On improving trapezoidal and triangular approximations of fuzzy numbers

AbstractRecently, various researchers have proved that the approximations of fuzzy numbers may fail to be fuzzy numbers, such as the trapezoidal approximations of fuzzy numbers. In this paper, we show by an example that the weighted triangular approximation of fuzzy numbers, proposed by Zeng and Li, may lead to the same result. For filling the gap, improvements of trapezoidal and triangular approximations are proposed. The formulas for computing the two improved approximations are provided. Some properties of the two improved approximations are also proved

A new approach for trapezoidal approximation of fuzzy numbers using WABL distance

In this paper, we present a new approach to obtain trapezoidal approximation of fuzzy numbers with respect to weighted distance proposed by Nasibov [5] which the main property of this metric is flexibility in the decision maker's choice. Also, we prove some properties of the proposed method such as translation invariance, scale invariance and identity. Finally, we illustrate the efficiency of proposed method by solving some numerical examples

Life settlement pricing with fuzzy parameters

Existing literature asserts that the growth of life settlement (LS) markets, where they exist, is hampered by limited policyholder participation and suggests that to foster this growth appropriate pricing of LS transactions is crucial. The pricing of LSs relies on quantifying two key variables: the insured's mortality multiplier and the internal rate of return (IRR). However, the available information on these parameters is often scarce and vague. To address this issue, this article proposes a novel framework that models these variables using triangular fuzzy numbers (TFNs). This modelling approach aligns with how mortality multiplier and IRR data are typically provided in insurance markets and has the advantage of offering a natural interpretation for practitioners. When both the mortality multiplier and the IRR are represented as TFNs, the resulting LS price becomes a FN that no longer retains the triangular shape. Therefore, the paper introduces three alternative triangular approximations to simplify computations and enhance interpretation of the price. Additionally, six criteria are proposed to evaluate the effectiveness of each approximation method. These criteria go beyond the typical approach of assessing the approximation quality to the FN itself. They also consider the usability and comprehensibility for financial analysts with no prior knowledge of FNs. In summary, the framework presented in this paper represents a significant advancement in LS pricing. By incorporating TFNs, offering several triangular approximations and proposing goodness criteria of them, it addresses the challenges posed by limited and vague data, while also considering the practical needs of industry practitioners

Nearest symmetric trapezoidal approximation of fuzzy numbers

Abstract Many authors analyzed triangular and trapezoidal approximation of fuzzy numbers. But, to best of our knowledge, there is no method for symmetric trapezoidal fuzzy number approximation of fuzzy numbers. So, in this paper, we try to convert any fuzzy number into symmetric trapezoidal fuzzy number by using metric distance. This approximation helps us to avoid the computational complexity in the process of decision making problems. Moreover, we investigate some reasonable properties of this approximation. An application of this new method is also provided

Energy conserving schemes for the simulation of musical instrument contact dynamics

Collisions are an innate part of the function of many musical instruments. Due to the nonlinear nature of contact forces, special care has to be taken in the construction of numerical schemes for simulation and sound synthesis. Finite difference schemes and other time-stepping algorithms used for musical instrument modelling purposes are normally arrived at by discretising a Newtonian description of the system. However because impact forces are non-analytic functions of the phase space variables, algorithm stability can rarely be established this way. This paper presents a systematic approach to deriving energy conserving schemes for frictionless impact modelling. The proposed numerical formulations follow from discretising Hamilton's equations of motion, generally leading to an implicit system of nonlinear equations that can be solved with Newton's method. The approach is first outlined for point mass collisions and then extended to distributed settings, such as vibrating strings and beams colliding with rigid obstacles. Stability and other relevant properties of the proposed approach are discussed and further demonstrated with simulation examples. The methodology is exemplified through a case study on tanpura string vibration, with the results confirming the main findings of previous studies on the role of the bridge in sound generation with this type of string instrument

A Generalization of Trapezoidal Fuzzy Numbers Based on Modal Interval Theory

We propose a generalization of trapezoidal fuzzy numbers based on modal interval theory, which we name 'modal interval trapezoidal fuzzy numbers'. In this generalization, we accept that the alpha cuts associated with a trapezoidal fuzzy number can be modal intervals, also allowing that two interval modalities can be associated with a trapezoidal fuzzy number. In this context, it is difficult to maintain the traditional graphic representation of trapezoidal fuzzy numbers and we must use the interval plane in order to represent our modal interval trapezoidal fuzzy numbers graphically. Using this representation, we can correctly reflect the modality of the alpha cuts. We define some concepts from modal interval analysis and we study some of the related properties and structures, proving, among other things, that the inclusion relation provides a lattice structure on this set. We will also provide a semantic interpretation deduced from the modal interval extensions of real continuous functions and the semantic modal interval theorem. The application of modal intervals in the field of fuzzy numbers also provides a new perspective on and new applications of fuzzy numbers

Quantified trapezoidal fuzzy numbers

The aim of this work is to construct quantified trapezoidal fuzzy numbers as an extension of trapezoidal fuzzy numbers, by using modal intervals and accepting the possibility that the α-cuts of a trapezoidal fuzzy number may also be improper intervals. In addition, this paper addresses the inclusion relationship which is deduced from the inclusion of modal intervals and is related to the classical set-inclusion relationship between trapezoidal fuzzy numbers. Moreover, in this paper we also study the extensions of real continuous functions over the set of quantified trapezoidal fuzzy numbers. Using the semantic interpretation of the calculations over modal intervals will enable us to interpret the meaning of the calculus accurately over quantified trapezoidal fuzzy numbers. With quantified trapezoidal fuzzy numbers, we will be able to overcome some operational limitations that are usually faced when working with trapezoidal fuzzy numbers from a classical point of view. In order to show the applicability of quantified trapezoidal fuzzy numbers, we propose fuzzy equations which have no solution in the set of proper fuzzy numbers yet do have solutions that are improper fuzzy numbers. We also propose two applications of quantified trapezoidal fuzzy numbers, one of them about financial calculations and the other one in an optical problem

Peer Methods for the Solution of Large-Scale Differential Matrix Equations

We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type schemes, a reformulation capable of avoiding a number of Jacobian applications is developed that, in the autonomous case, reduces the computational complexity of the algorithms. Dealing with large-scale problems, an efficient implementation based on low-rank symmetric indefinite factorizations is presented. The performance of both peer approaches up to order 4 is compared to existing implicit time integration schemes for matrix-valued differential equations.Comment: 29 pages, 2 figures (including 6 subfigures each), 3 tables, Corrected typo