Online seminars by Dr. Abhishek Chaudhary, University of Tuebingen, Germany on 20 May 2026

We are happy to announce the following online seminar on 20 May 2026. The details are as follows:

Speaker:Dr. Abhishek Chaudhary

Affiliation: University of Tuebingen, Germany

Title:Numerical Methods for Stochastic PDEs and Optimal Control Problems

Time & Date: 20 May 2026 (Wednesday), 14:30 hrs
Venue: Harish-chandra Seminar hall (MSB 215)

Abstract: Stochastic partial differential equations arise naturally in the mathematical modeling of systems affected by uncertainty, including fluid flows, transport phenomena, and controlled dynamical systems. In this talk, I will present an overview of my research on the analysis and numerical approximation of stochastic PDEs, with emphasis on mathematically reliable and computationally efficient methods.The first part of the talk will very briefly discuss my work on measure-valued and kinetic solution frameworks for stochastic fluid and conservation laws, together with convergent numerical schemes. I will then focus on recent work on stochastic linear-quadratic optimal control problems governed by SPDEs. A central difficulty in the numerical solution of such problems is the appearance of conditional expectations in the discrete optimality system, whose direct statistical approximation is computationally expensive in high-dimensional spaces. I will describe a fully discrete gradient-based method in which these conditional expectations are avoided through explicit recursive formulas, leading to an efficient and implementable algorithm.