On Randomized Algorithms for Numerical Solution of Applied Fredholm Integral Equations of the Second Kind

摘要

In this paper, the systematization of numerical (implemented on a computer) randomized functional algorithms for approximation of a solution of Fredholm integral equation of the second kind is carried out. Wherein, three types of such algorithms are distinguished: the projection, the mesh and the projection-mesh methods. The possibilities for usage of these algorithms for solution of practically important problems is investigated in detail. The disadvantages of the mesh algorithms, related to the necessity of calculation values of the kernels of integral equations in fixed points, are identified. On practice, these kernels have integrated singularities, and calculation of their values is impossible. Thus, for applied problems, related to solving Fredholm integral equation of the second kind, it is expedient to use not mesh, but the projection and the projection-mesh randomized algorithms.