ANALYSIS OF A TWO-STEP METHOD FOR NUMERICAL SOLUTION OF FUZZY ORDINARY DIFFERENTIAL EQUATIONS

Recently, fuzzy initial value problems or fuzzy differential equations have received considerable amount of attentions ([3], [4] and [5]). In all of them, one-step numerical methods have been considered, but in this paper we have a two-step method for solving fuzzy ordinary differential equations. In the first section, we present the necessary and introductory materials to deal with the fuzzy initial value differential equations. In the second section, a modified two-step Simpson method and the corresponding convergence theorem of our method are presented. In the last section, we will present an example of fuzzy differential equations. Our numerical results can compare with the results of the existing methods.