… Tzitzouris–Pang method guarantee consistency with the (nonlinear) model at the end of the
current time interval. One difference between the methods is that the Tzitzouris… the Tzitzouris–…

A general mathematical model for the multi-rigid-body contact problem with spatial elliptic
Coulomb friction leads to a differential complementarity problem (DCP) over time, consisting of …

When an exchange-traded fund (ETF) trades heavily around a theme, correlations among
its constituents increase significantly. Even some securities that have little or negative …

This paper presents a time-stepping complementarity approach for computing a numerical
trajectory of a system of rigid bodies under frictionless contact. Such a system is formulated as …

In this article, the authors present a methodology to support sponsors of defined-contribution
(DC) plans when evaluating the allocation to equity over a target-date fund’s glide path. …

The simplicity and regulatory protection (when used as a default investment) of target-date
funds (TDFs) offer advantages to both employers and employees saving for retirement in …

… Trinkle, Tzitzouris and Pang's description of the second model considered closely follows
the previous one, and shares some of its components (Newton-Euler equations, nontensile …

… A new Poisson-type formulation of impact recently developed by Pang and Tzitzouris [104]
is based on complementarity problems and is guaranteed to be dissipative. …

… One other problem with Tzitzouris’s method is that it adapts its step size to precisely locate
every collision time. While this is a good way to avoid interpenetration at the end of a time-step…

In light of the growing prominence of passive investment schemes in general and Exchange
Traded Funds (ETFs) in particular, this study examines the relative efficiency of domestic …