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Dr. Tudor Udrescu

Current List of Courses
Semester Titel Typ
Summer Semester 2013 Lecture
Winter Semester 2012/13 Lecture
Winter Semester 2011/12 Seminar
Winter Semester 2010/11 Seminar


My focus lies on the construction of numerical methods for stochastic reaction networks modeling the dynamics of biochemical processes.

A stochastic model uses randomness to describe hugely complex biophysical processes like regulation of gene expression or intracellular viral kinetics, with the mathematical formulation being provided by a Markov jump process. The corresponding probability distribution is the main object of interest in stochastic reaction kinetics and is obtained as the solution of the Chemical Master Equation (CME). However, the task of solving this equation is not trivial due to the curse of dimensionality: the computational effort grows exponentially with the number of species involved in the reaction network.

I work on mitigating the effects of the curse of dimensionality and make the CME and other high-dimensional problems computationally tractable.

Research interests

  • Stochastic computation in biology and mathematical finance
  • High-dimensional approximation using adaptive wavelet compression
  • Qualitative analysis of rare events in metastable systems
  • Complexity reduction using hybrid stochastic-deterministic models
  • Effective solvers (projection and multigrid algorithms)
  • Parallelization of computational methods

More information about my research area can be found here.

PhD Thesis

Tudor Udrescu. Numerical Methods for the Chemical Master Equation, PhD Thesis, online in Elektronischen Volltext-Archiv (EVA), Karlsruhe Institute of Technology (KIT), 2012.



  • Gheorghe Juncu, Aurelian Nicola, Constantin Popa, Tudor Udrescu. Nonlinear multigrid methods for solving Richards’ equation in two space dimensions. Carpathian Journal of Mathematics, 25(1), 82-91 (2009).

In proceedings

  • Constantin Popa and Tudor Udrescu. A fast approximation for discrete Laplacian, Proceedings of the 4th Workshop on Mathematical Modelling of Environmental and Life Sciences Problems, Constanta 2005, Publishing House of the Romanian Academy, 181-190 (2006).


Eugen Petac and Tudor Udrescu. Fundamente Java (Java Fundamentals, in Romanian), MatrixRom Publishing House, Bucharest 2005, 500 pag., ISBN 973-685-944-4

Selected Talks