Zexin Pan

activity

20242026

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4 papers · 1 filter

math.NA2026

Universal $L^{2}$ -approximation using median digital-net algorithms

Ziyang Ye, Xiaoqun Wang, Zexin Pan

We propose a median digital-net algorithm for $L^{2}$ -approximation of non-periodic functions over $[0, 1]^{s}$ , inspired by the recently developed median lattice algorithms for the per…

math.NA2026

Quasi-Monte Carlo for SDE Simulation: Error Analysis and Dimensionality Reduction

Du Ouyang, Zexin Pan, Zhijian He

We investigate the numerical simulation of general stochastic differential equations (SDEs) using Quasi-Monte Carlo (QMC) methods. First, we provide a rigorous theoretical analysis…

math.NA2026

Worst-case $L_{p}$ -approximation of periodic functions using median lattice algorithms

Zexin Pan, Mou Cai, Josef Dick +2

We study the worst-case approximation of multivariate periodic functions from the weighted Korobov space $H_{d, α, γ}$ with smoothness $α > 1/2$ in the Lebesgue norm $L_{p} ([0, 1]^{d})$ for…

math.NA2026

Uncertainty quantification using importance-sampled quasi-Monte Carlo with dimension-independent convergence rates

Zexin Pan, Du Ouyang, Zhijian He

Quasi-Monte Carlo (QMC) integration over unbounded domains $R^{s}$ remains challenging due to the high dimensionality of sampling space and the boundary growth of the integr…

Universal L2-approximation using median digital-net algorithms

Quasi-Monte Carlo for SDE Simulation: Error Analysis and Dimensionality Reduction

Worst-case Lp​-approximation of periodic functions using median lattice algorithms

Uncertainty quantification using importance-sampled quasi-Monte Carlo with dimension-independent convergence rates

Universal $L^{2}$ -approximation using median digital-net algorithms

Worst-case $L_{p}$ -approximation of periodic functions using median lattice algorithms