F-Transform Inspired Weak Solution to a Boundary Value Problem

Abstract

We propose and show efficiency of a new fuzzy-transform-based numerical method of solving ordinary differential equations with boundary conditions. The focus is on weak solutions and a special construction of a two-parameterized family of test functions. On theoretical and computational levels, we show how the proposed technique relates to and outperforms the Ritz–Galerkin method. We emphasize the importance of the proposed technique by considering its application to a real-life problem—the option pricing policy.