Not possible at all !! Regarding udaipur-jaisalmer connectivity :
(1) No BG route exists between two places... Train will have to take longer , slower routes with at least two LR... Will not be able to beat buses
(2) both places don't have much population. Though udaipur has GDP equal to cities of population 20 lakhs but city's 2011 population is 6.5 lakhs obly
(3)...
more... many volvos run between jodhpur & udaipur... Also indigo launching direct flight from udaipur to jaisalmer in october