DO

Du Ouyang

0009-0009-9211-4171

cs.NAmath.NAcs.LGmath.OC

On Valency

published · living versions

W_mce6whuj·v1 · currentpublished

Randomly shifted lattice rules for SDEs with constant diffusion: error bounds uniform in time discretization and dimension

with Josef Dick, Ziyang Ye

1 version

Preprints & journals

7 papers in the corpus · 2023–2026

Convergence and Regret of the Policy Gradient for Multi-Armed Bandits in Diffusion Environment2607.29593v1 · Yanwei Jia, Du Ouyang2026 · 0 citationsarXiv

Quasi-Monte Carlo for SDE Simulation: Error Analysis and Dimensionality Reduction2606.24207v1 · Du Ouyang, Zexin Pan, Zhijian He2026 · 0 citationsarXiv

A Zeroth-Order Deep Learning Method for Fully Nonlinear Parabolic Partial Differential Equations with Unknown Coefficients2606.24999v1 · Yanwei Jia, Du Ouyang, Huyen Pham et al.2026 · 0 citationsarXiv

Uncertainty quantification using importance-sampled quasi-Monte Carlo with dimension-independent convergence rates2603.00843v1 · Zexin Pan, Du Ouyang, Zhijian He2026 · 0 citationsarXiv

Quasi-Monte Carlo integration over

\mathbb{R}^s

with boundary-damping importance sampling2509.07509v2 · Zexin Pan, Du Ouyang, Zhijian He2025 · 0 citationsarXiv

Generalization Error Analysis of Deep Backward Dynamic Programming for Solving Nonlinear PDEs2407.14566v1 · Du Ouyang, Jichang Xiao, Xiaoqun Wang2024 · 0 citationsarXiv

Quasi-Monte Carlo for unbounded integrands with importance sampling2310.00650v2 · Du Ouyang, Xiaoqun Wang, Zhijian He2023 · 5 citationsSIAM J. Numer. Anal., 62 (2024), pp. 2393-2414

Career total: 9 works. 7 are in this corpus.

Profile built from the corpus for this byline.

Author records are still filling in while the Hub is in alpha. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.