Numerical Accuracy of the Predictor-Corrector Method to Solve Fuzzy Differential Equations Based on the Stochastic Arithmetic

Abstract

In this work, a reliable scheme is proposed to solve fuzzy differential equation based on the predictor-corrector methods (PC-methods) under generalized H-differentiability. For this purpose, the stochastic arithmetic(SA) and the CESTAC* method are applied to validate the results. Also, the numerical accuracy of the method is proved and an algorithm is given based on the new arithmetic. In order to implement C++ codes, the CADNA† library is used. In this case, the optimal number of nodes and optimal step size are found. The examples illustrate the efficiency and importance of using the SA in place of the floating-point arithmetic(FPA).