[sci.math] Request for information on Monte Carlo Methods for Integral Equations

mlp@dana.UUCP (Mark Patrick) (06/09/87)

I am trying to develop an understanding of stochastic techniques and how
they are applied to computer graphics (in particular radiosity, and solutions
to the general rendering equation).  I have a pure maths and computer science
background but not much exposure to probability theory or solving integral
equations.  I would be interested in hearing about text books or papers
describing the Monte Carlo method for solving integral equations.

Mark Patrick
hplabs!dana!mlp

hemphill@polecat.caltech.edu (Scott Hemphill) (06/09/87)

In article <180@dana.UUCP> mlp@dana.UUCP (Mark Patrick) writes:
>I am trying to develop an understanding of stochastic techniques and how
>they are applied to computer graphics (in particular radiosity, and solutions
>to the general rendering equation).  I have a pure maths and computer science
>background but not much exposure to probability theory or solving integral
>equations.  I would be interested in hearing about text books or papers
>describing the Monte Carlo method for solving integral equations.
>

With a Math/CS background I recommend

	R. Y. Rubenstein, _Simulation and the Monte Carlo Method_,
	    Wiley, New York, 1981.

It contains an excellent summary of methods used for random variate generation,
and good information on variance reduction techniques.

For applications to computer graphics, I would start with

	James T. Kajiya, "The Rendering Equation", SIGGRAPH '86,
	    pp. 143-150.

Scott Hemphill
hemphill@csvax.caltech.edu
...!seismo!cit-vax!hemphill