Author

Abhishek Chaudhary

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Preprint Sep 2026

Convergence of a fully discrete approximation for the stochastic 2D Euler equations with Kraichnan transport noise

We study a fully discrete approximation theory for the two-dimensional incompressible Euler equations on $\mathbb{T}^{2}$, in vorticity form, driven by Kraichnan-type transport noise and with $\mathbb{H}^{-1}(\mathbb{T}^2)$-valued initial vorticity. The main new ingredient is a finite-dimensional coercivity estimate fo...

Abhishek Chaudhary, U. Koley, A. Prohl · 0 citations

Open access Sep 2026

A numerical method to simulate the stochastic linear-quadratic optimal control problem with control constraints in higher dimensions

We propose an implementable numerical scheme for the discretization of linear-quadratic optimal control problems involving stochastic differential equations in higher dimensions with control constraints . For time discretization, we employ the implicit Euler scheme, deriving discrete optimality conditions that...

Abhishek Chaudhary · Numerische Mathematik · 0 citations