Quasi-Monte Carlo methods in computer graphics

被引：0
|
作者：
Keller, A
机构：
来源：
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK | 1996年 / 76卷
关键词：
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The problem of global illumination in computer graphics is described by a Fredholm integral equation of the second kind. Due to the complexity of this equation, Monte Carlo methods provide an efficient tool for the estimation of the solution. A new approach, using quasi-Monte Carlo integration, a's introduced and compared to Mon-re Carlo integration. We discuss some theoretical aspects and give numerical evidence for the faster convergence of the quasi-Monte Carlo methods.
引用
收藏
页码：109 / 112
页数：4
相关论文
共 50 条
  • [31] Some current issues in quasi-Monte Carlo methods
    Niederreiter, H
    JOURNAL OF COMPLEXITY, 2003, 19 (03) : 428 - 433
  • [32] Smoothness and Dimension Reduction in Quasi-Monte Carlo Methods
    Moskowitz, B.
    Caflisch, R. E.
    Mathematical and Computer Modelling (Oxford), 23 (8-9):
  • [33] Randomized quasi-Monte Carlo methods in pricing securities
    Ökten, G
    Eastman, W
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2004, 28 (12): : 2399 - 2426
  • [34] Variance reduction techniques and quasi-Monte Carlo methods
    Wang, XQ
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2001, 132 (02) : 309 - 318
  • [35] Parameterization based on randomized quasi-Monte Carlo methods
    Okten, Giray
    Willyard, Matthew
    2008 IEEE INTERNATIONAL SYMPOSIUM ON PARALLEL & DISTRIBUTED PROCESSING, VOLS 1-8, 2008, : 2885 - 2891
  • [36] QUASI-MONTE CARLO INTEGRATION
    MOROKOFF, WJ
    CAFLISCH, RE
    JOURNAL OF COMPUTATIONAL PHYSICS, 1995, 122 (02) : 218 - 230
  • [37] Population Quasi-Monte Carlo
    Huang, Chaofan
    Joseph, V. Roshan
    Mak, Simon
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2022, 31 (03) : 695 - 708
  • [38] Quasi-Monte Carlo Software
    Choi, Sou-Cheng T.
    Hickernell, Fred J.
    Jagadeeswaran, Rathinavel
    McCourt, Michael J.
    Sorokin, Aleksei G.
    MONTE CARLO AND QUASI-MONTE CARLO METHODS, MCQMC 2020, 2022, 387 : 23 - 47
  • [39] Langevin Quasi-Monte Carlo
    Liu, Sifan
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,
  • [40] IMPROVED MONTE CARLO AND QUASI-MONTE CARLO METHODS FOR THE PRICE AND THE GREEKS OF ASIAN OPTIONS
    Dingec, Kemal Dincer
    Hormann, Wolfgang
    PROCEEDINGS OF THE 2014 WINTER SIMULATION CONFERENCE (WSC), 2014, : 441 - 452
12345