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This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modelling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on that example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The detailed discussion of variance reduction includes Monte Carlo evaluation of finite-dimensional integrals. Special attention is given to importance sampling, partly because of its intrinsic interest in quadrature, partly because of its general usefulness in the solution of integral equations. One significant feature is that Monte Carlo Methods treats the "Metropolis algorithm" in the context of sampling methods, clearly distinguishing it from importance sampling. Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.
A comprehensive update of the leading-edge computer graphics textbook that sets the standard for physically-based rendering in the industry and the field, with new material on GPU ray tracing. Photorealistic computer graphics are ubiquitous in today’s world, widely used in movies and video games as well as product design and architecture. Physically-based approaches to rendering, where an accurate modeling of the physics of light scattering is at the heart of image synthesis, offer both visual realism and predictability. Now in a comprehensively updated new edition, this best-selling computer graphics textbook sets the standard for physically-based rendering in the industry and the field. Physically Based Rendering describes both the mathematical theory behind a modern photorealistic rendering system as well as its practical implementation. A method known as literate programming combines human-readable documentation and source code into a single reference that is specifically designed to aid comprehension. The book’s leading-edge algorithms, software, and ideas—including new material on GPU ray tracing—equip the reader to design and employ a full-featured rendering system capable of creating stunning imagery. This essential text represents the future of real-time graphics. Detailed and rigorous but accessible approach guides readers all the way from theory to practical software implementation Fourth edition features new chapter on GPU ray tracing essential for game developers The premier reference for professionals learning about and working in the field Won its authors a 2014 Academy Award for Scientific and Technical Achievement Includes a companion site complete with source code
The Handbook of Digital Image Synthesis is the most up-to-date reference guide in the rapidly developing field of computer graphics. A wide range of topics, such as, applied mathematics, data structures, and optical perception and imaging help to provide a well-rounded view of the necessary formulas for computer rendering. In addition to this diverse approach, the presentation of the material is substantiated by numerous figures and computer-generated images. From basic principles to advanced theories, this book, provides the reader with a strong foundation of computer formulas and rendering through a step-by-step process. . Key Features: Provides unified coverage of the broad range of fundamental topics in rendering Gives in-depth treatment of the basic and advanced concepts in each topic Presents a step-by-step derivation of the theoretical results needed for implementation Illustrates the concepts with numerous figures and computer-generated images Illustrates the core algorithms using platform-independent pseudo-code