There are, if we look carefully, a number of things subtly wrong with the settings in this scene.
As HP predicts above, Render Perfect on the sphere is one of them, and fixes the effect of collision deformer not showing in render if we turn that off.
Next we had some suspect settings in the sweep object (parallel movement should be off, Banking should be ON, and End Rotation should be 0 degrees), which fixes the twist in your path spline over the indent, and restores it to correct, contiguous circular form all the way along its length...
The mode of the Collision Deformer should be Outside (volume) and the capsule should ideally not be a child of it, though it doesn't particularly matter in this scene.
Likewise object order in the OM could be better bearing in mind that Cinema scans downwards through it from the top.
Below is more ideal I would say, and general good practice.
Next, the curvature in your path spline within the sweep isn't quite matching the curve of the indent in the sphere, resulting in some unevenness in that area. This can be fixed by getting a new path spline for the sweep, which we get by doing Current State to Object on the main sphere (once collided) and then Edge to spline on the centre edge loop of that, but first we have to fix the collision object, which should also ideally be a sphere so that we can choose Hexa type and thereby avoid the complex pole on the end of the capsule it replaces, which was previously confusing the collision deformer, and producing some wanky / uneven collision vertices in the main sphere at the apex of the collision point, which would obviously effect any spline you subsequently derived from it. In my version I wanted a better, higher resolution sphere, but not one that caused the collision deformer any extra work, so changed the type of that sphere to Hexa as well, which then necessitated addition of a Spherify deformer before the Collision Deformer (because hexaspheres are not mathematically spherical out of the gate).
And then lastly that went under SDS to give us improved resolution, and my Current State to Object was performed on the SDS instead of the sphere itself, for maximum spline matching.
Anyway, I have fixed all that in the scene attached below...
groove-on-sphere CBR Fix.c4d
CBR
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