Preconditioners for Solving Stochastic Boundary Integral Equations with Weakly Singular Kernels

Abstract.

A stochastic linear heat conduction problem is reduced to a special weakly singular integral equation of the second kind. The smoothness of the solution to a multidimensional weakly singular integral equation is investigated. It is also indicated that the derivatives of solutions may have singularities of certain order near the boundary of domain. The solution in the form of a multidimensional cubic spline is studied using circulant integral operators and a special mesh near the boundary with respect to all variables. Furthermore, stable numerical algorithms are given.