Numerical Solution of Dirichlet Boundary Value Problems using Mesh Adaptive Direct Search Optimization

This study gives a different numerical approach for solving second order differential equation with a Dirichlet boundary condition. Mesh Adaptive Direct Search (MADS) algorithm is adopted to train the feed forward neural network used in this approach. As MADS is a derivative-free optimization algorithm, it helps us to reduce the time-consuming workload in the training stage. The results obtained from this approach are also compared with Generalized Pattern Search (GPS) algorithm.