You might want to use a an RC integrator (could do it with an op=amp but that is more complex)
An RC circuit with 1K resistors going from the Arduino to the load and 1 microfarad from each resistor to ground.
The Analog outputs are eally PWM and for some applications they need some smoothing so they are a more constant voltage for whatever you have connected as load.
There are some posts on what values to use, but this should give you a start. If it is too sluggish you might try smaller resistors.