A Frequency Analysis of Monte-Carlo and other Numerical Integration Schemes
Name
MIT-CSAIL-TR-2011-052.pdf
Size
527.74 KB
Format
Adobe PDF
Checksum (MD5)
929ede75bc36ceef52bbd945a98cc244
Author(s)
Durand, Frédo
Date Issued
December 14, 2011
Series/Report no.
MIT-CSAIL-TR-2011-052
Abstract
The numerical calculation of integrals is central to many computer graphics algorithms such as Monte-Carlo Ray Tracing. We show that such methods can be studied using Fourier analysis. Numerical error is shown to correspond to aliasing and the link between properties of the sampling pattern and the integrand is studied. The approach also permits the unified study of image aliasing and numerical integration, by considering a multidimensional domain where some dimensions are integrated while others are sampled.
Subjects
Numerical Analysis
Integration
Fourier
Monte-Carlo
Aliasing
Rendering
Ray Tracing
Persistent DSpace Link
