Machine Learning Based Optimization Workflow for Tuning Numerical Settings of Differential Equation Solvers for Boundary Value Problems

Several numerical differential equation solvers have been employed effectively over the years as an alternative to analytical solvers to quickly and conveniently solve differential equations. One category of these is boundary value solvers, which are used to solve real-world problems formulated as differential equations with boundary conditions. These solvers require certain numerical settings to solve the differential equations that affect their solvability and performance. A systematic fine-tuning of these settings is required to obtain the desired solution and performance. Currently, these settings are either selected by trial and error or require domain expertise. In this paper, we propose a machine learning-based optimization workflow for fine-tuning the numerical settings to reduce the time and domain expertise required in the process. In the evaluation section, we discuss the scalability, stability, and reliability of the proposed workflow. We demonstrate our workflow on a numerical boundary value problem solver.