Solution of linear differential equations with fuzzy boundary values

We investigate linear differential equations with boundary values expressed by fuzzy numbers. In contrast to most approaches, which search for a fuzzy-valued function as the solution, we search for a fuzzy set of real functions as the solution. We define a real function as an element of the solution set if it satisfies the differential equation and its boundary values are in intervals determined by the corresponding fuzzy numbers. The membership degree of the real function is defined as the lowest value among membership degrees of its boundary values in the corresponding fuzzy sets. To find the fuzzy solution, we use a method based on the properties of linear transformations. We show that the fuzzy problem has a unique solution if the corresponding crisp problem has a unique solution. We prove that if the boundary values are triangular fuzzy numbers, then the value of the solution at a given time is also a triangular fuzzy number. The defined solution is the same as one of the solutions obtained by Zadeh's extension principle. For a second-order differential equation with constant coefficients, the solution is expressed in analytical form. Examples are given to describe the proposed approach and to compare it to a method that uses the generalized Hukuhara derivative, which demonstrates the advantages of our method.