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John Holmes

Publications and source records attributed to John Holmes.

7 recordsLinked to original sources

Inferential applications of the moments of the logit-normal distribution

Despite the implicit appearance of logit-normal random variables in many inferential problems, the logit-normal distribution is poorly studied. Most frustratingly, no default method exists for finding logit-normal moments, which are often assumed analytically unknown. In this paper, we introduce a method for estimating logit-normal moments of any positive integer order, based on approximating the logistic function. We will show our method is highly accurate up to the $8^\text{th}$ moment, avoids the numerical instability observed with Mordell integral based approximations of the first moment, and is faster than numerical integration in R. Focusing on two inferential applications, we will show our approximation methods are sufficiently accurate to enable faster implementation of Expectation Propagation for logistic regression, but is not general enough to directly evaluate the logistic normal integral that appears in some logistic mixed models.

stat.ME

The Cauchy problem for the integrable RZQ equation

In this paper we study a new integrable fifth-order Camassa-Holm (CH)-type equation derived by Reyes, Zhu, and Qiao, which we call the RZQ equation. The m-form of this equation possesses a striking similarity to the m-form of the CH equation. However, unlike the CH equation, the nonlocal form of this equation cannot be interpreted as a nonlocal perturbation of Burgers' equation. We prove that the initial value problem corresponding to the RZQ equation is well-posed in the sense of Hadamard, in Sobolev spaces $H^s$, $s>7/2$. We further show that the data-to-solution map is not uniformly continuous in the $H^s$ topology, though it is H\"older continuous in a weaker topology. The initial value problem corresponding to the RZQ equation is ill-posed in $H^s$ for $s<7/2$.

math.AP

Weak diffeomorphisms and solutions to conservation laws

Evolution equations which describe the changes in a velocity field over time have been classically studied within the Eulerian or Lagrangian frame of reference. Classically, these frameworks are equivalent descriptions of the same problem, and the equivalence can be demonstrated by constructing particle paths. For hyperbolic conservation laws, we extend the equivalence between these frameworks to weak solutions for a broad class of problems. Our main contribution in this paper is that we develop a new framework to extend the idea of a particle path to scalar equations and to systems in one dimension which do not explicitly include velocity fields. For systems, we use Riemann invariants as the tool to develop an analog to particle paths.

math.AP

Continuity of the data-to-solution map for the FORQ equation in Besov Spaces

For Besov spaces $B^s_{p,r}(\rr)$ with $s>\max\{ 2 + \frac1p , \frac52\} $, $p \in (1,\infty]$ and $r \in [1 , \infty)$, it is proved that the data-to-solution map for the FORQ equation is not uniformly continuous from $B^s_{p,r}(\rr)$ to $C([0,T]; B^s_{p,r}(\rr))$. The proof of non-uniform dependence is based on approximate solutions and the Littlewood-Paley decomposition.

math.AP

Non-uniqueness for the ab-family of equations

We study the cubic ab-family of equations, which includes both the Fokas-Olver-Rosenau-Qiao (FORQ) and the Novikov (NE) equations. For $a\neq0$, it is proved that there exist initial data in the Sobolev space $H^s$, $s<3/2$, with non-unique solutions. Multiple solutions are constructed by studying the collision of 2-peakon solutions. Furthermore, we prove the novel phenomenon that for some members of the family, collision between 2-peakons can occur even if the "faster" peakon is in front of the "slower" peakon.

math.AP

Well-posedness and Continuity Properties of the Fornberg-Whitham Equation in Besov Spaces

In this paper, we prove well-posedness of the Fornberg-Whitham equation in Besov spaces $B_{2,r}^s$ in both the periodic and non-periodic cases. This will imply the existence and uniqueness of solutions in the aforementioned spaces along with the continuity of the data-to-solution map provided that the initial data belongs to $B_{2,r}^s $. We also establish sharpness of continuity on the data-to-solution map by showing that it is not uniformly continuous from any bounded subset of $B_{2,r}^s$ to $C([-T,T]; B^s_{2,r})$. Furthermore, we prove a Cauchy-Kowalevski type theorem for this equation that establishes the existence and uniqueness of real analytic solutions and also provide blow-up criterion for solutions.

math.AP