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Say I want to numerically approximate a high dimensional integral with MC sampling, say in a computational fluid dynamics simulation, or in a ray traced render.
by 317070 5y ago
Say I want to numerically approximate a high dimensional integral with MC sampling, say in a computational fluid dynamics simulation, or in a ray traced render.
For this, I need consequent samples from a PRNG to be really uncorrelated and fast. But there is no adversary relationship, so I don't need cryptographic strength. I just cannot have any spurious correlations between samples, as they might throw off convergence speed or worse, introduce error.