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We introduce two novel techniques for speeding up the generation of digital \((t,s)\)-sequences. Based on these results a new algorithm for the construction of Owen's randomly permuted \((t,s)\)-sequences is developed and analyzed. An implementation of the new techniques is available at http://www.cs.caltech.edu/~ilja/libseq/index.html

Monte Carlo integration is often used for antialiasing in rendering processes.
Due to low sampling rates only expected error estimates can be stated, and the variance can be high. In this article quasi-Monte Carlo methods are presented, achieving a guaranteed upper error bound and a convergence rate essentially as fast as usual Monte Carlo.

The radiance equation, which describes the global illumination problem in computer graphics, is a high dimensional integral equation. Estimates of the solution are usually computed on the basis of Monte Carlo methods. In this paper we propose and investigate quasi-Monte Carlo methods, which means that we replace (pseudo-) random samples by low discrepancy sequences, yielding deterministic algorithms. We carry out a comparative numerical study between Monte Carlo and quasi-Monte Carlo methods. Our results show that quasi-Monte Carlo converges considerably faster.

The main problem in computer graphics is to solve the global illumination problem,
which is given by a Fredholm integral equation of the second kind, called the radiance equation (REQ). In order to achieve realistic images, a very complex kernel
of the integral equation, modelling all physical effects of light, must be considered. Due to this complexity Monte Carlo methods seem to be an appropriate approach to solve the REQ approximately. We show that replacing Monte Carlo by quasi-Monte Carlo in some steps of the algorithm results in a faster convergence.

A fundamental variance reduction technique for Monte Carlo integration in the framework of integro-approximation problems is
presented. Using the method of dependent tests a successive hierarchical function approximation algorithm is developed, which
captures discontinuities and exploits smoothness in the target function. The general mathematical scheme and its highly efficient
implementation are illustrated for image generation by ray tracing,
yielding new and much faster image synthesis algorithms.

Instant Radiosity
(1997)

We present a fundamental procedure for instant rendering from the radiance equation. Operating directly on the textured scene description, the very efficient and simple algorithm produces photorealistic images without any kernel or solution discretization of the underlying integral equation. Rendering rates of a few seconds are obtained by exploiting graphics hardware, the deterministic
technique of the quasi-random walk for the solution of the global illumination problem, and the new method of jittered low discrepancy sampling.

Monte Carlo & Beyond
(2002)

Quasi-Monte Carlo Radiosity
(1996)

The problem of global illumination in computer graphics is described by a second kind Fredholm integral equation. Due to the complexity of this equation, Monte Carlo methods provide an interesting tool for approximating
solutions to this transport equation. For the case of the radiosity equation, we present the deterministic method of quasi-rondom walks. This method very efficiently uses low discrepancy sequences for integrating the Neumann series and consistently outperforms stochastic techniques. The method of quasi-random walks also is applicable to transport problems in settings other
than computer graphics.

The simulation of random fields has many applications in computer graphics such as e.g. ocean wave or turbulent wind field modeling. We present a new and strikingly simple synthesis algorithm for random fields on rank-1 lattices that requires only one Fourier transform independent of the dimension of the support of the random field. The underlying mathematical principle of discrete Fourier transforms on rank-1 lattices breaks the curse of dimension of the standard tensor product Fourier transform, i.e. the number of function values does not exponentially depend on the dimension, but can be chosen linearly.

Many rendering problems can only be solved using Monte Carlo integration. The noise and variance inherent with the statistical method efficiently can be reduced by stratification. So far only uncorrelated stratification methods were used that in addition depend on the dimension of the integration domain. Based on rank-1-lattices we present a new stratification technique that removes this dependency on dimension, is much more efficient by correlation, is trivial to implement, and robust to use. The superiority of the new scheme is demonstrated for standard rendering algorithms.

The calculation of form factors is an important problem in computing the global illumination in the radiosity setting. Closed form solutions often are only available for objects without obstruction and are very hard to calculate. Using Monte Carlo integration and ray tracing provides a fast and elegant tool for the estimation of the form factors. In this paper we show, that using deterministic low discrepancy sample points is superior to random sampling, resulting in an acceleration of more than half an order of magnitude.

Virtual Reality (VR) is to be seen as the superset of simulation and animation. Visualization is done by rendering. The fundamental model of VR accounts for all phenomenons to be modelled with help of a computer. Examples range from simple dragging actions with a mouse device to the complex simulation of physically based animation.

Interleaved Sampling
(2001)

The sampling of functions is one of the most fundamental tasks in computer graphics, and occurs in a variety of different forms. The known sampling methods can roughly be grouped in two categories. Sampling on regular grids is simple and efficient, and the algorithms are often easy to built into graphics hardware. On the down side, regular sampling is prone to aliasing artifacts that are expensive to overcome. Monte Carlo methods, on the other hand,
mask the aliasing artifacts by noise. However due to the lack of coherence, these methods are more expensive and not weil suited for hardware implementations. In this paper, we introduce a novel sampling scheme where samples from several regular grids are a combined into a single irregular sampling pattern. The relative positions of the regular grids are themselves determined by Monte Carlo methods. This generalization obtained by interleaving yields,significantly improved quality compared to traditional approaches while at the same time preserving much of the advantageous coherency of regular sampling. We demonstrate the quality of the new sampling scheme with a number of applications ranging from supersampling over motion blur simulation to volume rendering. Due to the coherence in the interleaved samples, the method is optimally suited for implementations in graphics hardware.

The photon map provides a powerful tool for approximating the irradiance in global illumination computations independent from geometry. By presenting new importance sampling techniques, we dramatically improve the memory footprint of the photon map, simplify the caustic generation, and allow for a much faster sampling of direct illumination in complicated models as they arise in a production environment.

Image synthesis often requires the Monte Carlo estimation of integrals. Based on a generalized concept of stratification we present an efficient sampling scheme that consistently outperforms previous techniques. This is achieved by assembling sampling patterns that are stratified in the sense of jittered sampling and N-rooks sampling at the same time. The faster convergence and improved anti-aliasing are demonstrated by numerical experiments.

As opposed to Monte Carlo integration the quasi-Monte Carlo method does not allow for an (consistent) error estimate from the samples used for the integral approximation. In addition the deterministic error bound of quasi-Monte Carlo integration is not accessible in the setting of computer graphics, since usually the integrands are of unbounded variation. The structure of the high dimensional functionals to be computed for photorealistic image synthesis implies the application of the randomized quasi-Monte Carlo method. Thus we can exploit low discrepancy sampling and at the same time we can estimate the variance. The resulting technique is much more efficient than previous bidirectional path tracing algorithms.

We present an algorithm for determining quadrature rules for computing the direct illumination of predominantly diffuse objects by high dynamic range images. The new method precisely reproduces fine shadow detail, is much more efficient as compared to Monte Carlo integration, and does not require any manual intervention.

In this paper we show how Metropolis Light Transport can be extended both in the underlying theoretical framework and the algorithmic implementation to incorporate volumetric scattering.
We present a generalization of the path integral formulation thathandles anisotropic scattering in non-homogeneous media. Based on this framework we introduce a new mutation strategy that is
specifically designed for participating media. It exploits the locality of light propagation by perturbing certain interaction points within the medium. To efficiently sample inhomogeneous media a new ray marching method has been developed that avoids aliasing artefacts and is significantly faster than stratified sampling. The resulting global illumination algorithm provides a physically correct simulation of light transport in the presence of participating media that includes effects such as volume caustics and multiple volume scattering. It is not restricted to certain classes of geometry and scattering models and has minimal memory requirements. Furthermore, it is unbiased and robust, in the sense that it produces satisfactory results for a wide range of input scenes and lighting situations within acceptable time bounds. In particular, we found that it is weil suited for complex scenes with many light sources.

Interactive graphics has been limited to simple direct illumination that commonly results in an artificial appearance. A more realistic appearance by simulating global illumination effects has been too costly to compute at interactive rates. In this paper we describe a new Monte Carlo-based global illumination algorithm. It achieves performance of up to 10 frames per second while arbitrary changes to the scene may be applied interactively. The performance is obtained through the effective use of a fast, distributed ray-tracing engine as well as a new interleaved sampling technique for parallel Monte Carlo simulation. A new filtering step in combination with correlated sampling avoids the disturbing noise artifacts common to Monte Carlo methods.