Research interests
Stochastic (partial) differential equations, data assimilation, statistical inferences, uncertainty quantification, and stochastic optimization

Dr. Feng Bao is an Assistant Professor of the Department of Mathematics. Prior to his professorship at FSU, he was an Assistant Professor at University of Tennessee (Chattanooga) from 2016-2018, and he worked as a post-doctoral research associate at Oak Ridge National Laboratory from 2014 to 2016. In 2014, he received his Ph.D. in mathematics from Auburn University, and he received his master's degree in Financial Mathematics and Financial Engineering from Shandong University (China) in 2009. Currently, Dr. Bao is managing three active research projects sponsored by U.S. Department of Energy and the NSF CAREER project sponsored by U.S. National Science Foundation.

Feng Bao
Bao Feng
Assistant Professor of Mathematics
Five selected papers
1. Z. Zhang, R. Archibald, F. Bao, *A PDE-based Adaptive Kernel Method for Solving Optimal Filtering Problems,* Journal of Machine Learning for Modeling and Computing, to appear, 2022 (Publication with FSU student Zezhong Zhang)
2. R. Archibald, and F. Bao, *Kernel Learning Backward SDE filter for Data Assimilation,* Journal of Computational Physics, 455, 111009, 2022
3. X. Li, F. Bao, and K. Gallivan, *A Drift Homotopy Implicit Particle Filter Method for Nonlinear Filtering Problems,* Discrete and Continuous Dynamical Systems - Series S, 15(4), 727-746, 2022 (Publication with FSU student Xin Li)
4. H. Sun, and F. Bao, *Meshfree Approximation for Stochastic Optimal Control Problems,* Communications in Mathematical Research, 37(3), pp. 387-420, 2021 (Publication with FSU student Hui Sun)
5. R. Archibald, F. Bao, J. Yong, and T. Zhou, *An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems,* Journal of Scientific Computing, 85-51, 2020
Department of Mathematics

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Florida State University

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