There are strong connections with the legend of King Arthur in Cumbria. Some medieval traditions place one of his administrative centres in the northern city of Caerleol or Carlele (Carlisle). In Roman times Carlisle was known as Luguvallium, the city of Lugus. Lugus or Lugh was a much-loved Celtic god whose characteristics more or less tallied with the Roman god Mercury.
A northern base for Arthur is certainly possible since Carlisle had been a Roman fortress. Carlisle still has several lengths of early sandstone city wall standing today. The fort guarded the west end of the frontier of Hadrian's Wall, the port of Carlisle and the Solway coast. It would have been a good military choice because it had other local strongholds around it. Just to the north of Carlisle was the fort of Uxellodunum or Petriana, known today as Stanwix. The Roman cavalry Ala Petriana was stationed here from AD 71 for nearly 300 years. It was the only thousand-strong cavalry unit in Roman Britain, and it was made up of French cavalrymen.
Maybe the successful Roman cavalry systems were remembered and copied. In British times such units would become "Arthur's knights".
Also see Encyclopaedia Brittanica:
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