OATAO - Open Archive Toulouse Archive Ouverte Open Access Week

Globally Adaptive Control Variate for Robust Numerical Integration

Pajot, Anthony and Barthe, Loïc and Paulin, Mathias Globally Adaptive Control Variate for Robust Numerical Integration. (2014) SIAM Journal on Scientific Computing, 36 (4). 1708-1730. ISSN 1064-8275

[img]
Preview
(Document in English)

PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
862kB

Official URL: http://dx.doi.org/10.1137/130937846

Abstract

Many methods in computer graphics require the integration of functions on low- to-middle-dimensional spaces. However, no available method can handle all the possible integrands accurately and rapidly. This paper presents a robust numerical integration method, able to handle arbitrary non-singular scalar or vector-valued functions defined on low-to-middle-dimensional spaces. Our method combines control variate, globally adaptive subdivision and Monte-Carlo estimation to achieve fast and accurate computations of any non-singular integral. The runtime is linear with respect to standard deviation while standard Monte-Carlo methods are quadratic. We additionally show through numerical tests that our method is extremely stable from a computation time and memory footprint point-of-view, assessing its robustness. We demonstrate our method on a partic- ipating media voxelization application, which requires the computation of several millions integrals for complex media.

Item Type:Article
HAL Id:hal-01118911
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Laboratory name:
Statistics:download
Deposited By: IRIT IRIT
Deposited On:20 Feb 2015 11:45

Repository Staff Only: item control page