Strong convergence rates of probabilistic integrators for ordinary differential equations

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of possible responses of the system to inputs. It is thus a potentially useful approach in a number of applications such as forward uncertainty quantification, inverse problems, and data assimilation. We extend the convergence analysis of probabilistic integrators for deterministic ordinary differential equations, as proposed by Conrad et al.\ (\textit{Stat.\ Comput.}, 2017), to establish mean-square convergence in the uniform norm on discrete- or continuous-time solutions under relaxed regularity assumptions on the driving vector fields and their induced flows. Specifically, we show that randomised high-order integrators for globally Lipschitz flows and randomised Euler integrators for dissipative vector fields with polynomially-bounded local Lipschitz constants all have the same mean-square convergence rate as their deterministic counterparts, provided that the variance of the integration noise is not of higher order than the corresponding deterministic integrator. These and similar results are proven for probabilistic integrators where the random perturbations may be state-dependent, non-Gaussian, or non-centred random variables.Comment: 25 page

Invariants of differential equations defined by vector fields

We determine the most general group of equivalence transformations for a family of differential equations defined by an arbitrary vector field on a manifold. We also find all invariants and differential invariants for this group up to the second order. A result on the characterization of classes of these equations by the invariant functions is also given.Comment: 13 page

Intersubband transitions in pseudomorphic InGaAs/GaAs/AlGaAs multiple step quantum wells

Intersubband transitions from the ground state to the first and second excited states in pseudomorphic AlGaAs/InGaAs/GaAs/AlGaAs multiple step quantum wells have been observed. The step well structure has a configuration of two AlGaAs barriers confining an InGaAs/GaAs step. Multiple step wells were grown on GaAs substrate with each InGaAs layer compressively strained. During the growth, a uniform growth condition was adopted so that inconvenient long growth interruptions and fast temperature ramps when switching the materials were eliminated. The sample was examined by cross‐sectional transmission electron microscopy, an x‐ray rocking curve technique, and the results show good crystal quality using this simple growth method. Theoretical calculations were performed to fit the intersubband absorption spectrum. The calculated energies are in good agreement with the observed peak positions for both the 1→2 and 1→3 transitions

Recent Development of the Empirical Basis for Prediction of Vortex Induced Vibrations

This paper describes the research activity related to VIV that has taken place at NTNU and MARINTEK in Trondheim during the last years. The overall aim of the work has been increased understanding of the VIV phenomenon and to improve the empirical basis for prediction of VIV. The work has included experiments with flexible beams in sheared and uniform flow and forced motions of short, rigid cylinders. Key results in terms of hydrodynamic coefficients and analysis procedures have been implemented in the computer program VIVANA, which has resulted in new analysis options and improved hydrodynamic coefficients. Some examples of results are presented, but the main focus of the paper is to give an overview of the work and point out how the new results can be used in order to improve VIV analyses

Conditional linearizability criteria for a system of third-order ordinary differential equations

We provide linearizability criteria for a class of systems of third-order ordinary differential equations (ODEs) that is cubically semi-linear in the first derivative, by differentiating a system of second-order quadratically semi-linear ODEs and using the original system to replace the second derivative. The procedure developed splits into two cases, those where the coefficients are constant and those where they are variables. Both cases are discussed and examples given

From Lagrangian to Quantum Mechanics with Symmetries

We present an old and regretfully forgotten method by Jacobi which allows one to find many Lagrangians of simple classical models and also of nonconservative systems. We underline that the knowledge of Lie symmetries generates Jacobi last multipliers and each of the latter yields a Lagrangian. Then it is shown that Noether's theorem can identify among those Lagrangians the physical Lagrangian(s) that will successfully lead to quantization. The preservation of the Noether symmetries as Lie symmetries of the corresponding Schr\"odinger equation is the key that takes classical mechanics into quantum mechanics. Some examples are presented.Comment: To appear in: Proceedings of Symmetries in Science XV, Journal of Physics: Conference Series, (2012