Abstract
Multivariate uncertain calculus is a branch of mathematics that deals with differentiation and integration of uncertain fields based on uncertainty theory. This paper defines partial derivatives of uncertain fields for the first time by putting forward the concept of Liu field. Then the fundamental theorem, chain rule and integration by parts of multivariate uncertain calculus are derived. Finally, this paper presents an uncertain partial differential equation, and gives its integral form.
Similar content being viewed by others
References
Chen, X. W., & Ralescu, D. (2013). Liu process and uncertain calculus. Journal of Uncertainty Analysis and Applications, 1(1), 1–12.
Gao, R., & Ralescu, D. A. (2019). Uncertain wave equation for vibrating string. IEEE Transactions on Fuzzy Systems, 27(7), 1323–1331.
Lio, W., & Liu, B. (2021). Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China. Fuzzy Optimization and Decision Making, 20(2), 177–188.
Liu, B. (2007). Uncertainty theory (2nd ed.). Springer.
Liu, B. (2008). Fuzzy process, hybrid process and uncertain process. Journal of Uncertain Systems, 2(1), 3–16.
Liu, B. (2009). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3, 3–10.
Liu, B. (2014). Uncertainty distribution and independence of uncertain processes. Fuzzy Optimization and Decision Making, 13(3), 259–271.
Liu, B. (2015). Uncertainty theory (4th ed.). Springer.
Liu, Y. (2021). Uncertain circuit equation. Journal of Uncertain Systems, 14(3), 2150018.
Liu, Y., & Liu, B. (2022). Residual analysis and parameter estimation of uncertain differential equation. Fuzzy Optimization and Decision Making, 21(4), 513–530.
Liu, Z., Yang, S. K., Yang, M. H., & Kang, R. (2022). Software belief reliability growth model based on uncertain differential equation. IEEE Transactions on Reliability, 71(2), 775–787.
Liu, Z., & Yang, Y. (2021). Uncertain pharmacokinetic model based on uncertain differential equation. Applied Mathematics and Computation, 404, 126118.
Mehrdoust, F., Noorani, I., & Xu, W. (2023). Uncertain energy model for electricity and gas futures with application in spark-spread option price. Fuzzy Optimization and Decision Making, 22(1), 123–148.
Tang, H., & Yang, X. F. (2021). Uncertain chemical reaction equation. Applied Mathematics and Computation, 411, 126479.
Yang, L., & Liu, Y. (2023). Solution method and parameter estimation of uncertain partial differential equation with application to China’s population. Fuzzy Optimization and Decision Making. https://doi.org/10.1007/s10700-023-09415-5
Yang, L., Ye, T. Q., & Yang, H. (2022). Uncertain seepage equation in fissured porous media. Fuzzy Optimization and Decision Making, 21(3), 383–403.
Yang, X. F., & Ke, H. (2023). Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption. Fuzzy Optimization and Decision Making, 22(3), 447–462.
Yang, X. F., & Yao, K. (2017). Uncertain partial differential equation with application to heat conduction. Fuzzy Optimization and Decision Making, 16(3), 379–403.
Ye, T. Q. (2021). A rigorous proof of fundamental theorem of uncertain calculus. Journal of Uncertain Systems, 14(2), 2150009.
Ye, T. Q., & Yang, X. F. (2022). Three-dimensional uncertain heat equation. International Journal of Modern Physics C, 33(1), 2250012.
Ye, T. Q. (2023). Applications of three-dimensional uncertain heat equations. Soft Computing, 27, 5277–5292.
Ye, T. Q., & Liu, B. (2023). Uncertain hypothesis test with application to uncertain regression analysis. Fuzzy Optimization and Decision Making, 22(2), 195–211.
Ye, T. Q., & Zheng, H. R. (2023). Analysis of birth rates in China with uncertain statistics. Journal of Intelligent and Fuzzy Systems, 44(6), 10621–10632.
Acknowledgements
This work was supported by the National Natural Science Foundation of China (Grant No. 62073009), the China Postdoctoral Science Foundation (Grant No. 2022M710322), and the National Natural Science Foundation of China (Grant No. 61873329).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Ye, T. Partial derivatives of uncertain fields and uncertain partial differential equations. Fuzzy Optim Decis Making 23, 199–217 (2024). https://doi.org/10.1007/s10700-023-09417-3
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10700-023-09417-3