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We develop a stochastic boundary method (SBM) which can be considered as a randomized version of the method of fundamental solutions (MFS). We suggest solving the large system of linear equations for the weights in the expansion over the fundamental solutions by a randomized SVD method introduced by Sabelfeld and Mozartova (2011). In addition, we also deal with solving inhomogeneous problems where we use the integral representation through the Green integral formula. The relevant volume integrals are calculated by a Monte Carlo integration technique which uses the symmetry of the Green function. We construct also a stochastic boundary method based on the spectral inversion of the Poisson formula representing the solution in a disc. This is done for the Laplace equation, and the system of elasticity equations. We stress that the stochastic boundary method proposed is of high generality; it can be applied to any bounded and unbounded domain with any boundary condition provided the existence and uniqueness of the solution are proven. We present a series of numerical results which illustrate the performance of the suggested methods.

Stochastic boundary collocation and spectral methods for solving PDEs