sequence ifρ(fn,fm)→ asm,n→ ∞.

Theorem . The quasi-linear space(C(I,IR),ρ)is complete.

Proof Let{fn}n≥be an arbitrary Cauchy sequence inC(I,IR). It follows that for anyε> , there existsN(ε) >  such that ifn,m>N(ε), then


fn(t),fm(t)≤ρ(fn,fm) <ε


Therefore, for any fixedt,{fn(t)}n≥is a Cauchy sequence in the complete normed quasi-linear spaceIRand, accordingly, there exists an elementf(t)∈IRsuch that whenn>N(ε), one can derive that

fn(t)gf(t)I< ε .

This way,{fn}n≥ converges uniformly tof onI. On the other hand, for anyt∈Ithere existsδ(ε) >  such that if|tt|<δ(ε), thenfn(t)gfn(t)I<ε. According to equation (.) and property (i) as in Theorem ., we see that


Consequently,fC(I,IR), and hence the proof is completed.

Like the above normed quasi-linear spaceIR, we can introduce the version of a norm onC(I,IR), namelyfC=ρ(f, ). By means of the Hausdorff-Pompeiu metric on interval numbers above, one can see that (C(I,IR), · C) is a normed quasi-linear space. We also notice that|f(t)|=H(f(t), ). Therefore, we can rewritefCassuptI|f(t)|. Additionally, by means of Theorems . and ., the following basic properties are valid.

Theorem . If f,gC(I,IR),then

(i) fggC=ρ(f,g);

(ii) fCgCfggCfC+gC;

(iii) fgCfCgC;

(iv) (C(I,IR), · C)is a complete normed quasi-linear space.

We next develop a fixed point theorem under the gH-difference.xis said to be a fixed point of a mappingT:C(I,IR)→C(I,IR) ifTx=x. We say thatTis a contraction mapping onC(I,IR), if there exists a real numberαwith  <α<  such thatTxgTyCαxg

yCfor anyx,yC(I,IR). Similar to the process of the proof as in the classical principle of contraction mapping, we obtain a fixed point theorem as below.

Theorem . If T:C(I,IR)→C(I,IR)is a contraction mapping, there exists a fixed point.

4 The properties of gH-differentiability


Definition .([]) f :IIRis said to be gH-differentiable onIiff is gH-differentiable intI, namely there exists an interval numberf(t)∈IRsuch that

f(t) =lim



h . (.)

f is said to be (i)-differentiable intIiff(t) = [(fL)(t), (fR)(t)] and (ii)-differentiable if

f(t) = [(fR)(t), (fL)(t)], wheref(t) = [fL(t),fR(t)].

The main advantage of such a definition is that the formulation of the gH-derivative is simpler than that of the GH-derivative. Thus, it is easily utilized to study interval-valued functions. According to the definition, we observe that, whenfis (i)-differentiable,w(f(t)) is an increasing function, and conversely whenf is (ii)-differentiable,w(f(t)) is decreas-ing. Further, similar to the formulation of the conventional derivative in real analysis, the formulas of left and right derivatives at the pointtforf can be expressed by

f+(t) = lim

h→+ 

h f(t+h)gf(t)

, (.)

f(t) = lim

h→– 

h f(t+h)gf(t)

. (.)

Accordingly, we can give a sufficient and necessary condition on gH-differentiability be-low.

Theorem . f is gH-differentiable in tI if and only if f+(t)and f(t)exist and f+(t) =


Proof Iff is gH-differentiable intI, then for anyε> , there existsδ(ε) > , such that when|h|<δ(ε), we have




<ε. (.)

Consequently, if taking  <h<δ(ε) or –δ(ε) <h< , the conclusion is true. Conversely, whenf+(t) =f(t), it is easy to prove that the conclusion is valid through equations (.)

and (.).

Based on the concept of the gH-derivative, Stefaniniet al.developed the relationship between gH-derivative and conventional derivatives, in other words, the gH-derivative of

f can be expressed by the derivatives of its endpoint functions.

Theorem . ([]) f :IIR is gH-differentiable in t if and only if fL and fR are both differentiable,and

f= minfL,fR,maxfL,fR. (.)

It should be pointed out that usually one can only find that (f +g)⊆f+gwhenf and


Theorem . The following property is true:

(f +g)=f+g, (.)

provided that f and g are simultaneously(i)-differentiable or(ii)-differentiable.

Proof Assume that f andg are (i)-differentiable. One can prove that both w(f(t)) and

w(g(t)) are increasing functions. Hence, in the case ofh> , sincew(f(t+h))≥w(f(t)) andw(g(t+h))≥w(g(t)), through the definition of the gH-difference we obtainf(t+h) =

f(t) +u(t,h) andg(t+h) =g(t) +v(t,h), and thus

f(t+h) +g(t+h) =f(t) +g(t) +u(t,h) +v(t,h). (.)

Further, in the case ofh< , sincew(f(t+h))≤w(f(t)) andw(g(t+h))≤w(g(t)), we get

f(t) =f(t+h) + (–)u(t,h) andg(t) =g(t+h) + (–)v(t,h), and accordingly

f(t) +g(t) =f(t+h) +g(t+h) + (–)u(t,h) +v(t,h). (.)



h→+ 

h f(t+h) +g(t+h)


f(t) +g(t)

= lim

h→+ 

h u(t,h) +v(t,h)

=f(t) +g(t)

= lim

h→– 

h f(t+h) +g(t+h)


f(t) +g(t).

Thus,f +g is gH-differentiable and equation (.) is true. Similarly, whenf andg are (ii)-differentiable, one can prove thatf +gis gH-differentiable and equation (.) is also


Theorem . The following property is true:

(f gg)=f+ (–)g, (.)

if one of the following conditions is satisfied:

(i) f is(i)-differentiable andgis(ii)-differentiable; (ii) f is(ii)-differentiable andgis(i)-differentiable.

Proof Case (i): by the definition of the gH-derivative,w(f(t)) is increasing andw(g(t)) is decreasing. Consequently, in the case ofh> , we obtainf(t+h) =f(t) +u(t,h) andg(t) =

g(t+h) + (–)v(t,h). Hence,

f(t+h) +g(t) =f(t) +g(t+h) +u(t,h) + (–)v(t,h). (.)

Again iff(t) =g(t) +ω(t), equation (.) yields


from which, together with the cancellation of addition on interval numbers, it follows that

ω(t+h) =ω(t) +u(t,h) + (–)v(t,h). (.)

In the same way, ifg(t) =f(t) + (–)ω(t), from equation (.) it follows that

ω(t) =ω(t+h) + (–)u(t,h) + (–)v(t,h). (.)

Hence, equations (.) and (.) imply that

ω(t+h)gω(t) =u(t,h) + (–)v(t,h). (.)

In the case ofh< , sincew(f(t+h))≤w(f(t)) andw(g(t+h))≥w(g(t)), the definition of the gH-difference yieldsf(t) =f(t+h) + (–)u(t,h) andg(t+h) =g(t) +v(t,h), and then we also see that equation (.) is valid. This, together with the differentiability off andg, yields

ω+(t) = lim

h→+ 

h ω(t+h)gω(t)

= lim

h→+ 

h u(t,h) + (–)v(t,h)

=f(t) + (–)g(t) =ω(t).

Thus, equation (.) is true in case (i). Similar to the process of the proof above, one can see that equation (.) is also valid in case (ii).

Notice that whenf andgare both (i)-differentiable or both (ii)-differentiable, equation (.) is not true, which can be illustrated by a simple example as below.

Example . Takef(t) = [t, t+ ] andg(t) = [t, t+ ] with ≤t≤. Thenf(t)gg(t) = [–t, ]. Againf andgare (i)-differentiable. One can know that (f(t)g g(t))= [–t, ]= [–, ]. However,f(t) + (–)g(t) = [, ] + (–)[, ] = [–, ]. Thus, (f(t)gg(t))=f(t) + (–)g(t).

As we know, if two real scalar functions are differentiable, their product function is also differentiable. However, for two given interval-valued functions, even if they are all differ-entiable, their product function is not differentiable usually. This can be illustrated by an example as below.

Example . Takef(t) = [et,et+] andg(t) = [–cost,cost] with tπ

. It is easy to see thatf(t)g(t) = [–et+cost,et+cost]. Further, through a simple deduction, we know that

f(t)g(t)= –et+(cost–sint),et+(cost–sint),

f(t)g(t) = –et+cost,et+cost, f(t)g(t) = –et+sint,et+sint.

This is a hint that


In the following subsection, we degenerate the interval-valued functionf into a scalar function, and we study some properties of the product function offg. In addition to the notations presented in Theorems . and ., writeW(t,h) =f(t+h)g(t+h)gf(t)g(t),

U(t,h) =f(t+h) –f(t).

Theorem . Assume that fC(I,R)and g is(i)-differentiable.If f(t)f(t) > ,then

(fg)=fg+fg. (.)

Proof In the case ofh>  witht+hI, sincegis (i)-differentiable,w(g(t)) is increasing and, accordingly,g(t+h) =g(t) +v(t,h). Again, sincef(t)f(t) > ,f(t) andU(t,h) have the same sign, which yields

f(t+h)g(t+h) =f(t)g(t) +f(t)v(t,h) +U(t,h)g(t) +U(t,h)v(t,h). (.)


W(t,h) =f(t)v(t,h) +U(t,h)g(t) +U(t,h)v(t,h). (.)

On the other hand, in the case ofh< , we havew(g(t+h))≤w(g(t)), and henceg(t) =

g(t+h) + (–)v(t,h). Further, it follows fromf(t)f(t) >  thatf(t+h) and (–)U(t,h) have the same sign. Consequently,

f(t)g(t) =f(t+h)g(t+h) + (–) f(t+h)v(t,h)

+U(t,h)g(t+h) + (–)U(t,h)v(t,h). (.)


W(t,h) =f(t+h)v(t,h) +U(t,h)g(t+h) + (–)U(t,h)v(t,h). (.)

Further, depending on the continuity and differentiability off andg, equations (.) and (.) imply that


h→+ 

hW(t,h) =hlim→+


g(t) +f(t) lim

h→+ 


+ lim



=f(t)g(t) +f(t)g(t) = lim

h→– 

hW(t,h). (.)

This shows that equation (.) is valid by Theorem ..

Theorem . Let g be(i)-differentiable and fC(I,R).Under f(t)f(t) < ,if w(f(t)g(t))

is increasing,then fg is gH-differentiable and


if w(f(t)g(t))is decreasing,then fg is gH-differentiable and

(fg)+ (–)fg=fg. (.)

Proof Let w(f(t)g(t)) be increasing. Since f(t)f(t) < , we can see that f(t+h) and (–)U(t,h) have the same sign whenh> , and meanwhilef(t) andU(t,h) are so ifh< . In the case ofh> , we know thatg(t+h) =g(t) +v(t,h) by the (i)-differentiability ofg. Thus,

f(t+h) + (–)U(t,h)g(t+h) =f(t)g(t) +v(t,h). (.)


f(t+h)g(t+h) + (–)U(t,h)g(t+h) =f(t)g(t) +f(t)v(t,h). (.)

Again sincew(f(t+h)g(t+h))≥w(f(t)g(t)), we can obtain

f(t+h)g(t+h) =f(t)g(t) +W(t,h). (.)

This way, by substituting equation (.) into equation (.) and using the cancellation law on interval numbers, we see that

W(t,h) + (–)U(t,h)g(t+h) =f(t)v(t,h). (.)



h→+ 

hW(t,h) + (–)g(t)hlim→+ 

hU(t,h) =f(t)hlim→+ 


that is,

f(t)g(t)++ (–)f(t)g(t) =f(t)g(t). (.)

In addition, in the case ofh< , sincegis (i)-differentiable, we can derive thatg(t) =g(t+

h) + (–)v(t,h). Thus,

f(t+h) g(t+h) + (–)v(t,h)= f(t) +U(t,h)g(t). (.)

In other words,

f(t+h)g(t+h) + (–)f(t+h)v(t,h) =f(t)g(t) +U(t,h)g(t). (.)

Again since

f(t)g(t) =f(t+h)g(t+h) + (–)W(t,h), (.)

by virtue of the cancellation law on interval numbers from equations (.) and (.) we infer that



Equations (.) and (.) imply that fg is gH-differentiable, and meanwhile equation (.) holds. Similar to the process of the proof above, one can prove that equation (.)

is also valid.

Similarly, whengis (ii)-differentiable, we can obtain the following properties offg ac-cording to the sign off(t)f(t), for which their proofs are omitted.

In this section, we cite the concept of an integral of an interval-valued function originally proposed by Stefanini and Bede [], and meanwhile some new properties are discussed. LetJ= [t,tf] andf(t) = [fL(t),fR(t)] withtJ. The integral off is defined by the integrals

In such a case,f is said to be integrable onJ. For an integrable interval-valued function

g, by the definition of the gH-difference we easily see that



Theorem .([]) Let f,gC(J,IR).Then

We next present two important integral properties helpful for discussing the following IDE.

Thus, equations (.) and (.) illustrate that equation (.) is true.


In terms of Lemma . and Theorem ., one can easily gain the following conclusion.

In this section, we consider the following semi-linear interval differential equation (SIDE):


x(t) =x,


wherea:JRis an integrable real scalar function, andf :J×IRIRis an interval-valued function;xis a given initial interval number inIR. In order to analyze the proper-ties of the solutions in SIDE, three basic concepts are introduced below.

Definition . For givenxC(J,IR),xis continuous gH-differentiable onJifxis con-tinuous.

Definition . Letxbe continuous gH-differentiable onJ.xis a strong solution of SIDE if satisfying the initial condition and the above equation.

Definition . xC(J,IR) is the (i)-solution of SIDE if

Equations (.) and (.) are constructed in terms of the formulation of the solutions for ordinary differentiable equations. However, (i)- and the (ii)-solutions are not SIDE’s strong solutions usually. Based on this consideration, we discuss the relationship between SIDE’s solutions, depending on the above properties of C(J,IR). For the convenience of representation, write


Proof Leta(t) >  withtJandxbe a (i)-solution of SIDE. Write

g(t,x) =x+F(t,x). (.)

As related to Definition . and Theorem . it follows thatF(t,x) is (i)-differentiable and that

F(t,x) = f(t,x(t))

p(t) . (.)

Hence, Theorem . and equation (.) imply thatg(t,x) is (i)-differentiable and

g(t,x) = f(t,x(t))

p(t) . (.)

Again sincea(t) >  andp(t) =a(t)p(t), it is obvious thatp(t)p(t) > . Hence, it follows from Theorem . and equations (.) and (.)-(.) that

x(t) =p(t)g(t,x)=p(t)g(t,x) +p(t)g(t,x)

=a(t)p(t)g(t,x) +ft,x(t)

=a(t)x(t) +ft,x(t). (.)

Therefore,xis a strong solution of SIDE.

On the other hand, letxbe a (ii)-solution witha(t) < . Sincep(t) > , we know that

p(t)p(t) < . This way, equation (.) can be rewritten by

x(t) =p(t)h(t,x), (.)


h(t,x) =xg(–)F(t,x). (.)

As we mentioned above,F(t,x) is (i)-differentiable, and accordingly, from Theorem . and equation (.) it follows that

h(t,x) =f(t,x(t))

p(t) . (.)

Sincew(F(t,x))≤w(x), equations (.) and (.) indicate thath(t,x) is (ii)-differentiable. Therefore, Theorem . and equation (.) imply that

x(t) =p(t)h(t,x) +p(t)h(t,x)

=a(t)p(t)h(t,x) +ft,x(t)

=a(t)x(t) +ft,x(t).


In the subsequent subsection, we first give a prior estimate of the solution, and then discuss the existence and uniqueness of strong solutions of SIDE.

Hypothesis . There existK>  andα>  such that

f(t,z)IKzαI, ∀(t,z)∈J×IR. (.)

Lemma . Under Hypothesis.,if fC(J×IR,IR),there is a positive constant Mαsuch

that the(i)- or(ii)-solution x satisfies

xC, (.)

Proof By means of Theorem ., Corollary ., and equations (.) and (.), we can prove that

Whenα= , the Gronwall inequality indicates that equation (.) is valid; whenα= , the generalized Bellman lemma [] hints that equation (.) is also true.

In addition, based on Lemma ., define

(J,IR) =

Hypothesis . Assume thatf satisfies the uniformly Lipschitz condition, namely there existsL>  such that

f(t,z)gf(t,z)ILzgzI, (.)



SIDE has a unique(i)-solution in Cα(J,IR)if a(t) > ,and a unique(ii)-solution in Cα(J,IR) additive property of the Hausdorff-Pompeiu metric on interval numbers, we derive for

x,y(J,IR) that

Accordingly, we prove by Hypothesis . that


Further, Theorem ., Hypothesis ., and equations (.), (.), and (.) imply that


βxC+pC(J,R)xI. (.)

Consequently,Tis a contraction mapping on(J,IR) and hence has a unique fixed point.

This shows that SIDE has a unique (i)-solution. We next prove that SIDE has a unique (ii)-solution. Ifa(t) < , define a mappingTonC(J,IR) given by

(Tx)(t) =exp











ds, (.)

withtJ, namely,

(Tx)(t) =p(t)h(t,x), (.)

whereh(t,x) is decided by equation (.) above. On one hand, from Lemma . it follows that


tt+t f(sp,(xs()s))ds

I .

On the other hand, Lemmas . and . yield

H(Tx)(t), (Ty)(t)



p(t)HF(t,x),F(t,y). (.)

Subsequently, through a similar deduction to above we can prove thatTis a contraction mapping on(J,IR). Therefore, SIDE has a unique (ii)-solution.

In the above theoretical analysis, from Theorem . one draws the conclusion that the (i)- and the (ii)-solutions are strong solutions under certain conditions; Theorem . shows the conditions of existence and uniqueness of (i)- and the (ii)-solutions for equa-tions (.) and (.), respectively. These hint that SIDE has at least a strong solution under certain assumptions, for which we give a conclusion to emphasize the existence of strong solutions in SIDE.

Theorem . Let a(t)be a continuous scalar function with at most countable zero points on J.Then SIDE has at least a strong solution under Theorems.and..

Proof Let{tn}n≥ be a series of zero points ofa(t). Divide the intervalJ into countable subintervalsJnwithn≥ andJn= [tn–,tn], in whicha(t) always maintains the same sign onJn. Ifa(t) >  withtn–<t<tn, Theorems . and . show that the unique (i)-solution,


such theorems ensure that SIDE has a strong solution onJn,i.e., the (ii)-solutionxn(t). Therefore, we can obtain a strong solutionx(t) for the above SIDE given by

x(t) =

xn(t), ifa(t)= , t∈(tn–,tn),

xn–(tn–), ift=tn–,


xn(t) =

xn(t), ifa(t) > ,t∈(tn–,tn),

xn(t), ifa(t) < ,t∈(tn–,tn).

Especially, whenn= ,x(t) denotes a strong solution of SIDE on [t,t]; whenn= ,x(t) takes the form ofx(t). This way,x(t) takes the formxn–(tn–) at the endpointtn–.

7 Illustrative examples

In this section, our experiments are implemented through MATLAB’s . standard ODE solver (ode). Three simple interval-valued Cauchy problems are used to examine our theoretical results.

Example .([])

x= –x+ [, ]sint, ≤t≤,

x() = [, ].

This in fact is a linear interval-valued Cauchy problem, satisfying the conditions of The-orem . witha(t) = –. Therefore, there exists a strong solution,i.e., the (ii)-solution, expressed by

x(t) =

et([, ]

g(–)[, ]


essins ds), ≤tπ,

t(x) g[, ]



sπsins ds), π<t.

One such solution,x= [xL,xR], is drawn in Figure , wherexLandxRdenote the lower and upper bound curves of the (ii)-solutionxobtained through Theorem ..x= [xL,xR] andx= [xL,xR] represent the curves of I- and II-type solutions gotten through (i)-differ-entiability and the (ii)-differ(i)-differ-entiability, respectively [].


Figure 2 Comparison of curves of the solutions for Example 7.2.

By Figure , solutionsxandxhave the same switching point= ., and meanwhile

are almost the same in [,]. However, they present different characteristics withinand

, asw(x(t)) is decreasing butw(x(t)) is increasing. This indicates the uncertainty degree ofxis ever smaller with timet, and therebyxis better thanx. In addition, whereasxis of a smaller uncertainty degree thanx, it will become divergent with timet. In total,x andxare not rational because of their divergence.

Example .

x=xsint+f(t,x), ≤t≤π,

x() = [, ],

wheref(t,x) =xsinsint,t, π≤<tt≤≤ππ,.

We note that there is a zero pointπfora(t) =sint. It can be checked thatf is a contin-uous interval-valued function intandx, and it satisfies the conditions as in Theorem .. Consequently, there exists a strong solution composed of the (i)-solution in [,π] and the (ii)-solution in (π, π], namely

x(t) =

e–cost([, ] +te

coss–sins ds), tπ,

e––costx(π), π<tπ.

The solutionxis drawn in Figure . In addition,xandxrepresent the curves of I- and II-type solutions mentioned above, respectively.

By Figure , solutionsxandx are almost the same in [,π]. However,w(x(t)) is de-creasing butw(x(t)) is increasing in (π, π]. This indicates the uncertainty degree ofxis smaller than that ofxin (π, π], and thusxis superior tox. On the other hand,xis of a smaller uncertainty degree thanxandx, asw(x(t)) remains decreasing. It is emphasized that I- and the II-type solutions are two kinds of extreme solutions decided under (i)-dif-ferentiability and the (ii)-differentiability, whereas through Theorem ., we can obtain a more rational strong solution which switches between the (i)- and the (ii)-solutions.

Example .

x=xcost+ xsint

+sint, ≤t≤π,


Figure 3 Comparison of curves of the solutions for Example 7.3.

It can be examined that f satisfies Hypotheses . and ., where f(t,x) =xϕ(t) and ϕ(t) = +sinsintt. The reason can be found below.

(i) For any(t,x)∈J×IR, since

f(t,x)I=Hf(t,x), =maxxLϕ(t),xRϕ(t)≤ xI.

Therefore, Hypothesis . holds. (ii) ForxC,yC, we have

Hf(t,x),f(t,y)=maxxLϕ(t) –yLϕ(t),xRϕ(t) –yRϕ(t)



This illustrates that Hypothesis . is true.

We note that there are two zero points π andπ fora(t) =cost. As associated to Theo-rem ., there exists a strong solution composed of two (i)-solutions on [,π

] and ( π

, π], and a (ii)-solution on (π,π], namely

x(t) =

⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩

esint([–, ] +tϕ(s)x(s)e–sinsds), ≤tπ,






(s)e–sins+ds), π

 <t≤ π

 ,

esint+(x(π) +



 <t≤π.

The solutionxis drawn in Figure . In addition,xandxrepresent the curves of I- and II-type solutions gotten in the same fashion as above, respectively.

By Figure , the solutionsxandxare almost the same on [,π].w(x(t)) is increasing in [,π], decreasing in (π,π], and increasing in (π, π]. On the other hand,w(x(t)) always remains increasing, andw(x(t)) keeps decreasing. This shows that the I-type solutionx diverges and the II-type solutionxis very conservative. Thus,xandxcannot effectively reflect the dynamic characteristics of the above dynamic system, butxis opposite.

8 Conclusions


Figure 1 Comparison of curves of the solutions
Figure 2 Comparison of curves of the solutions
Figure 3 Comparison of curves of the solutions


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