Hello @vikash gupta ,
it seems you want to receive messages using UDP.
The UDP protocol is very fast due to the lack of message acknowledgment.
This means messages will be missed once the receiving machine is under load.
So you either scale up or out.
You can work with multiple machines next to each other and send their received messages to some shared resource for further compute.
And you can try to use an even more powerful device.
Although I have not tested this, perhaps you can do something with docker? Here is an example of a UDP client on Docker (using Azure IoT Edge).