Monte Carlo Methods and Applications
Managing Editor: Sabelfeld, Karl K.
Editorial Board: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis
CiteScore 2017: 0.67
SCImago Journal Rank (SJR) 2017: 0.417
Source Normalized Impact per Paper (SNIP) 2017: 0.860
Mathematical Citation Quotient (MCQ) 2017: 0.25
Reusing paths in radiosity and global illumination
Random walk solutions are commonly used to solve Fredholm equations of the second kind in various linear transport problems such as neutron transport and light transport for photorealistic computer image synthesis. However, they have the drawback that many paths have to be simulated before an acceptable solution is obtained. Often in such applications, the solution is needed at many nearby locations in state space. We present in this talk a technique to re-use random walks for computing results at different locations where a solution is needed. This technique, which was previously introduced by the authors in the context of ray-tracing, can dramatically reduce computation times by amortizing the cost of tracing each random walk over a set of neighboring locations. We will present the technique as a general unbiased estimator for second kind Fredholm equations first. Next, applications in the field of image synthesis are presented, as well as lines for future research.
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