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Generalized Hukuhara Differentiability of Interval-valued Functions and Interval Differential Equations

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Author Info
Luciano Stefanini () (Dipartimento di Economia e Metodi Quantitativi, Università di Urbino (Italy))
Barnabas Bede () (Department of Mathematics, University of Texas-Pan American, Edimburg, Texas (USA))

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Abstract

In the present paper we introduce and study a generalization of the Hukuhara differ- ence and also generalizations of the Hukuhara differentiability to the case of interval valued functions. We consider several possible definitions for the derivative of an interval valued function and we study connections between them and their proper- ties. Using these concepts we study interval differential equations. Local existence and uniqueness of two solutions is obtained together with characterizations of the solutions of an interval differential equation by ODE systems and by differential algebraic equations. We also show some connection with differential inclusions. The thoretical results are turned into practical algorithms to solve interval differential equations.

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File URL: http://www.econ.uniurb.it/RePEc/urb/wpaper/WP_08_03.pdf
File Format: application/pdf
File Function: First version, 2008
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Publisher Info
Paper provided by University of Urbino Carlo Bo, Department of Economics in its series Working Papers with number 0803.

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Length: 39 pages
Date of creation: 2008
Date of revision: 2008
Handle: RePEc:urb:wpaper:08_03

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Web page: http://www.econ.uniurb.it/
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Related research
Keywords: Interval Arithmetic; Interval Differentiability; Hukuhara Difference; Hukuhara Derivative; Interval Differential Equations.;

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Find related papers by JEL classification:
C00 - Mathematical and Quantitative Methods - - General - - - General
C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

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  1. Luciano Stefanini, 2008. "A generalization of Hukuhara difference for interval and fuzzy arithmetic," Working Papers 0801, University of Urbino Carlo Bo, Department of Economics, revised 2008. [Downloadable!]
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This page was last updated on 2009-11-17.


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