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

The Schouten-Nijenhuis bracket, cohomology and generalized Poisson structures

Newly introduced generalized Poisson structures based on suitable skew-symmetric contravariant tensors of even order are discussed in terms of the Schouten-Nijenhuis bracket. The associated `Jacobi identities' are expressed as conditions on these tensors, the cohomological contents of which is given. In particular, we determine the linear generalized Poisson structures which can be constructed on the dual spaces of simple Lie algebras.Comment: 29 pages. Plain TeX. Phyzzx needed. An example and some references added. To appear in J. Phys.

Symmetry, singularities and integrability in complex dynamics III: approximate symmetries and invariants

The different natures of approximate symmetries and their corresponding first integrals/invariants are delineated in the contexts of both Lie symmetries of ordinary differential equations and Noether symmetries of the Action Integral. Particular note is taken of the effect of taking higher orders of the perturbation parameter. Approximate symmetries of approximate first integrals/invariants and the problems of calculating them using the Lie method are considered

Nuclear symmetry energy and its density slope at normal density extracted from global nucleon optical potentials

Based on the Hugenholtz-Van Hove theorem, it is shown that both the symmetry energy E$_{sym}(\rho)$ and its density slope $L(\rho)$ at normal density $\rho_0$ are completely determined by the global nucleon optical potentials that can be extracted directly from nucleon-nucleus scatterings, (p,n) charge exchange reactions and single-particle energy levels of bound states. Adopting a value of $m^*/m=0.7$ for the nucleon effective k-mass in symmetric nuclear matter at $\rho_0$ and averaging all phenomenological isovector nucleon potentials constrained by world data available in the literature since 1969, the best estimates of $E_{sym}(\rho_0)=31.3$ MeV and $L(\rho_0)=52.7$ MeV are simultaneously obtained. Uncertainties involved in the estimates are discussed.Comment: 4 pages including 2 figure

Ordinary differential equations which linearize on differentiation

In this short note we discuss ordinary differential equations which linearize upon one (or more) differentiations. Although the subject is fairly elementary, equations of this type arise naturally in the context of integrable systems.Comment: 9 page

Equation of state of the hot dense matter in a multi-phase transport model

Within the framework of a multi-phase transport model, we study the equation of state and pressure anisotropy of the hot dense matter produced in central relativistic heavy ion collisions. Both are found to depend on the hadronization scheme and scattering cross sections used in the model. Furthermore, only partial thermalization is achieved in the produced matter as a result of its fast expansion

Nucleon-nucleon cross sections in neutron-rich matter and isospin transport in heavy-ion reactions at intermediate energies

Nucleon-nucleon (NN) cross sections are evaluated in neutron-rich matter using a scaling model according to nucleon effective masses. It is found that the in-medium NN cross sections are not only reduced but also have a different isospin dependence compared with the free-space ones. Because of the neutron-proton effective mass splitting the difference between nn and pp scattering cross sections increases with the increasing isospin asymmetry of the medium. Within the transport model IBUU04, the in-medium NN cross sections are found to influence significantly the isospin transport in heavy-ion reactions. With the in-medium NN cross sections, a symmetry energy of $E_{sym}(\rho)\approx 31.6(\rho /\rho_{0})^{0.69}$ was found most acceptable compared with both the MSU isospin diffusion data and the presently acceptable neutron-skin thickness in $^{208}$Pb. The isospin dependent part $K_{asy}(\rho _{0})$ of isobaric nuclear incompressibility was further narrowed down to $-500\pm 50$ MeV. The possibility of determining simultaneously the in-medium NN cross sections and the symmetry energy was also studied. The proton transverse flow, or even better the combined transverse flow of neutrons and protons, can be used as a probe of the in-medium NN cross sections without much hindrance from the uncertainties of the symmetry energy.Comment: 32 pages including 14 figures. Submitted to Phys. Rev.

Integrability of Lie systems and some of its applications in physics

The geometric theory of Lie systems will be used to establish integrability conditions for several systems of differential equations, in particular Riccati equations and Ermakov systems. Many different integrability criteria in the literature will be analyzed from this new perspective and some applications in physics will be given.Comment: 16 page