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math.NA2026
Randomly shifted lattice rules for SDEs with constant diffusion: error bounds uniform in time discretization and dimension
Du Ouyang, Josef Dick, Ziyang Ye
We study randomly shifted rank-1 lattice rules for computing , where is the terminal state of a stochastic differential equation (SDE) w…
math.NA2026
A deterministic multiple-shift lattice algorithm for function approximation in Korobov and half-period Cosine spaces
Jiarui Du, Josef Dick
Approximating multivariate periodic functions in weighted Korobov spaces via rank-1 lattices is fundamentally limited by frequency aliasing. Existing optimal-rate methods rely on r…