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Michael Wibmer

Publications and source records attributed to Michael Wibmer.

At least 19 recordsLinked to original sources
arXiv2026

Pontryagin Maximum Principle in Free Probability Theory

Motivated by the classical stochastic maximum principle, random matrices and free stochastic differential equations we, develop an analog maximum principle for control problems driven by non-commutative random variables, e.g. random matrices. We formulate an optimal control problem in the setting of free probability, consisting of the controlled forward equation, a free backward stochastic differential equation. For both, we give global existence theorems. Due to the non-commutative It\^{o}-formula, the definition of the Hamiltonian differs to the commutative case. Our strategy is to stay as close as possible to the commutative case. Finally we formulate and proof the maximum principle in the context of free probability. Several examples show the application of the maximum principle, where explicit solutions can be found.

math.PR↗
arXiv2025

Trivializing Torsors for Difference Algebraic Groups

We study torsors for groups defined by algebraic difference equations. Our main result provides necessary and sufficient conditions on the base difference field for all such torsors to be trivial. We also present an application to the uniqueness of difference Picard-Vessiot extensions for linear differential equations.

math.AG↗
arXiv2025

On Milstein-Type Methods for Free Stochastic Differential Equations

Previously, the authors derived an analog of the Euler-Maru\-yama method (fEMM) for free stochastic differential equations (fSDEs) and proved strong convergence of order $\gamma=0.5$ in $L_1(\varphi)$-norm under certain assumptions. In this paper, we study the development of numerical methods for fSDEs which show strong convergence of order $\gamma=1$ in $L_\infty(\varphi)$. As a side effect, strong convergence of order $\gamma=0.5$ of fEMM can be extended to $L_p(\varphi)$ for $p\in[1,\infty]$. Utilizing the framework of multiple operator integrals (MOI) we derive a stochastic It\^{o}-Taylor expansion of the solution of the fSDE. It is then possible to identify those free stochastic iterated integrals, which must be discretized in order to obtain strong convergence of order $\gamma=1$. The non-commutativity imposes additional difficulties showing that the iterated free stochastic integrals can be simulated directly only under special situations, different from the commutative case. We will show, which diffusion terms lead to a Milstein-type method of order $\gamma=1$. For the cases, where a direct calculation is not possible, we approximate the iterated integrals based on a subdivision of the discretization intervals. As for fEMM, all proposed methods obey strong convergence of order $\gamma=1$ in $L_p(\varphi),\, 1\leq p\leq \infty$. For all methods developed, we show that the numerical solution is uniformly bounded on finite time intervals.

math.PR↗
arXiv2023

On the proalgebraic fundamental group of topological spaces and amalgamated products of affine group schemes

The proalgebraic fundamental group of a connected topological space $X$, recently introduced by the first author, is an affine group scheme whose representations classify local systems of finite-dimensional vector spaces on $X$. In this article, we further develop the theory of the proalgebraic fundamental group, in particular, we establish homotopy invariance and a Seifert-van Kampen theorem. To facilitate the latter, we study amalgamated free product of affine group schemes. We also compute the proalgebraic fundamental group of the arithmetically relevant Kucharcyzk-Scholze spaces and compare it to the motivic Galois group.

math.AG↗
arXiv2022

Numerical Solution of Free Stochastic Differential Equations

This paper derives a free analog of the Euler-Maruyama method (fEMM) to numerically approximate solutions of free stochastic differential equations (fSDEs). Simply speaking fSDEs are stochastic differential equations in the context of non-commutative random variables (e.g. large random matrices). By applying the theory of multiple operator integrals we derive a free It\^{o} formula from Taylor expansion of operator valued functions. Iterating the free It\^{o} formula allows to motivate and define fEMM. Then we consider weak and strong convergence in the fSDE setting and prove strong convergence order of $\frac{1}{2}$ and weak convergence order of ${1}$. Numerical examples support the theoretical results and show solutions for equations where no analytical solution is known.

math.PR↗
arXiv2022

Differential Galois groups, specializations and Matzat's conjecture

We study families of linear differential equations parametrized by an algebraic variety $\mathcal{X}$ and show that the set of all points $x\in \mathcal{X}$, such that the differential Galois group at the generic fibre specializes to the differential Galois group at the fibre over $x$, is Zariski dense in $\mathcal{X}$. As an application, we prove Matzat's conjecture in full generality: The absolute differential Galois group of a one-variable function field over an algebraically closed field of characteristic zero is a free proalgebraic group.

math.AG↗
arXiv2022

A remark on torsors for affine group schemes

We present an elementary proof of the fact that every torsor for an affine group scheme over an algebraically closed field is trivial. This is related to the uniqueness of fibre functors on neutral tannakian categories.

math.AG↗
arXiv2022

Free differential Galois groups

We study the structure of the absolute differential Galois group of a rational function field over an algebraically closed field of characteristic zero. In particular, we relate the behavior of differential embedding problems to the condition that the absolute differential Galois group is free as a proalgebraic group. Building on this, we prove Matzat's freeness conjecture in the case that the field of constants is algebraically closed of countably infinite transcendence degree over the rationals. This is the first known case of the twenty year old conjecture.

math.AC↗
arXiv2022

The differential Galois group of the rational function field

We determine the absolute differential Galois group of the field $\mathbb{C}(x)$ of rational functions: It is the free proalgebraic group on a set of cardinality $|\mathbb{C}|$. This solves a longstanding open problem posed by B.H. Matzat. For the proof we develop a new characterization of free proalgebraic groups in terms of split embedding problems, and we use patching techniques in order to solve a very general class of differential embedding problems. Our result about $\mathbb{C}(x)$ also applies to rational function fields over more general fields of coefficients.

math.AG↗
arXiv2021

Étale difference algebraic groups

Étale difference algebraic groups are a difference analog of étale algebraic groups. Our main result is a Jordan-Hölder type decomposition theorem for these groups. Roughly speaking, it shows that any étale difference algebraic group can be build up from simple étale algebraic groups and two finite étale difference algebraic groups. The simple étale algebraic groups occurring in this decomposition satisfy a certain uniqueness property.

math.AG↗
arXiv2021

Difference Galois theory and dynamics

We develop a Galois theory for difference ring extensions, inspired by Magid's separable Galois theory for ring extensions and by Janelidze's categorical Galois theory. Our difference Galois theorem states that the category of difference ring extensions split by a chosen Galois difference ring extension is classified by actions of the associated difference profinite Galois groupoid. In particular, difference locally étale extensions of a difference ring are classified by its difference profinite fundamental groupoid. The emergence of difference profinite spaces, viewed as discrete dynamical systems in the realm of topological dynamics, leads us to investigate the interaction of difference algebra and symbolic dynamics. As an application of this interaction, we prove the near-rationality of a certain difference zeta function counting solutions of systems of difference algebraic equations over algebraic closures of finite fields with Frobenius.

math.CT↗
arXiv2020

On the dimension of systems of algebraic difference equations

We introduce a notion of dimension for the solution set of a system of algebraic difference equations that measures the degrees of freedom when determining a solution in the ring of sequences. This number need not be an integer, but, as we show, it satisfies properties suitable for a notion of dimension. We also show that the dimension of a difference monomial is given by the covering density of its set of exponents.

math.AG↗
arXiv2020

Algebraic independence and linear difference equations

We consider pairs of automorphisms $(\phi,\sigma)$ acting on fields of Laurent or Puiseux series: pairs of shift operators $(\phi\colon x\mapsto x+h_1, \sigma\colon x\mapsto x+h_2)$, of $q$-difference operators $(\phi\colon x\mapsto q_1x,\ \sigma\colon x\mapsto q_2x)$, and of Mahler operators $(\phi\colon x\mapsto x^{p_1},\ \sigma\colon x\mapsto x^{p_2})$. Given a solution $f$ to a linear $\phi$-equation and a solution $g$ to a linear $\sigma$-equation, both transcendental, we show that $f$ and $g$ are algebraically independent over the field of rational functions, assuming that the corresponding parameters are sufficiently independent. As a consequence, we settle a conjecture about Mahler functions put forward by Loxton and van der Poorten in 1987. We also give an application to the algebraic independence of $q$-hypergeometric functions. Our approach provides a general strategy to study this kind of question and is based on a suitable Galois theory: the $\sigma$-Galois theory of linear $\phi$-equations.

math.NT↗
arXiv2020

Expansive dynamics on profinite groups

A profinite group equipped with an expansive endomorphism is equivalent to a one-sided group shift. We show that these groups have a very restricted structure. More precisely, we show that any such group can be decomposed into a finite sequence of full one-sided group shifts and two finite groups.

math.DS↗
arXiv2020

Almost-simple affine difference algebraic groups

Affine difference algebraic groups are a generalization of affine algebraic groups obtained by replacing algebraic equations with algebraic difference equations. We show that the isomorphism theorems from abstract group theory have meaningful analogs for these groups and we establish a Jordan-Hölder type theorem that allows us to decompose any affine difference algebraic group into almost-simple affine difference algebraic groups. We also characterize almost-simple affine difference algebraic groups via almost-simple affine algebraic groups.

math.AG↗