A numerical method for solving first-order fully fuzzy differential equation under strongly generalized H-differentiability (Q2403445)

A numerical method (Euler method) for solving first-order fully fuzzy differential equations (FFDE) under strong generalized H-differentiability is introduced. First, it is shown that under H-differentiability the FFDE can be divided in four differential equations and each of them satisfies the Lipschitz condition. Consequently, the FFDE has a unique solution and the Euler method can be used for computing such a solution. Convergence of this method is discussed and proved. Some numerical examples are reported to enlighten the features of this method, particularly with respect to convergence. Remarkably, the MATLAB scripts of the programs implementing the presented method are reported in appendices.