On the numerical solution of ordinary, interval and fuzzy differential equations by use of F-transform

An interesting property of the inverse F-transform f of a continuous function f on a given interval [a, b] says that the integrals of f and f on [a, b] coincide. Furthermore, the same property can be established for the restrictions of the functions to all subintervals [a, pk] of the fuzzy partition of [a, b] used to define the F-transform. Based on this fact, we propose a new method for the numerical solution of ordinary differential equations (initial-value ordinary differential equation (ODE) obtained by approximating the derivative x(t) via F-transform, then computing (an approximation of) the solution x(t) by exact integration. For an ODE, a global second-order approximation is obtained. A similar construction is then applied to interval-valued and (level-wise) fuzzy differential equations in the setting of generalized differentiability (gH-derivative). Properties of the new method are analyzed and a computational section illustrates the performance of the obtained procedures, in comparison with well-known efficient algorithms.