I haven't received any complaints from my downstairs neighbors, but I'm surprised I haven't. I exercise on a mat. It definitely reduces the noise (I'm sure it doesnt eliminate it, but every little bit helps, right?). And I make sure I don't exercise during late hours. ALL of my neighbors (upstairs, downstairs,next door) are incredibly inconsiderate during late night hours. I don't care how much noise they make during the day (which is a lot) but they are SO loud at night. So I personally don't care about my exercising noise, which usually lasts no more than an hour and only during the day.
Maybe if you speak to your neighbors about the noise and let them know that you are getting a mat or something to work out on, and also ask them to keep it down between certain hours overnight. Approaching them to have a conversation will probably go over better than banging on the wall or ceiling, which it sounds like they are doing to you.