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.

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