Consistent tangent matrices for density-dependent finite plasticity models

Numerical differentiation for non-trivial consistent tangent matrices: an application to the MRS-Lade model ⋆

In Reference [1] the authors have shown that numerical differentiation is a competitive alternative to analytical derivatives for the computation of consistent tangent matrices. Relatively simple models were treated in that reference. The approach is extended here to a complex model: the MRS-Lade model [2,3]. This plastic model has a cone-cap yield surface and exhibits strong coupling between t...

Density Estimators for Truncated Dependent Data

In some long term studies, a series of dependent and possibly truncated lifetime data may be observed. Suppose that the lifetimes have a common continuous distribution function F. A popular stochastic measure of the distance between the density function f of the lifetimes and its kernel estimate fn is the integrated square error (ISE). In this paper, we derive a central limit theorem for t...

Making Density Forecasting Models Statistically Consistent

We propose a new approach to density forecast optimisation and apply it to Value-at-Risk estimation. All existing density forecasting models try to optimise the distribution of the returns based solely on the predicted density at the observation. In this paper we argue that probabilistic predictions should be optimised on more than just this accuracy score and suggest that the statistical consi...

Dynamically consistent nonstandard finite difference schemes for epidemiological models

This work is the numerical analysis and computational companion of the paper by Kamgang and Sallet (Math. Biosc. 213 (2008), pp. 1–12) where threshold conditions for epidemiological models and the global stability of the disease-free equilibrium (DFE) are studied. We establish a discrete counterpart of the main continuous result that guarantees the global asymptotic stability (GAS) of the DFE f...

Consistent tangent operator for an exact Kirchhoff rod model