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From: hemphill@polecat.caltech.edu (Scott Hemphill)
Newsgroups: sci.math,comp.graphics
Subject: Re: Request for information on Monte Carlo Methods for Integral Equations
Message-ID: <2996@cit-vax.Caltech.Edu>
Date: Tue, 9-Jun-87 16:49:10 EDT
Article-I.D.: cit-vax.2996
Posted: Tue Jun  9 16:49:10 1987
Date-Received: Fri, 12-Jun-87 04:28:59 EDT
References: <180@dana.UUCP>
Sender: news@cit-vax.Caltech.Edu
Reply-To: hemphill@csvax.Caltech.EDU (Scott Hemphill)
Organization: California Institute of Technology
Lines: 25
Keywords: Rendering, Integral Equations
Summary: Monte Carlo references
Xref: mnetor sci.math:1307 comp.graphics:748

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