Postdoctoral fellow
Dr. Abhishek Chaudhary
Employment#
- Nov 2022 – present: Postdoctoral fellow, Universität Tübingen, Mathematisches Institut. Mentor: Prof. Andreas Prohl.
- Sep 2022 – Oct 2022: Postdoctoral fellow, TIFR Centre for Applicable Mathematics, Bangalore, India. Supervisor: Prof. Ujjwal Koley.
Academic profile#
- Aug 2018 – Aug 2022: PhD research scholar, TIFR Centre for Applicable Mathematics, Bangalore, India. Thesis advisor: Prof. Ujjwal Koley. Thesis title: On kinetic and measure-valued solutions to fluid flow equations.
- 2016 – 2018: M.Sc. in Mathematics, TIFR Centre for Applicable Mathematics. University: Tata Institute of Fundamental Research, Mumbai.
- 2013 – 2016: B.Sc. (Honours) in Mathematics, Deen Dayal Upadhyaya College, University of Delhi.
- 2012 – 2013: Class XII (Intermediate), Public Inter College, Siyana, Bulandshahr, Uttar Pradesh.
- 2010 – 2011: Class X (High School), BSGM H.S. School, Siyana, Bulandshahr, Uttar Pradesh.
Research interests#
- Stochastic partial differential equations (SPDEs)
- Stochastic conservation laws
- Numerical analysis
- Stochastic optimal control problems
- Regularization effect of noise
- Statistical learning
- Machine learning
Computational and mathematical skills#
- Analytical methods: Weak, kinetic, martingale, and dissipative measure-valued solution concepts; compactness and stability arguments; weak–strong uniqueness; convergence and error analysis.
- Programming: Python.
- Numerical PDEs: Finite-element, finite-volume, and spectral discretizations; implicit Euler, midpoint, Crank–Nicolson, splitting, projection, and higher-order time-stepping methods.
- Optimization: Discrete state and adjoint equations; reduced gradients; projected-gradient methods; variational inequalities; box-constrained stochastic control.
- Scientific computing: Implementation and testing of PDE and optimal-control algorithms; convergence studies; numerical simulation; visualization; reproducible computational experiments.
Selected publications and research works#
Preprints#
A. Chaudhary, U. Koley, A. Prohl, Convergence of a fully discrete approximation for the stochastic two-dimensional Euler equations with Kraichnan transport noise, preprint, 2026; submitted to Archive for Rational Mechanics and Analysis.
S. R. Behera, D. Breit, A. Chaudhary, Error analysis for three-dimensional stochastic Navier–Stokes equations with additive noise, preprint, 2026; under review in Journal of Scientific Computing.
L. Baňas, D. Breit, A. Chaudhary, A. Prohl, A higher order discretization for the stochastic Navier–Stokes equations with additive noise, preprint, 2026; under review in Numerische Mathematik.
Accepted and published articles#
A. Chaudhary, A. Prohl, Higher order numerical schemes for SPDEs with additive noise, IMA Journal of Numerical Analysis, accepted for publication, 2026.
A. Chaudhary, A numerical method to simulate the stochastic linear-quadratic optimal control problem with control constraint in higher dimensions, Numerische Mathematik, 2026.
A. Chaudhary, Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation, Journal of Scientific Computing 108, Article 88 (2026).
A. Chaudhary, U. Koley, E. Wiedemann, Dissipative measure-valued solutions and weak–strong uniqueness for the Euler alignment system, Journal of Evolution Equations 26, Article 7 (2026).
A. Chaudhary, F. Merle, A. Prohl, Y. Wang, An efficient discretization to simulate the solution of linear–quadratic stochastic boundary control problem, IMA Journal of Numerical Analysis, draf060 (2025).
A. Chaudhary, Stochastic fractional conservation laws, J. Math. Anal. Appl. 531 (2024).
A. Chaudhary, Stochastic degenerate fractional conservation laws, Nonlinear Differential Equations and Applications NoDEA 30 (2023), no. 3, Paper No. 42, 48 pp.
A. Chaudhary, G. Vallet, A short remark on inviscid limit of the stochastic Navier–Stokes equations, Z. Angew. Math. Phys. 74, Article 219 (2023).
A. Chaudhary, U. Koley, A convergent finite volume scheme for the stochastic barotropic compressible Euler equations, ESAIM Math. Model. Numer. Anal. 57 (2023), no. 6.
A. Chaudhary, U. Koley, On weak-strong uniqueness for stochastic equations of incompressible fluid flow, J. Math. Fluid Mech. 24 (2022), no. 3, Paper No. 62, 33 pp.
A. Chaudhary, Convergence of a spectral method for the stochastic incompressible Euler equations, ESAIM Math. Model. Numer. Anal. 56 (2022), no. 6.
Grants#
- Sep – Oct 2024: Travel grant from the University of Tübingen to participate in the ICTS program on Deterministic and Stochastic Analysis of Euler and Navier–Stokes Equations, Bangalore, India.
- Feb – Mar 2024: Travel grant from the University of Tübingen for visits to TIFR CAM Bangalore, IIT Delhi, IIT Roorkee, and IIT Ropar, India.
- May 2023: Research grant from the University of Tübingen for a visit to the University of Pau, France.
- July 2022: Research grant from the TIFR CAM fund to attend the 2nd IST Austria Summer School in Analysis and PDEs, Institute of Science and Technology Austria, Klosterneuburg.
- Feb – Mar 2022: Research grant from the IFCAM project “Evolutionary PDEs: degeneracy, noise and approximations” for a visit to the University of Pau, France.
Awards and fellowships#
- Nov 2022 – present: Postdoctoral fellowship, University of Tübingen.
- Sep 2022 – Oct 2022: Postdoctoral fellowship, Tata Institute of Fundamental Research.
- Aug 2018 – Aug 2022: Doctoral fellowship, Tata Institute of Fundamental Research.
- July 2016 – July 2018: Master’s fellowship, Tata Institute of Fundamental Research.
- 2016: M.Sc. and Integrated Ph.D. entrance examinations cleared: IIT Guwahati, IISER Bhopal, IISER Mohali, and TIFR CAM Bangalore.
- 2013 – 2016: INSPIRE Scholarship for Higher Education, Department of Science and Technology, India.
Teaching experience#
- April – July 2026: Numerical Optimization, University of Tübingen (3 hours/week).
- October 2025 – February 2026: Mathematical Introduction to Data Science, University of Tübingen (3 hours/week).
- April – July 2025: Financial Mathematics and Numerics, University of Tübingen (3 hours/week).
- October 2024 – February 2025: Numerical Optimization, University of Tübingen (3 hours/week).
- April – July 2024: Optimal Control Theory with ODE and Numerics, University of Tübingen (3 hours/week).
- October 2023 – February 2024: Stochastic Differential Equations with Numerics, University of Tübingen (3 hours/week).
Teaching and mentoring interests#
- Core courses: Calculus, Linear Algebra, Ordinary and Partial Differential Equations, Probability, Real Analysis, Numerical Analysis, Functional Analysis, and Measure Theory.
- Advanced courses: Numerical methods for differential equations, stochastic differential equations, numerical methods for SPDEs, stochastic optimal control, PDE-constrained optimization, Monte Carlo methods, and scientific computing.
- Teaching approach: Clear mathematical foundations, structured problem solving, suitable Python-based exercises, and regular feedback. I am prepared to guide reading courses, summer projects, and research-oriented computational projects at undergraduate and postgraduate levels.
Teaching assistance#
- April – July 2023: University of Tübingen, Prof. Andreas Prohl, Statistical Learning 2. Conducted tutorial classes (2 hours/week).
- April – July 2023: University of Tübingen, Prof. Andreas Prohl, Statistical Learning 1. Conducted tutorial classes (2 hours/week).
- November 2022 – February 2023: University of Tübingen, Prof. Andreas Prohl, Seminar Statistical Learning 1. Guided graduate students in preparing seminar talks (2 hours/week).
- February 2020: TIFR-CAM, Prof. Martina Hofmanová, Stochastic Compressible Fluid Flows. Conducted discussion classes.
- January – July 2020: TIFR-CAM, Prof. Ujjwal Koley, Fluid Mechanics. Conducted discussion classes and assigned grades.
- August 2019: TIFR-CAM, NCMW – System of Conservation Laws Theory and Numerics, Hyperbolic Conservation Laws. Conducted discussion classes.
- January – July 2019: TIFR-CAM, Prof. Ujjwal Koley, Measure Theory. Conducted discussion classes and assigned grades.
- August – December 2018: TIFR-CAM, Prof. Ujjwal Koley, Probability Theory. Conducted discussion classes and assigned grades.
- May – June 2018: TIFR-CAM, SWM program for undergraduates, Real Analysis, Linear Algebra, and Advanced Calculus. Conducted discussion classes.
Invited talks#
- August 2026: 2026 STOCHASTICA Colloquium, Niš, Serbia — A higher order discretization for the stochastic Navier–Stokes equations with additive noise.
- June 2026: University of Duisburg–Essen, Germany — High-order time discretizations for SPDEs with additive noise.
- May 2025: University of Bielefeld, Germany — An efficient, implementable discretization of stochastic linear–quadratic optimal-control problems and convergence with rates.
- May 2025: ENS de Lyon, France — An efficient, implementable discretization of SLQ problem and convergence with rates.
- April 2025: ICMS Edinburgh, United Kingdom — An efficient, implementable discretization of SLQ problem and convergence with rates.
- September 2024: IIT Jammu, India — An efficient discretization to simulate the solution of linear-quadratic stochastic boundary control problem.
- March 2024: IIT Roorkee, India — An efficient discretization to simulate the solution of linear-quadratic stochastic boundary control problem.
- March 2024: IIT Ropar, India — An efficient discretization to simulate the solution of linear-quadratic stochastic boundary control problem.
- March 2024: Seminar for graduate students, University of Delhi, New Delhi — Linear quadratic optimal control problem and numerical optimization.
- March 2024: IIT Delhi, India — An efficient discretization to simulate the solution of linear-quadratic stochastic boundary control problem.
- February 2024: TIFR CAM, Bangalore — An efficient discretization to simulate the solution of linear-quadratic stochastic boundary control problem.
- February 2024: University of Tübingen — Stochastic linear quadratic optimal control problem.
- May 2023: University of Pau, France — Measure-valued solution to incompressible Euler equations with stochastic forcing.
Conferences and workshops attended#
- September 2025: Friedrich-Alexander University Erlangen–Nürnberg, Germany — Hyperbolic Problems in Nürnberg 2025.
- July 2025: University of Nottingham, United Kingdom — Milstein’s Method: 50 Years On.
- April 2025: ICMS, Edinburgh, United Kingdom — Numerical Modelling of Nonlinear Stochastic Systems.
- February 2025: Swiss MAP Research Station, Les Diablerets, Switzerland — Swiss MAP Workshop: Stochastic Equations and Stochastic Dynamics.
- September 2024: ICTS, Bangalore, India — ICTS program on Deterministic and Stochastic Analysis of Euler and Navier–Stokes Equations.
- July 2022: Institute of Science and Technology Austria, Klosterneuburg — 2nd IST Austria Summer School in Analysis and PDEs.
- September – December 2020: IIT Kanpur, IISER Pune, IISER Kolkata, TIFR-CAM — Webinar on PDE and related areas.
- February 2020: TIFR-CAM, Bangalore — Compact course on mathematical aspects of stochastic compressible fluid flows, by Prof. Martina Hofmanová.
- January – February 2019: TIFR-CAM, Bangalore — Compact course on mathematical aspects of Euler equations, by Prof. Eduard Feireisl.
- May 2018: TIFR-CAM, Bangalore — Compact course on stochastic scalar first-order conservation laws, by Prof. Julien Vovelle.
- June – July 2017: TIFR-CAM, Bangalore — ATM School: AIS Linear Partial Differential Equations.
Advanced courses attended#
- Potential Theory, Prof. Kaushik Ramachandran, TIFR-CAM, 2019.
- Harmonic Analysis, Dr. Ramesh Manna, TIFR-CAM, 2018.
- Microlocal Analysis, Prof. Venkateswaran P. Krishnan, TIFR-CAM, 2018.
- Kinetic Theory for Scalar Conservation Laws, Prof. K. T. Joseph, TIFR-CAM, 2018.
- $L^p$ Theory for Elliptic PDEs, Prof. K. Sandeep, TIFR-CAM, 2018.
Graduate-level courses attended#
Real Analysis · Topology · Linear Algebra · Theory of ODE · Measure and Integration · Functional Analysis · Algebra · Elementary PDE · Complex Analysis · Numerical Analysis · Probability Theory · Advanced PDE I · Computational Methods · Differential Geometry · Mechanics · Advanced PDE II
Peer review activities#
- Reviewer, Stochastics and Partial Differential Equations: Analysis and Computations. Reviewed a paper related to compressible fluid flow equations (certificate).
- Reviewer, Nonlinear Differential Equations and Applications NoDEA. Reviewed a paper related to mathematical analysis and SPDEs (certificate).
- Reviewer, Computational Methods in Applied Mathematics (CMAM). Reviewed a paper related to SPDEs and numerical analysis (review record).
- Reviewer, Zeitschrift für angewandte Mathematik und Physik. Accepted an invitation to review a paper related to well-posedness theory for a system of SPDEs.
- Reviewer, Journal of Scientific Computing.