This paper is concerned with the numerical solution of initial value problems for first order fuzzy differential equations. First of all, after introducing some notations and definitions of fuzzy number, fuzzy set-valued mapping and (Hukuhara- and Seikkala-) differentiability, the Authors define the spline interpolation of a set of data where are real distinct numbers and fuzzy numbers.
Now, taking into account the integral equality that holds for fuzzy set valued differentiable functions in both of the above senses, an explicit three step method based on interpolation of -values is derived and also similarly an implicit two step method. Further, a predictor corrector three step method based in the above methods is proposed. Standard stability and convergence proofs are provided. The paper ends with the numerical results of some elementary linear problems.