Shyam Mohan Subbiah Pillai
Biography
Shyam Mohan Subbiah Pillai is a remote postdoctoral researcher in the Stochastic Numerics group, specializing in stochastic optimal control, uncertainty quantification, and numerical methods for stochastic differential equations. He earned his Ph.D. in Mathematics from RWTH Aachen University, where his work focused on the development and analysis of computational methods for chance-constrained stochastic control problems and rare-event simulation.
Research Interests
Shyam's research interests include Monte Carlo methods for rare events, numerical methods for McKean—Vlasov SDEs, and optimal control problems in engineering.
Qualifications
Education
- Doctor rerum naturalium (Dr. rer. nat.)
- Mathematics, RWTH Aachen University, Germany, 2025
- Master of Science (M.S.)
- Simulation Sciences, RWTH Aachen University, Germany, 2022
- Bachelor of Technology (B.Tech.)
- Mechanical Engineering, IIT Madras, India, 2019
- English
- Full professional proficiency
- Tamil
- Native or bilingual proficiency
- German
- Professional working proficiency
- Hindi
- Native or bilingual proficiency
- French
- Elementary proficiency